The book outlines the development and application of a few novel dynamic state estimation based methods for estimation of parameters of vibrating structures. The study investigates strategies for data fusion from multiple tests of possibly different types and different sensor quantities through the introduction of a common pseudo-time parameter. These strategies have been developed within the framework of Kalman and Particle filtering techniques. The proposed methods are applied to a suite of problems that includes laboratory and field studies with primary focus on finite element model updating of bridge structures and vehicle structure interaction problems. The study also describes how finite element models residing in commercially available softwares can be made to communicate with database of measurements via particle filtering algorithm developed on the Matlab platform.