A wave energy converter (WEC) needs an active control strategy to maximise efficiency in a wide range of operating conditions. Many control strategies require knowledge of the wave excitation force, a quantity which cannot be measured in operation. In this study, two methods based upon Kalman filters are tested with an experimental 1:25th scale multiple degree-of-freedom WEC. A stochastic and a periodic Kalman estimator are implemented, using only quantities which are measurable in practice. Methods for tuning the estimators are discussed, and sensitivity to nonlinearity in the WEC and to unmodelled effects including quadratic viscous damping are established. The advantages of each method are compared, and excellent quality estimation results are obtained using both methods. Both methods are verified for use with advanced control strategies to improve power capture in WECs.