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In this paper, a combined approach to damage diagnosis of rotors is proposed. The intention is to employ signal-based as well as model-based procedures for an improved detection of size and location of the damage. In a first step, Hilbert transform signal processing techniques allow for a computation of the signal envelope and the instantaneous frequency, so that various types of non-linearities due to a damage may be identified and classified based on measured response data. In a second step, a multi-hypothesis bank of Kalman Filters is employed for the detection of the size and location of the damage based on the information of the type of damage provided by the results of the Hilbert transform.