Non-linearities commonly exist in an electro-hydraulic servo shaking table, causing acceleration harmonics distortion when the shaking table is excited by a sinusoidal acceleration signal, because its acceleration response includes higher harmonics, which lower the control performance for an electro-hydraulic servo shaking table. To cancel the harmonics in the system response, thus to improve the shaking table performance, we need to know about the harmonics information. An identification algorithm is developed here based on a Kalman filter for dynamically tracking the acceleration harmonics for the electro-hydraulic servo shaking table. A linear system in state space is modelled. The system acceleration response is applied as an observation value and is imported to the Kalman filter, which recursively estimates the state vector of the linear system. The amplitude and phase of each harmonic are calculated from the estimated state vector, and their estimated values are validated. A simulation example is presented and experiments were performed on the electro-hydraulic servo shaking table. Both results show a good estimation performance of the proposed acceleration harmonic identification algorithm.