A new framework for estimation of lumped (for instance, Windkessel) model parameters from uncertain clinical measurements is presented. The ultimate aim is to perform patient-specific haemodynamic analysis. This framework is based on sensitivity analysis tools and the sequential estimation approach of the unscented Kalman filter. Sensitivity analysis and parameter estimation are performed in lumped parameter models, which act as reduced order surrogates of the 3D domain for haemodynamic analysis. While the goal of sensitivity analysis is to assess potential identifiability problems, the unscented Kalman filter estimation leads to parameter estimates based on clinical measurements and modelling assumptions. An application of such analysis and parameter estimation methodology is demonstrated for synthetic and real data. Equality constraints on various physiological parameters are enforced. Since the accuracy of the Windkessel parameter estimates depends on the lumped parameter representativeness, the latter is iteratively improved by running few 3D simulations while simultaneously improving the former. Such a method is applied on a patient-specific aortic coarctation case. Less than 3% and 9% errors between the clinically measured quantities and 3D simulation results for rest and stress are obtained, respectively. Knowledge on how these Windkessel parameters change from rest to stress can thus be learned by such an approach. Lastly, it is demonstrated that the proposed approach is capable of dealing with a wide variety of measurements and cases where the pressure and flow clinical measurements are not taken simultaneously.