In this paper, a general framework for concurrent structural fatigue prognosis using limited sensor data is developed. The Empirical Mode Decomposition method is employed to reconstruct the structural dynamical response for the critical spot susceptible to fatigue damage. The sensor data available at limited locations measured from the usage monitor system are decoupled into several Intrinsic Mode Functions using the Empirical Mode Decomposition method. Those IMFs are applied to extrapolate the dynamic response for the critical spot where the direct response measurements are unavailable. The extrapolated dynamic response time series for the critical spot is then integrated with a physical fatigue crack growth model for fatigue damage prognosis. The proposed procedure is demonstrated using a multi degree-of-freedom (MDOF) cantilever beam example. The proposed method has great potential for the real-time decision making in the vehicle health management framework due to its ability for the concurrent damage prognosis.