1. Introduction2. Minimum variance unbiased estimation3. Cramer_rao lower bound4. Linear models5. General minimum variance unbiased estimation6. best linear unbiased estimation7. Maximum liklihood estimstion8. least squares9. method of moments10. The bayesian philosophy11. general bayesian estimation12. Linear bayesian estimation13. Kalman filter14. Summary of estimation15. Extensions for complex data and parameters Appendix A1: Review of important conceptsA2: Glossary of symbols and abbreviation