Parameters have to be estimated, if certain phenomena, procedures or events are observed, in order to draw conclusions or gain knowledge, for instance about the future development of the observed events. The estimation of parameters is therefore needed for the mathematical modeling of the observed phenomena. The observations are functions of the unknown parameters. The type of function follows from the physical law or the geometry governing the experiment, or from the experiment itself. The functional relationship between the observations and the unknown parameters form one part of the model for estimating the parameters.