 Estimation theory, estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data. In estimator attempts to approximate the unknown parameters using the measurements, when the data consists of multiple variables and one is estimating the relationship between them, estimation is known as regression analysis. In estimation theory, two approaches are generally considered. The probabilistic approach described in this article assumes that the measured data is random with probability distribution dependent on the parameters of endures. The set membership approach assumes that the measured data vector belongs to a set which depends on the parameter vector.