Theoretical chapter devoted to the domain of parameter estimation by quantum measurements. It first details the implications of the Heisenberg inequality and gives the expression of the quantum Cramér–Rao bound, a limit that is optimized over all data processing strategies and measurements on a given parameter-dependent quantum state. Measurement optimization over different quantum states and different optical modes in which the quantum state is defined is also discussed in various situations. The chapter then focusses on the measurement-induced perturbation bydiscussing the Heisenberg microscope and the Ozawa inequality, then on different implementations of quantum nondemolition (QND) measurements using the crossed-Kerr effect in quantum optics and opto-mechanics.