Solving the nonlinear estimation problem is known to be a challenging task because of the implicit relationship between the measurement data and the unknown parameters to be estimated. Iterative methods such as the Taylor-series expansion based ML estimator are presented in this thesis to solve the nonlinear estimation problem. However, they might suffer from the initialization and convergence problems. Other than the iterative methods, this thesis aims to provide a computational effective, asymptotically efficient and closed-form solution to the nonlinear estimation problem. Two kinds of classic nonlinear estimation problems are considered: the geometric shape fitting problem and the source localization problem. For the geometric shape fitting, the research in this thesis focuses on the circle and the ellipse fittings. Three iterative methods for the fitting of a single circle: the ML method, the FLS method and the SDP method, are provided and their performances are analyzed. To overcome the limitations of the iterative methods, asymptotically efficient and closed-form solutions for both the circle and ellipse fittings are derived. The good performances of the proposed solutions are supported by simulations using synthetic data as well as experiments on real images. The localization of a source via a group of sensors is another important nonlinear estimation problem studied in this thesis. Based on the TOA measurements, the CRLB and MSE results of a source location when sensor position errors are present are derived and compared to show the estimation performance loss due to the sensor position errors. A closed-formed estimator that takes into account the sensor position errors is then proposed. To further improve the sensor position and the source location estimates, an algebraic solution that jointly estimates the source and sensor positions is provided, which provides better performance in sensor position estimates at higher noise level comparing to the sequential estimation-refinement technique. The TOA based CRLB and MSE studies are further extended to the TDOA and AOA cases. Through the analysis one interesting result has been found: there are situations exist where taking into account the sensor position errors when estimating the source location will not improve the estimation accuracy. In such cases a calibration emitter with known position is needed to limit the estimation damage caused by the sensor position uncertainties. Investigation has been implemented to find out where would be the optimum position to place the calibration emitter. When the optimum calibration source position may be of theoretical interest only, a practical suboptimum criterion is developed which yields a better calibration emitter position than the closest to the unknown source criterion
