This document discusses various methods for parameter estimation of discrete linear systems, including deterministic and stochastic methods. Deterministic methods described include the simplified algorithm, Kaczmarz's algorithm, projection algorithm, batch least squares, weighted least squares, recursive least squares, and recursive least squares with exponential forgetting. Stochastic methods described include extended recursive least squares, extended recursive least squares with exponential forgetting, and modified extended recursive least squares. The goal of these methods is to estimate parameters of linear system transfer functions from input-output data in an online, recursive fashion.