This is a tutorial aimed at illustrating some recent developments in quantum parameter estimation beyond the Cram`er-Rao bound, as well as their applications in quantum metrology. Our starting point is the observation that there are situations in classical and quantum metrology where the unknown parameter of interest, besides determining the state of the probe, is also influencing the operation of the measuring devices, e.g. the range of possible outcomes. In those cases, non-regular statistical models may appear, for which the Cram`er-Rao theorem does not hold. In turn, the achievable precision may exceed the Cram`er-Rao bound, opening new avenues for enhanced metrology. We focus on quantum estimation of Hamiltonian parameters and show that an achievable bound to precision (beyond the Cram`er-Rao) may be obtained in a closed form for the class of so-called controlled energy measurements. Examples of applications of the new bound to various estimation problems in quantum metrology are worked out in some details.
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