Groundwater level data require EnRML for better interpretation.
Different methods perform similarly when assimilating surface soil moisture data.
Soil water pressure head data are the most valuable in terms of parameter estimation.
MCMC performs well in homogeneous soil but degrades in heterogeneous soil.
The EnKF method relies more on a relatively large number of ensembles than does EnRML.
In the past few decades, different data assimilation methods have been proposed to estimate soil parameters. It is not clear whether a straightforward sampling approach is sufficient or whether a linear filter or even an advanced nonlinear filter is needed to interpret the potential information carried by different data types (e.g., pressure head and water content data from multiple depths, easily available surface soil moisture data, and groundwater level data). In this study, three classical data assimilation methods, i.e., the ensemble Kalman filter (EnKF), the ensemble randomized maximum likelihood filter (EnRML), and the Markov chain Monte Carlo (MCMC), were investigated numerically in terms of the utility to cope with three different types of observations. Results show that, compared with the EnKF approach, EnRML is a superior method to extract the parameter information from observations. The MCMC approach performs well in homogeneous soil but not in heterogeneous soil. Regardless of the data assimilation methods and the soil heterogeneity, point‐scale soil water pressure head data are the most valuable in terms of soil parameter estimation, followed by groundwater level data, which require a nonlinear filter to interpret. A smaller observation error for groundwater level data leads to obviously improved parameter estimates by using EnRML with a slight improvement by using EnKF. The stable performance of the EnKF method relies more heavily on a relatively large number of ensembles than the EnRML method, whereas only a few ensemble members are needed for EnRML in a homogeneous soil column.