Abstract
Conventional multiparameter quantum sensing relies on joint estimation, but this approach faces two key limitations: theoretical bounds may be unattainable due to measurement incompatibility, and sensing may fail due to parameter interdependencies. We propose stepwise estimation and identify regimes where it outperforms joint estimation. For multiple quantum sensors, this scheme achieves far lower error bounds than joint estimation. With many-body probes, stepwise sensing retains a quantum-enhanced scaling advantage often lost in joint estimation due to parameter correlations. We demonstrate its concrete advantages through Bayesian implementations across diverse examples.