There are several NPCs in the Dragonborn expansion who at some point during gameplay are essential. In effect, this means they cannot be killed under any condition, and when their health bar fully depletes, they will merely fall into a state of recovery before reverting to normal again with full health.
Unlike Oblivion, it is not possible to tell whether an NPC is essential without attempting to kill them or by using the level 100 Pickpocket perk, "Perfect Touch", which allows you to remove equipped items; in the case of essential NPCs, however, you will not be able to use this perk on them. NPCs are usually only set to essential if they are of high importance to a later quest.
Some NPCs in the Dragonborn expansion are always essential and can never be killed, even after their associated quests are completed.