Linear Estimation (T.Kailauth, A. H. Sayed, and B. Hassibi; 2000) [book review]

This book serves both as a capstone to the 20th Century developments in its eponymous field, and as a springboard for the further development of this field in the current century. It provides an exceptionally well written, insightful, and comprehensive treatment of the subject as it exists now. Moreover, it goes beyond the existing literature to advance the field, with every chapter offering something novel, and often something surprising, to the reader. Although a number of other excellent books have been written on this subject, no other treatment has been as complete and as literate as this one.