This is an excellent text that covers estimation theory from a modern point of view. It will be especially interesting to anyone with a graduate degree in physics because Kailath, et al derive the theory of linear estimation from a point of view very similar to that of modern quantum mechanics - they even use similar bra/ket notation!



Basic and advanced statistical mathematics is somewhat an implied prerequisite for understanding this text. From what I have seen, I honestly find nothing negative to critique - its probably one of the best technical textbooks I have in my large library.