Digital Signal Processing in general:
Kammeyer, Kroschel, "Digitale Signalverarbeitung", Springer Vieweg (in German)
Proakis, Manolakis, "Digital Signal Processing", Prentice Hall (in English)
Oppenheim, Schafer, "Discrete-Time Signal Processing", Prentice Hall (in English)

For the section on Linear Estimation:
Sayed, "Adaptive Filters", Wiley
Sayed, "Fundamentals of Adaptive Filtering", Wiley
Kailath, Sayed, Hassibi, "Linear Estimation", Prentice Hall
Haykin, "Adaptive Filter Theory", Prentice Hall
van Trees, "Detection, Estimation and Modulation Theory", Wiley

For the section on Compressed Sensing:
Eldar, Kutyniok, "Compressed Sensing: Theory and Applications", Cambridge University Press
Foucart, Rauhut, "A Mathematical Introduction to Compressive Sensing", Birkhäuser
Kammeyer, Dekorsy, "Nachrichtenübertragung", Springer Vieweg (in German)

DSP Maillist