The Brihadaranyaka Upanishad belongs to the Shukla Yajurveda and is attached to the Shatapatha Brahmana. It carries the dialogues of Rishi Yajnavalkya, including his exchange with Maitreyi on what is worth desiring, and his answers in the assembly of King Janaka. The prayer asking to be led from the unreal to the real, and from darkness to light, is found here.
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In the Brihadaranyaka Upanishad, asked to describe Brahman, Rishi Yajnavalkya refuses to. He answers only 'neti, neti' — not this, not this. What cannot be limited cannot be defined.
Source: Brihadaranyaka Upanishad 2.3.6