GLOBAL TOTAL LEAST SQUARES Global Total Least Squares

A method for the construction of open approximate models from vector time series Preface PhD research is a largely open proces in which a stimulating environment plays a crucial role. I am indebted to several people and institutions that shaped such an environment for me during the years since April 1990. First and for all, I would like to thank my supervisor, Christiaan Heij. He set me on the right track with the PhD project 'Dynamical aspects of time series models; a system theoretic approach': it is indeed what this thesis is about. His continuous support, his careful reading and correcting of my writings and his clear thoughts on the subject were of invaluable interest. The sometimes long discussions formed an important ingredient of the pleasant side of doing research. I thank my promotors, Teun Kloek and Jan Willems, for their accurate reading of the manuscript and the numerous suggestions for improvement, each from their own viewpoint. Jan's courses on systems theory 'from the behavioural point of view' once made me choose for a specialization in that direction as a graduate student, and I have never regretted it. I also thank the members of the scientific comittee, Bernard Hanzon, Harm Bart and Herman van Dijk, for their interesting comments. The courses at the Dutch Systems and Control Theory Network, the stimulating conferences of the European SCIENCE project on System Identification, and their financial support have been of great value for my research. Thanks also go to the NWO and the Royal Dutch Shell for their financial contribution for visiting conferences. My colleagues at the Econometric Institute and the Tinbergen Institute have contributed substantially through discussions and a friendly atmosphere. I thank them for their positive influence on the daily work. Special acknowledgements are given to my brother Dirk and to my colleague André Lucas for solving all kinds of L a T E Xproblems. I thank Anne-Marie Haas for her linguistic hints on parts of the manuscript. Finally, I would like to thank my family and friends for all those things that are so hard to put into words. They kept me going. This holds in particular for Hannie. I dedicate this book to her, with love.