Global total least squares (GTLS) is a method for the identification of linear systems where
no distinction between input and output variables is required. This method has been
developed within the deterministic behavioural approach to systems. In this paper we
analyse statistical properties of this method when the observations are generated by a
multivariable stationary stochastic process. In particular, sufficient conditions for the
consistency of GTLS are derived. This means that, when the number of observations tends …