Introduction; Basic principles of the total least squares problem; Extensions of the basic total least squares problem; Direct speed Improvement of the total least squares computations; Iterative speed Improvement for solving slowly varying total least squares problems; Algebraic Connections Between total least squares and least squares problems; Sensitivity analysis of total least squares and least squares problems in the presence of errors in all data; Statistical properties of the total least squares problem; Algebraic connections between total least squares estimation and classical linear regression in Multicollinearity problems; Conclusions.