Jan H. Holst received the M.S. degree in engineering physics in 1970, and the Ph.D. degree in automatic control in 1977, both from the Lund Institute of Technology (LTH), Land, Sweden.During 1977-78 he was employed as assistant professor at the Dept. of Automatic Control at LTH. He then worked as associate professor at the Institute of Mathematical Statistics and Operations Research at the Technical University of Denmark from 1978 to 1986. He is currently (since 1986), Associate Professor at the Dept. of Mathematical Statistics at LTH. His main research interests concern theoretical as well as practical issues of adaptive and stochastic procedures in prediction, control and signal processing, identification and estimation techniques, and nonlinear modeling and prediction.