The estimation of protein secondary structure from circular dichroism spectra is described by a multivariate linear model with noise (Gauss-Markoff model). With this formalism the adequacy of the linear model is investigated, paying special attention to the estimation of the error in the secondary structure estimates. It is shown that the linear model is only adequate for the alpha-helix class. Since the failure of the linear model is most likely due to nonlinear effects, a locally linearized model is introduced. This model is combined with the selection of the estimate whose fractions of secondary structure summate to approximately one. Comparing the estimation from the CD spectra with the X-ray data (by using the data set of W.C. Johnson Jr., 1988, Annu. Rev. Biophys. Chem. 17, 145-166) the root mean square residuals are 0.09 (alpha-helix), 0.12 (anti-parallel beta-sheet), 0.08 (parallel beta-sheet), 0.07 (beta-turn), and 0.09 (other). These residuals are somewhat larger than the errors estimated from the locally linearized model. In addition to alpha-helix, in this model the beta-turn and "other" class are estimated adequately. But the estimation of the antiparallel and parallel beta-sheet class remains unsatisfactory. We compared the linear model and the locally linearized model with two other methods (S. W. Provencher and J. Glöckner, 1981, Biochemistry 20, 1085-1094; P. Manavalan and W. C. Johnson Jr., 1988, Anal. Biochem. 167, 76-85). The locally linearized model and the Provencher and Glöckner method provided the smallest residuals. However, an advantage of the locally linearized model is the estimation of the error in the secondary structure estimates.