 Note that when storing the matrix formula_44, then updating it at each step needs only adding formula_45, which takes formula_46 time, reducing the total time to formula_47, but with an additional storage space of formula_46 to store formula_44.The recursive least squares (RLS) algorithm considers an online approach to the least squares problem.It can be shown that by initialising formula_50 and formula_51, the solution of the linear least squares problem given in the previous section can be computed by the following iteration