The Online Algorithm

In various situations it is preferred to have an online, i.e. recursive, version instead of a batch algorithm. In particular, if the data points $\textbf{y}$ are the result of a time-varying process, an online algorithm able to track these time variations can be designed. In any case, the key feature of an online algorithm is that the number of computations required per new sample must not increase as the number if samples increases.