Geodesic
A simple recursive estimator with on-line orthogonalization of the input sequence
Kybernetika, Tome 19 (1983) no. 4, pp. 345-356.

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Classification : 65B99, 65F25, 65K10, 93B30, 93B40, 93C05 
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     author = {Markl, Jaroslav},
     title = {A simple recursive estimator with on-line orthogonalization of the input sequence},
     journal = {Kybernetika},
     pages = {345--356},
     publisher = {mathdoc},
     volume = {19},
     number = {4},
     year = {1983},
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     zbl = {0522.93024},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1983__19_4_a5/}
}
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Markl, Jaroslav. A simple recursive estimator with on-line orthogonalization of the input sequence. Kybernetika, Tome 19 (1983) no. 4, pp. 345-356. http://geodesic.mathdoc.fr/item/KYB_1983__19_4_a5/