Chib, Siddhartha et al., Another Look at Some Results on the Recursive Estimation in the General Linear Model, American statistician , 41(1), 1987, pp. 56-58
Written mainly for its pedagogical interest, this note deals with the computational formulas for the recursive updating of weighted least squares parameter estimates and the residual sum of squares in the general linear model under the assumption that the errors have a multivariate normal distribution.This approach simplifies considerably the derivations of Haslett (1985).