Recursive least squares

Okay, let's pretend you want to build a tower out of blocks, but first you need to figure out how to make it stand up straight.

Recursive least squares is like having a helper who watches you as you build the tower, and tells you how to adjust the blocks so the tower stays straight.

You start by putting a block down, and then your helper measures how tall it is, and how far it is off from being perfectly straight. The helper uses math to figure out how you need to adjust the next block to make the tower straight again.

Then you put down the next block, and your helper measures again and tells you how to adjust the next one. And so on, until the tower is as tall as you want it to be.

The cool thing about recursive least squares is that it doesn't just help you make the tower straight at the beginning. It keeps watching and adjusting as you add more blocks, making sure it stays straight the whole time.

In the same way, recursive least squares is a tool used in math and engineering to help figure out how to make complex models (like predicting the weather or analyzing financial data) more accurate. It keeps adjusting the model as new information is added, so that the predictions stay as close to the real world as possible.