I am searching for a recursive or online non linear least squares algorithm. I want to spread the computation out as new data is sampled like in the linear Recursive Least Squares or the LMS.
Ideally a recursive Levenberg–Marquardt algorithim would exist as Levenberg–Marquardt works great on my non linear problem but need to reuse all the samples to calculate a new estimate.
The online recursive non linear estimators I have found so far are:
The Extended Kalman Filter
Unscented Kalman Filter
Some articles I have found interesting:
Two step estimator as described in the paper "Optimal recursive iterative algorithm for discrete nonlinear least-squares estimation (1996)" by Gordon T. Haupt, N. J. Kasdin, George M. Keiser, and Bradford W. Parkinson
The Modified Extend Kalman Filter as described in the paper "A recursive algorithm for nonlinear least-squares problems (2007)" by A. Alessandri, M. Cuneo, S. Pagnan, M. Sanguineti
Do other online non linear estimators exist? What are the popular online non linear estimators? I have minimal experience with non linear estimation.