title: Recursive least squares in python?
body: <p>Does anybody know a simple way to implement a recursive least squares function in Python?</p>
  
  <p>I want a fast way to regress out a linear drift ([1 2 ... n], where n is the number of time points up until now) from my incoming signal every time it updates. RLS is typically what is used to do this, because the computing time does not increase as the number of time points increase.</p>