Most of existing methods in system identification with possible exception of those for linear systems are off-line in nature, and hence are nonrecursive.This paper demonstrates the recent progress in recursive system identification.The recursive identifi-cation algorithms are presented not only for linear systems (multivariate ARMAX systems) but also for nonlinear systems such as the Hammerstein and Wiener systems, and the non-linear ARX systems.The estimates generated by the algorithms are online updated and converge a.s.to the true values as time tends to infinity.