function theta = SequentialLSExample1 (Nmax, sigma2)

a = -6; b = -0.6; c = 0.004;

for n=1:Nmax
    x(n) = a + b*n + c*n.^2 + sqrt(sigma2)*randn();
    H = [ones(n,1) (1:n)' (1:n)'.^2];
    figure(1);clf;hold on;
    plot(x,'*-');
    if n>=3
        theta = inv(H'*H)*H'*x'
        xfit = theta(1) + theta(2)*(1:Nmax) + theta(3)*(1:Nmax).^2;
        plot(xfit,'ro-');
    end;
    axis([0 Nmax -100 100]);
    pause(0.1);
end;