Add Sequential-Batch Least Squares
Batch Least Squares main problem can be describe as follow:
"Suppose we have 1000 observations and we perform an iterative loop to find the best answer to the state space of the system. But just as we finish converging on the answer, we receive 30 new observations. We could redo the process, using 1030 observations, but that is a waste of time because we've already extracted the information from the first 1000."
Sequential-Batch Least Squares allows using the statistical information from the least squares processing of the first 1000 observations, and combine it with the new information.
More details are given in: Vallado D., Fundamentals of astrodynamics, Chapter 10.5.