This book explores recursive architectures in designing progressive hyperspectral imaging algorithms. In particular, it makes progressive imaging algorithms recursive by introducing the concept of Kalman filtering in algorithm design so that hyperspectral imagery can be processed not only progressively sample by sample or band by band but also recursively via recursive equations. This book can be considered a companion book of author's books, Real-Time Progressive Hyperspectral Image Processing, published by Springer in 2016.