[SciPy-User] estimation problem

[Neal Becker]

I have a known signal (vector) 'x'.  I recieve a vector 'y'

y = F(k x) + n

where n is Gaussian noise, and k is an unknown gain parameter.

I want to estimate k.

F is a known function (nonlinear, memoryless).

What might be a good approach to try?  I'd like this to be an 'online' approach 
- that is, I provide batches of training vectors (x, n), and the estimator will 
improve the estimate (hopefully) as more data is supplied.