Offline models for autonomous robots often fail under time-varying dynamics outside their training distribution. While Koopman operator theory offers a linear representation of nonlinear dynamics via lifting, its transition to online recursive estimation may suffer numerical vulnerabilities: covariance windup under low excitation when using exponential forgetting, and vanishing gain without forgetting. To prevent covariance explosion and parameter freezing, this paper introduces a unified Covariance-Regulated Recursive Koopman Learning (CR-RKL) framework that systematically incorporates and evaluates several covariance-regulated methods. Specifically, we propose a novel error dead-zone covariance skipping strategy, along with adaptations of constant-trace normalization and directional forgetting to the Koopman-specific setting. Validated on a non-holonomic differential-drive robot with wheel slip and Stribeck friction, as well as on a two-winged, tailless flapping-wing micro aerial vehicle, CR- RKL achieves numerically stable and accurate online modeling relative to its offline and vanilla recursive counterparts. When embedded in model predictive control, it maintains reliable tracking performance under uncertain, time-varying dynamics with bounded dictionaries. However, we also identify a structural limitation: while covariance-regulated methods achieve low off-policy prediction error, pairing them with unbounded dictionaries can lead to control failure.

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