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The constant step-size \\(\\varepsilon\\) of the classical adaptive algorithm \\(\\widehat{\\theta}_{n+1}=\\widehat{\\theta}_n+\\varepsilon x_n(y_n-x_n^T\\widehat{\\theta}_n)\\) is replaced by an adaptive step-size \\(\\overline{\\varepsilon}_n\\), \\(\\widehat{\\theta}_{n+1}=\\widehat{\\theta}_n+\\overline{\\varepsilon}_nx_n(y_n-x_n^T\\widehat{\\theta}_n)\\), defined recursively by \\(\\overline{\\varepsilon}_n=\\overline{\\varepsilon}_{n-1}+\\frac 1n(\\varepsilon_n-\\overline{\\varepsilon}_ n)=\\frac 1n\\sum_{i=1}^n \\varepsilon_i\\) with \\(\\varepsilon_{n+1}=\\varepsilon_n+\\gamma_nx_n(y_n-x_n^T\\widehat{\\theta}_n)\\), \\(\\sum\\varepsilon_n<\\infty\\) and \\(\\sum\\gamma_n=\\infty\\) and \\(\\gamma_n\\to 0\\) slower than \\(\\frac 1n\\). The convergence of \\(\\widehat{\\theta}_n\\) and \\(\\overline{\\varepsilon}_n\\) are proven and the rate of the convergence is analyzed by using the Gaussian approximation 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