We present an active learning algorithm for the problem of body schema learning, i.e. estimating a kinematic model of a serial robot. The learning process is done online using Recursive Least Squares (RLS) estimation, which outperforms gradient methods usually applied in the literature. In addiction, the method provides the required information to apply an active learning algorithm to find the optimal set of robot configurations and observations to improve the learning process. By selecting the most informative observations, the proposed method minimizes the required amount of data. We have developed an efficient version of the active learning algorithm to select the points in real-time. The algorithms have been tested and compared using both simulated environments and a real humanoid robot.