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Continual learning is essential for all real-world applications, as frozen pre-trained models cannot effectively deal with non-stationary data distributions. The purpose of this study is to review the state-of-the-art methods that allow continuous learning of computational models over time. We primarily focus on the learning algorithms that perform continuous learning in an online fashion from considerably large (or infinite) sequential data and require substantially low computational and memory resources. We critically analyze the key challenges associated with continual learning for autonomous real-world systems and compare current methods in terms of computations, memory, and network/model complexity. We also briefly describe the implementations of continuous learning algorithms under three main autonomous systems, i.e., self-driving vehicles, unmanned aerial vehicles, and urban robots. The learning …