We propose a novel low-complexity recursive filter to efficiently recover quantitative phase from a series of noisy intensity images taken through focus. We first transform the wave propagation equation and nonlinear observation model (intensity measurement) into a complex augmented state space model. From the state space model, we derive a sparse augmented complex extended Kalman filter (ACEKF) to infer the complex optical field (amplitude and phase), and find that it converges under mild conditions. Our proposed method has a computational complexity of NzN logN and storage requirement of ?(N), compared with the original ACEKF method, which has a computational complexity of ?(NzN3) and storage requirement of ?(N2), where Nz is the number of images and N is the number of pixels in each image. Thus, it is efficient, robust and recursive, and may be feasible for real-time phase recovery applications with high resolution images.