Energy efficiency and performance of heterogeneous multiprocessor systems-on-chip (SoC) depend critically on utilizing a diverse set of processing elements and managing their power states dynamically. Dynamic resource management techniques typically rely on power consumption and performance models to assess the impact of dynamic decisions. Despite the importance of these decisions, many existing approaches rely on fixed power and performance models learned offline. This paper presents an online learning framework to construct adaptive analytical models. We illustrate this framework for modeling GPU frame processing time, GPU power consumption and SoC power-temperature dynamics. Experiments on Intel Atom E3826, Qualcomm Snapdragon 810, and Samsung Exynos 5422 SoCs demonstrate that the proposed approach achieves less than 6% error under dynamically varying workloads.