Add support of extended kernel recursive least squares algorithm

[travek]

Hi!

In some domains kernel recursive least squares algorithms are very useful. As well they are also evolving. One of the interesting evolutions is described in A novel extended kernel recursive least squares algorithm by Pingping Zhu, Badong Chen in 2011. This combines KRLS and KF. May be there will be contributors that will add this functionality (or similar one) to the library in the future.

Thanks

[davisking]

Sounds cool :)

[hussain7]

Hi .. I want to work to add this functionality. From where I can start ? reading the paper you mentioned or there is already some ongoing work added ?

[travek]

Hi hussain7! You need to start from the very beginning. Nothing is developed so far.