davisking/dlib
Add support of extended kernel recursive least squares algorithm
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#515 opened on 2017/04/04
help wanted
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説明
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