Kernel Recursive Least-Squares Tracker algorithm

Matlab code for performing time-varying regression with the Kernel Recursive Least-Squares Tracker algorithm

Available here: Matlab source code.

References

M. Lázaro-Gredilla, S. Van Vaerenbergh, and I. Santamaría, "A Bayesian Approach To Tracking With Kernel Recursive Least-Squares", IEEE International Workshop on Machine Learning for Signal Processing (MLSP 2011), Beijing, China, September, 2011. PDF icon PDF Version (238.14 KB)
S. Van Vaerenbergh, M. Lázaro-Gredilla, and I. Santamaría, "Kernel Recursive Least-Squares Tracker for Time-Varying Regression", IEEE Transactions on Neural Networks and Learning Systems, vol. 23, issue 8, pp. 1313--1326, August, 2012. PDF icon PDF Version (861.59 KB)