function [kp] = krls( kp, state, target )
% function [kp] = krls( kp, state, target )
%
% Part of my Kernel Recursive Least Squares implementation.
%
% INPUT:
%   kp - the data structure returned from krls_init (or subsequent
%        calls to this function).
%   state - the next state vector (a column vector)
%   target - the target value (scalar).
%
% OUTPUT:
%   kp - updated problem data structure.
%
% D. Wingate 10/25/2006
%

  m = size( kp.dp.Dict, 2 ); % number of entries

  kp.dp = dict( kp.dp, state );

  at = kp.dp.at;
  dt = kp.dp.dt;
  ktwid = kp.dp.ktwid;
  Kinv = kp.dp.Kinv;

  if ( kp.dp.addedFlag )
    kp.P = [ kp.P, zeros(m,1); zeros(1,m), 1 ];
    inno = ( target - ktwid'*kp.Alpha )/dt;
    kp.Alpha = [ kp.Alpha - at*inno; inno ];
    kp.addedFlag = 1;

  else
    tmp = kp.P * at;
    qt = tmp / ( 1 + at'*tmp );
    kp.P = kp.P - qt*tmp';
    kp.Alpha = kp.Alpha + Kinv*qt*( target - ktwid'*kp.Alpha );
    kp.addedFlag = 0;   

  end;

return;