function [kp] = krls_init( kfunc, kparam, thresh, state, target ) % function [kp] = krls_init( kfunc, kparam, thresh, state, target ) % % Part of my Kernel Recursive Least Squares implementation. % % INPUT: % kfunc - handle to the kernel function. This function should % take three arguments: X, Y, and some sort of parameter % (which is kernel specific). It should return a matrix K, % where K_ij is kernel(X_i,Y_j,kparam). X and Y are matrices, % where data points are stored as columns. % kparam - this will passed to the kernel function on every call. % thresh - the almost-linearly-independent threshold % state - the initial data point (a column vector) % target - the initial target (a scalar) % % OUTPUT: % kp - a data structure containing everything needed for % subsequent KRLS calls. % % D. Wingate 10/25/2006 % kp.kfunc = kfunc; kp.kparam = kparam; kp.thresh = thresh; kp.dp = dict_init( kfunc, kparam, thresh, state ); kp.P = 1; kp.Alpha = target/kp.dp.K; return;