Figure 2.

Circuit diagram for an incremental gSURE2PLS kernel estimator, as specified by equation 5.2 and 5.4b. The quantities m_n and C_n must be accumulated and stored internally. The gray box encloses the portion of the diagram in which ${\mathbf{C}}_n^{-1}$ is computed and may be replaced by a circuit that directly accumulates the inverse matrix, ${\mathbf{S}}_n={\mathbf{C}}_n^{-1}$ (see appendix A). The entire diagram can also be formulated in terms of the parameter vector, ${\widehat{\theta }}_n$, in place of the vector m_n (also shown in appendix A). If supervised data (i.e., clean values x_n) are available for some n, they may be incorporated by flipping the switch to activate the dashed-line portion of the circuit (effectively replacing the right-hand side of equation 4.2c by the left-hand side).