Update PDF Estimation

Update PDF estimation upon receiving new data

Description

Based on the Gaussian kernel density estimation, it is possible to update the PDF estimation upon receiving new data by using the same bandwidth.

Without providing any previous estimation, this function does normal Gaussian kernel density estimation. The estimation parameters are stored in a structure variable.

To update a previous estimation, the structure variable of the estimation should be provided together with new data. This function will then update the estimation in the resulting structure variable.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Probability Density Function (PDF) Estimator (V3.2)
This submission has inspired the following:
Kernel Smoothing Regression

• MATLAB release: MATLAB 7.5 (R2007b)

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