Update of the Kernel LS Solution

The inversion of the $M\times M$ matrix in (4) is computationally expensive, requiring $O(M^3)$ calculations. However, in [12], a matrix update procedure of $O(M^2)$ was proposed that allows to compute the inverse matrix ${\mathbf K}_n^{-1}$ given the previous inverse kernel matrix ${\mathbf K}_{n-1}^{-1}$.