Fixed-budget KRLS

The set of locations at which the joint posterior is stored is usually referred to as set of bases or dictionary. The recursive procedure grows this dictionary unboundedly. A simple strategy to limit resource usage is to remove one basis from the dictionary whenever it grows larger than a predefined budget $M$. In order to accomplish this, we need to know how to remove a basis from the dictionary, and a criterion to select which basis should be removed. Both are described in the following. Note that though we have been using ${\boldsymbol{\mathbf{f}}}_t = [f_1,\ldots, f_t]^\top$ so far, as we start adding and pruning bases ${\boldsymbol{\mathbf{f}}}_t$ no longer maintains that structure.