Update PDF Estimation

Update PDF estimation upon receiving new data

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.