## doc: gp_inf_update

Bayesian system update with new observations at *Xt2*

### Syntax

BayesInv = gp_inf_update(Ktt12, Ktt22, Yt, noise, BayInv1)
BayesInv = gp_inf_update(Ktt12, Ktt22, Yt, noise, BayInv1, Ht)

### Arguments

*Ktt12* matrix *(nt1, nt2)* of kernel between the points of *Xt1* and *Xt2**Ktt22* matrix *(nt2, nt2)* of kernel between the points of *Xt2**Yt* vector *(nt1+nt2, 1)* of observations*noise* noise standard deviation *BayInv1* old system resolution for *Xt1**Ht* matrix *(nt1+nt2, b)* of basis data

### Outputs

struct array containing:

*RC* upper triangular matrix *(nt1+nt2,nt1+nt2)* of Cholesky decomposition of *Ktt+noise*I**invCY* vector *(nt1+nt2,1)* solution of *beta* vector *(b,1)* solution of the basis system

### See also

gp_inf