First of all, you have to have Ky's Ex versions unlocked. Play Robo Ky II's Boost Mode on Normal difficulty, and beat Stage 5-E (Last Dance) with 1,500,000 points or more, and a giant Robo-Ky II will appear. (Robo Ky II: Substance.) Defeat him to unlock Kakusei Ky. Select them by highlighting Ky Kiske on the character select screen, and press Start twice.