Kernel Adaptive Filtering: A Comprehensive Introduction

Weifeng Liu, Jose C. Principe, Simon Haykin.

John Wiley, 2010

Code by chapter

1. Background and Preview (sample chapter)
2. Kernel least-mean-square Algorithm
3. Kernel Affine Projection Algorithms
4. Kernel Recursive Least-Squares Algorithm
5. Extended Kernel Recursive Least-Squares
6. Designing Sparse Kernel Adaptive Filters

Links

• The book at Amazon
• A python implementation of the Kernel Adaptive Algorithm following scikit-learn's API is being developed here.