Kernel Adaptive Filtering: A Comprehensive Introduction Weifeng Liu, Jose C. Principe, Simon Haykin. John Wiley, 2010 Code by chapter Background and Preview (sample chapter) Kernel least-mean-square Algorithm Kernel Affine Projection Algorithms Kernel Recursive Least-Squares Algorithm Extended Kernel Recursive Least-Squares 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.