Kernel Adaptive Filtering Toolbox

[Note: This project has moved. Visit https://github.com/steven2358/kafbox/ for the latest version.]

A Matlab benchmarking toolbox for kernel adaptive filtering.

Kernel adaptive filtering algorithms are online and adaptive regression algorithms based on kernels. They are suitable for nonlinear filtering, prediction, tracking and nonlinear regression in general. This toolbox includes algorithms, demos, and tools to compare their performance.

See the included README file for a list of included algorithms and more details.

If you use this toolbox in your research please cite:

@inproceedings{vanvaerenbergh2013comparative,
author = {Van Vaerenbergh, Steven and Santamar{\'i}a, Ignacio},
booktitle = {2013 IEEE Digital Signal Processing (DSP) Workshop and IEEE Signal Processing Education (SPE)},
title = {A Comparative Study of Kernel Adaptive Filtering Algorithms},
year = {2013},
note = {Software available at \url{https://github.com/steven2358/kafbox/}}
}