Return a Kaiser window.
The Kaiser window is a taper formed by using a Bessel function.
Parameters :  M : int
beta : float
sym : bool, optional


Returns :  w : ndarray

Notes
The Kaiser window is defined as
with
where is the modified zerothorder Bessel function.
The Kaiser was named for Jim Kaiser, who discovered a simple approximation to the DPSS window based on Bessel functions. The Kaiser window is a very good approximation to the Digital Prolate Spheroidal Sequence, or Slepian window, which is the transform which maximizes the energy in the main lobe of the window relative to total energy.
The Kaiser can approximate many other windows by varying the beta parameter.
beta  Window shape 

0  Rectangular 
5  Similar to a Hamming 
6  Similar to a Hann 
8.6  Similar to a Blackman 
A beta value of 14 is probably a good starting point. Note that as beta gets large, the window narrows, and so the number of samples needs to be large enough to sample the increasingly narrow spike, otherwise NaNs will get returned.
Most references to the Kaiser window come from the signal processing literature, where it is used as one of many windowing functions for smoothing values. It is also known as an apodization (which means “removing the foot”, i.e. smoothing discontinuities at the beginning and end of the sampled signal) or tapering function.
References
[R112]  J. F. Kaiser, “Digital Filters”  Ch 7 in “Systems analysis by digital computer”, Editors: F.F. Kuo and J.F. Kaiser, p 218285. John Wiley and Sons, New York, (1966). 
[R113]  E.R. Kanasewich, “Time Sequence Analysis in Geophysics”, The University of Alberta Press, 1975, pp. 177178. 
[R114]  Wikipedia, “Window function”, http://en.wikipedia.org/wiki/Window_function 
Examples
Plot the window and its frequency response:
>>> from scipy import signal
>>> from scipy.fftpack import fft, fftshift
>>> import matplotlib.pyplot as plt
>>> window = signal.kaiser(51, beta=14)
>>> plt.plot(window)
>>> plt.title(r"Kaiser window ($\beta$=14)")
>>> plt.ylabel("Amplitude")
>>> plt.xlabel("Sample")
>>> plt.figure()
>>> A = fft(window, 2048) / (len(window)/2.0)
>>> freq = np.linspace(0.5, 0.5, len(A))
>>> response = 20 * np.log10(np.abs(fftshift(A / abs(A).max())))
>>> plt.plot(freq, response)
>>> plt.axis([0.5, 0.5, 120, 0])
>>> plt.title(r"Frequency response of the Kaiser window ($\beta$=14)")
>>> plt.ylabel("Normalized magnitude [dB]")
>>> plt.xlabel("Normalized frequency [cycles per sample]")