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We present a nonlinear version of the well-known anomaly detection method referred to as the RX-algorithm. Extending this algorithm to a feature space associated with the original input space via a certain nonlinear mapping function can provide a nonlinear version of the RX-algorithm. This nonlinear RX-algorithm, referred to as the kernel RX-algorithm, is basically intractable mainly due to the high dimensionality of the feature space produced by the nonlinear mapping function. However, in this paper it is shown that the kernel RX-algorithm can easily be implemented by kernelizing the RX-algorithm in the feature space in terms of kernels that implicitly compute dot products in the feature space. Improved performance of the kernel RX-algorithm over the conventional RX-algorithm is shown by testing several hyperspectral imagery for military target and mine detection.