Generalized Auto-calibrating Partially Parallel Acquisitions (GRAPPA) has been widely used to reduce imaging time in Magnetic Resonance Imaging. GRAPPA synthesizes missing data by using a linear interpolation of neighboring measured data over all coils, thus accuracy of the interpolation weights fitting to the auto-calibrating signal data is crucial for the GRAPPA reconstruction. Conventional GRAPPA algorithms fitting the interpolation weights with a least squares solution are sensitive to interpolation window size. MKGRAPPA that estimates the interpolation weights with support vector machine reduces the sensitivity of the k-space reconstruction to interpolation window size, whereas it is computationally expensive. In this study, a robust GRAPPA reconstruction method is proposed that applies an extended proximal support vector regression (PSVR) to fit the interpolation weights with wavelet kernel mapping. Experimental results on in vivo MRI data show that the proposed PSVR-GRAPPA method visually improves overall quality compared to conventional GRAPPA methods, while it has faster reconstruction speed compared to MKGRAPPA.