这就成功了：

column.headerFilterFunc = function customHeaderFilter(headerValue, rowValue, rowData, filterParams){                        
    return rowValue.match(new RegExp(headerValue, 'i')); 
};

function customHeaderFilter(headerValue, rowValue, rowData, filterParams) {
    return RegExp(headerValue, 'i').test(rowValue);
}

var columns = [
     { title: "MyColumn", field: "fieldName", sorter: "string", headerFilter: true, headerFilterFunc: customHeaderFilter }
]

如果列包含任何空值，主要答案会导致错误“Cannot read properties of null（阅读'match'）”。应该使用Robert M. Münch对他答案的注解来解决这个问题。