Actually this is not an issue, but a tips for ActiveAdmin users which need autocomplete functional.
OK here we go.

Take adding autocomple for email column of admin_user model as an example.

1. add gem "rails3-jquery-autocomplete"
2. set reqruied js in app/assets/javascripts/active_admin.js:

//= require autocomplete-rails

1. add autocomplete routes and action in app/admin/admin_user.rb (for example):

   # define routes for "autocomplete :admin_user, :email"
   collection_action :autocomplete_admin_user_email, :method => :get
   controller do
       autocomplete :admin_user, :email
   end

2. set input as :autocomplete type and url for ajax

f.input :email, :as => :autocomplete, :url => autocomplete_admin_user_email_admin_admin_users_path

How to apply autocomplete for "filter"?

# make "filter :email" can autocomplete
filter :email_contains, :as => :autocomplete, :url => '/admin/admin_users/autocomplete_admin_user_email',
                        :label => "Search Email", :required => false,
                        :wrapper_html => { :style => "list-style: none" }