When I boot in to the Kali Linux (from Live USB mode with encrypted persistence) it automatically goes in the 4.12.0-kali1-amd64 (current uname -r). Even thought I made apt-get update and apt-get install linux-image-$(uname -r|sed 's,[^-]*-[^-]*-,,') linux-headers-$(uname -r|sed 's,[^-]*-[^-]*-,,')
After running the second command it downloads and installs the image and header file of the 4.12.0-kali2-amd64 kernel version. (I can see them installed in the "Synaptic Package Manager" too).
Any other possibilities to switch to the newly installed kernel, because as I already mentionted rebooting wont help at all.