PURPOSE: To simultaneously satisfy both a high convergence speed and highly accurate correction (estimate) of a filter and to realize a low cost and high speed processing with a very simple additional circuit.

CONSTITUTION: The filter has a self-correction function of a filter coefficient converging a difference signal e[n] to zero by correcting a filter coefficient hi-1 obtained just before into a new filter coefficient h1 based on the difference signal e[n] detected by an object signal c[n] and a filter output signal y[n]] a filter input signal x[n] and is provided with a step gain setting function section 2 which revises a step gain Sk-1 obtained in the immediately preceding step by a linear function a.Sk-1+b (a, b: constant) to set a new step gain Sk.