To provide a device in which an input signal x1 and an observation signal y1 are received and one component thereof responds to a system to the input signal.

An error signal et is decided at time(t) based on an expression et=yt-XtTHt-1. Ht-1 is a vector consisting of L-pieces of coefficients of an identification filter 18 having the representative finite impulse response of the system and XtT=(xt, xt-1,..., xt-L+1). The prediction analysis of an input signal is executed by calculating given to the frame of the input signal. L-pieces of coefficients in the identification filter 18 are adapted by adding a vector proportional to {et/XtTUt+λ}Ut to the vector Ht-1. Here Ut a vector consisting of the L-pieces of values of the predicted remainder of the input signal at time(t) and previous times of L-1-pieces, and λ is a coefficient which is positive or zero.