To allow the filter to respond to a sudden change in a transfer characteristic flexibly at a high speed by initializing a normalized power matrix, a cross correlation matrix and an autocorrelation matrix that are applied to an arithmetic operation for succeeding coefficients based on a recurrence formula.

A transmission characteristic fluctuation rate calculation means 13 calculates a ratio of a square sum of a matrix Dj denoting a 2nd term to a square sum of a matrix denoting a coefficient Hj, approximating an impulse response hj of the matrix Dj in a substitute recurrence formula, Hj+1=Hj+(Rj+1)Δj approximating a recurrence formula under the condition where no external disturbance is superimposed on an input reference signal Xj on a transmission line with respect to an error Δj of an impulse response hj, denoting a transmission characteristic with respect to a coefficient Hj obtained by a coefficient calculation means 12. Then an initializing means 14 compares the ratio calculated by the transmission characteristic fluctuation rate calculation means 13 and initializes a normalized power matrix Sj, a cross correlation matrix Yj and an autocorrelation matrix Rj that are applied to an arithmetic operation for succeeding coefficients Hj+1 based on the recurrence formula, when the former is in excess of the latter.