PURPOSE: To provide a vector quantizing device having an excellent quantization even when correlation between target vectors and past quantization levels is small in a coding treatment process coding sound signals and picture signals.

CONSTITUTION: Quantized vector Q11 is obtained by direct quantization of a target vector X by a quantizer 1 and quantized vector Q2i is obtained by quantization of difference to past weighted average quantized vector QP by a difference quantizer 2. Then weighted average vector XQiik of Q1i and Q2i with weight of Wk:1-Wk is calculated by a weighted average calculator 4. A code I of the direct quantized vector, a code J of the difference quantized vector and a code K of ratio of weighted averages are determined at a square error minimizer 6 so as to minimize square error of the weighted average vector XQiik to the target vector X.