To obtain a unit for updating the coefficient of an adaptive filter, a program for implementing it and a recording medium stored with that program, in which a variety of systems can be responded flexibly and at a high rate.

For an observation signal yt, provided by a system having unknown characteristics in the order of a time series t, a signal Xt(i) obtained by a filter having number of stages of I (1≤i≤I, 1≤m≤I) depending on its observation signal, a coefficient Ht(i) of its filter, and a specific integer J(≥2), a value p(m) is given according to equation (1), and the ratio Ht(m) of moving average values of p(m) and q(m) (=Xt2(m)) for each period Jt is provided, as a coefficient to the filter.