Signals are separated by introducing a function having a monotonously increasing
characteristic like an exponential type function as a cost function, and applying
an adaptive algorithm that minimizes that cost function in terms of a signal separation
matrix. That is, there is provided a signal processing apparatus that separates
and outputs an original signal from the observed signal x(t),
in which multiple multidimensional signals are mixed, wherein the nonlinear function
21 is operated on an input observed signal x(t) and
an estimated separation matrix W(t-1) estimated at a previous
cycle. Then, an error signal e(t) is calculated 22 based
on y(t) formed by this nonlinear function 21, the
estimated separation matrix W(t-1) estimated at the previous
cycle, and the observed signal x(t) at that time. Then, based
on the calculated error signal e(t), the update of the separation
matrix W(t) at that time is performed 23 such that
consideration weight is increased when estimation errors are large using the cost
function having a monotonously increasing characteristic.