The present invention relates to a filter bank approach to adaptive filtering method using independent component analysis. More particularly, the invention relates to a method of improving the performance of adaptive filtering method by applying independent component analysis that is capable of reflecting the secondary or even higher order statistical characteristics to adaptive filtering algorithm using the filter bank approach. In order to implement the conventional adaptive filter algorithm using independent component analysis to the real world problem, a large number of filter training coefficients are required and also a large amount of calculation is required when a training is undertaken. This results in a very slow learning speed and the deterioration in the quality of result signals. The adaptive filtering method using independent component analysis according to the present invention provides a method of reducing the large amount of calculation required for filter training, improving the learning speed and the quality of result signals by utilizing a filter bank approach. Hence, the filter bank approach to adaptive filtering method using independent component analysis according to the present invention is capable of improving the performance over the conventional adaptive filtering method using independent component analysis.