SIGNAL PROCESSING DEVICE

A device capable of improving the convergence rate and estimation accuracy in estimating a correlation value. According to a signal processing device, since a window length is adjusted in such a manner to reduce an estimated error of a correlation matrix, the convergence rate and estimation accuracy in estimating the correlation matrix and the correlation value as its off-diagonal element can be improved. Then, in such a high-probability condition that the correlation of plural output signals according to a state is estimated with a high degree of precision, signal processing is performed on the plural signals, so that the state can be estimated with a high degree of precision.