Adaptive signal processing have a dominant position in the signal processing.Adaptive filter is the main application in the adaptive signal processing.Existing research on the adaptive filter focused on the algorithms.It is very difficult to have the convergence speed,stability and tracking performance reach the agreement at the same time.This adaptive filter take into account the various properties of adaptive filter method based on the neural network and through prove the validity of this method by an example.The method of adaptive filter and the application of neural networks have important reference value.