A system identification device, which identifies an unidentified system provided between a first input terminal and a second input terminal, comprising: an adaptive filter and a dependent filter having a system identified filter factor, in which a signal supplied from said first input terminal is inputted; a dependent filter factor update part configured to update a filter factor of said dependent filter based on a filter factor of said adaptive filter; a first subtracter configured to subtract an output signal of said adaptive filter from a signal supplied from said second input terminal; a first output error average calculation part configured to calculate a first output error average based on an output signal of said first subtracter; a second subtracter configured to subtract an output signal of said dependent filter from said signal supplied from said second input terminal; a second output error average calculation part configured to calculate a second output error average based on an output signal of said second subtracter; and a comparator configured to compare said first output error average and said second output error average, characterized in that said first output error average calculation part reduces at least a part of band components overlapping frequency bands of an observation noise, which is applied to said second input terminal, in frequency bands of said output signal of said first subtracter, and calculates said first output error average based on components remained after reducing, said second output error average calculation part reduces at least a part of band components overlapping frequency bands of an observation noise, which is applied to said second input terminal, in frequency bands of said output signal of said second subtracter, and calculates said second output error average based on components remained after reducing, and at least either updating said filter factor of said adaptive filter by said output signal of said first subtracter or updating said filter factor of said dependent filter by said dependent filter factor update part is controlled based on a comparison result of said comparator, wherein said first output error average calculation part and said second output error average calculation part reduce low-frequency components in said output signals of said first subtracter and said second subtracter. an adaptive filter and a dependent filter having a system identified filter factor, in which a signal supplied from said first input terminal is inputted; a dependent filter factor update part configured to update a filter factor of said dependent filter based on a filter factor of said adaptive filter; a first subtracter configured to subtract an output signal of said adaptive filter from a signal supplied from said second input terminal; a first output error average calculation part configured to calculate a first output error average based on an output signal of said first subtracter; a second subtracter configured to subtract an output signal of said dependent filter from said signal supplied from said second input terminal; a second output error average calculation part configured to calculate a second output error average based on an output signal of said second subtracter; and a comparator configured to compare said first output error average and said second output error average, characterized in that said first output error average calculation part reduces at least a part of band components overlapping frequency bands of an observation noise, which is applied to said second input terminal, in frequency bands of said output signal of said first subtracter, and calculates said first output error average based on components remained after reducing, said second output error average calculation part reduces at least a part of band components overlapping frequency bands of an observation noise, which is applied to said second input terminal, in frequency bands of said output signal of said second subtracter, and calculates said second output error average based on components remained after reducing, and at least either updating said filter factor of said adaptive filter by said output signal of said first subtracter or updating said filter factor of said dependent filter by said dependent filter factor update part is controlled based on a comparison result of said comparator, wherein said first output error average calculation part and said second output error average calculation part reduce low-frequency components in said output signals of said first subtracter and said second subtracter.