The use of the independent component analysis (hereafter abbreviated as ICA) has been proposed to estimate arrival directions of source signals and to separate source signals from oncoming signals observed by a plurality of sensors when signals from a plurality of signal sources are mixed in the space before they reach the sensors. Mixing in the space results in a convolutive mixture in which certain signals are mixed with plural time delays inasmuch as arrival delay and attenuation factors from the signal sources to the sensors have different values for direct waves and for a plurality of reflected waves caused by propagation obstacles. ICA process which directly determines separation filters in the time domain is very slow in convergence to a final solution, and hence an approach which applies the ICA process to individual frequency in the frequency domain is more realistic.