In general the design methods of adaptive filter are divided into two categories, one is based upon the local parameter optimization theory and the other is based upon stability theory. Among the various design techniques, the LMS algorithm by steepest-descent method which is based upon local parameter optimization theory is used widely. In designing the adaptive filter, the most important factor is the convergence rate of the algorithm. In this paper a new algorithm is proposed to improve the convergence rate of adaptive firter compared with the commonly used LMS algorithm. The faster convergence rate is obtained by adjusting the adaptation gain of LMS algorithm. And various aspects of improvement of the adaptive filter characteristics are discussed in detail.