A system and method for use in a real time system and for processing a signal with a low signal-to-noise ratio (SNR). The system comprises a model for modeling an expected signal and a filter that uses the model for filtering the signal. The filter is used for generating a prediction of the signal and an error variance matrix. The system further comprises an adaptive element for modifying the error variance matrix such that the bandwidth of the filter is widened, wherein the filter behaves like an adaptive filter.