Provided is a complex exponential modulation filter bank which can reduce quantity of arithmetic operation, and can realize low electric power consumption or speeding-up. This complex exponential modulation filter bank has a step of calculating a first intermediate signal from an input signal, a step of calculating a second intermediate signal from the first intermediate signal, a step of calculating a third intermediate signal from the second intermediate signal with fast Fourier transform, and a step of calculating a complex band output signal from the third intermediate signal.