This paper makes a comparison between common LMS and NLMS. It analyzes their error, convergence speed and stability of different algorithms with Matlab program. The structure of the Adaptive Filter based on the NLMS and the simulation of its application in the removal of noise signal are given. The results show that improved NLMS algorithm can significantly help the Smart Antenna receive signals with less error. The analysis of the NLMS Adaptive Filter is useful to the design of Smart Antenna.