1. A dereverberation system, comprising: a first arithmetic processing element configured to set an inverse filter; and a second arithmetic processing element configured to generate output signals by passing input signals obtained from an N (N=1, 2. .. ) number of microphones through the inverse filter set by the first arithmetic processing element; the first arithmetic processing element calculates a pseudo-inverse matrix for a non-square matrix of N×L rows by N×N h columns (wherein, L=N g +N h −1; N g denotes a response length of a transfer system of source signals from a sound source to the microphone, and N h denotes a filter length of the inverse filter) as a correlation matrix of the input signals on the basis of the discrete time-series input signals, and sets the inverse filter on the basis of the pseudo-inverse matrix and a desired correlation value between the input signals and the output signals which satisfy a condition that reverberation components of the input signals are not included in the output signals.