1. A vector estimation system for processing a sequence of input vectors, said input vectors each comprising a plurality of element values, and said system comprising: a digital filter with a filter vector input for receiving said sequence of input vectors and a predictor gain input for controlling characteristics of said filter, said digital filter also having both a current slowly evolving filter estimate output and a previous slowly evolving filter estimate output, said current slowly evolving filter estimate output providing a current filtered estimate vector of current filtered estimate element values of a slowly evolving component of said sequence of input vectors and said previous slowly evolving filter estimate output providing a previous filtered estimate vector of previous filtered estimate element values of said slowly evolving component of said sequence of input vectors; and a parameter estimator having an estimator vector input for receiving said sequence of input vectors and a previous slowly evolving filter estimate input coupled to said previous slowly evolving filter estimate output, said parameter estimator further includes a predictor gain output coupled to said predictor gain input, wherein when said vector estimation system receives a current input vector that is one of said sequence of said input vectors, said parameter estimator provides a current predictor gain vector of current predictor gain element values at said predictor gain input each of said current predictor gain element values modifying one of said current filtered estimate element values at said current slowly evolving filter estimate output, each of said current predictor gain element values being dependent upon both a said previous filtered estimate vector received at said slowly evolving filter estimate input and a said current input vector received at said estimator vector input.