The early fault signal of rolling bearing is not easy to be discovered, effective filtering of the noise signal is the key to early fault diagnosis. The correlation of variable step size adaptive algorithm is improved based on Sigmoid function and the algorithm is used to filter the original signal, according to the principle of redundant lifting to reduce the noise the signal again, So as to realize the effective extraction of early fault signals. The results of experiments and engineering data show that this method is more effective than single filtering method.