The article aims to research the application of neural networks in signal adaptive filtering. The problem of filtering signals from noise and distortion is relevant in control systems. In this paper, white noise filtering using adaptive filters and neural networks is reviewed. Neural network algorithms were chosen to solve the problem of signal filtering. Neural networks and classical adaptive filtering algorithms, such as the least mean squares and the recursive least squares, were compared considering their efficiency for additive white noise filtering tasks. A multi harmonic signal was filtered from the additive white Gaussian noise using these approaches. As a result, classical adaptive filtering algorithms demonstrated better performance in signal filtering tasks.