In recent years digital terrestrial broadcasting systems have been developed where OFDM signals are used for data transmission with single frequency network (SFN). But in a SFN relay station the effect of the coupling wave from the transmitter to the receiving antenna is significant and needs to be cancelled. In this paper a simple adaptive filter method is applied to this problem. The stationary point of the conventional LMS algorithm is first derived and its local stability is examined by using the averaging method. It is found that this algorithm has a bias. Then a modified algorithm is proposed to remove this bias. Simulation results show the validity of the theoretical findings.