A protection relay comprises a digital processing unit including: a first filter to eliminate a DC component in the time-series data, the first filter having a first window length; a second filter to eliminate a DC component in the time-series data, the second filter having a second window length shorter than the first window length; and a coefficient calculation unit to multiply an amplitude value of an output signal of the first filter and an amplitude value of an output signal of the second filter by first and second coefficients respectively, and integrate multiplication results. An operation determination is performed based on an output of the coefficient calculation unit. The first coefficient is decreased and the second coefficient is increased when a failure of the power system is detected, and thereafter, the first coefficient and the second coefficient are changed with a lapse of time.