In this paper, we present update rules for convolutive nonnegative matrix factorization (NMF) in which cost functions are based on the squared Euclidean distance, the Kullback-Leibler (KL) divergence and the Itakura-Saito (IS) divergence. We define an auxiliary function for each cost function and derive the update rule. We also apply this method to the single-channel signal separation in speech signals. Experimental results showed that the convergence of our KL divergence-based method was better than that in the conventional method, and our method achieved single-channel signal separation successfully.