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We study the complex evolution of song grammars of the Bengalese finch. Their mating songs have the remarkable feature that they are described by finite-state automata. (Honda and Okanoya, 1999) In addition, it has been experimentally confirmed that complex songs are preferred by females and that the Bengalese finch's song is more complex than that of its ancestors. (Okanoya, 2002) These facts suggest that complex grammar-like systems may have evolved as a result of sexual selection. In order to explore this hypothesis, we study the communication between male and female finches, modeling their co-evolution by asymmetric finite-state automata. By introducing a complexity measure for song grammars, we study the effect of females' preferences. We observe that a gradual transition from lower complexity to higher complexity grammars is associated with the changing of male birds' courting strategy.