In your case you have two options the first may not work as it is related to previous versions of woocommerce but the second one should work
add the code to your functions.php
1º
add_filter( 'woocommerce_payment_complete_order_status', 'update_order_status_woo', 10, 2 );
function update_order_status_woo( $order_status, $order_id ) {
$order = new WC_Order( $order_id );
if ( $order_status == 'processing' && ( 'on-hold' == $order->status || 'pending' == $order->status || 'failed' == $order->status ) ) {
return 'completed';
}
return $order_status;
}
2º
add_action('woocommerce_order_status_changed', 'auto_update_processing_to_complete');
function auto_update_processing_to_complete($order_id)
{
if ( ! $order_id ) {
return;
}
$order = wc_get_order( $order_id );
if ($order->data['status'] == 'processing') {
$order->update_status( 'completed' );
}
}