A delayed-feedback filter with negative group delay.

Overview

A filter with delay-induced negative group delay is presented. The filter consists of multiple time-delayed feedback terms, which lead to a negative group delay for frequencies in the baseband. It can be used for the real-time prediction of band-limited signals. The filter is universal as it does not rely on a specific model of the signal. Specifically, as long as the signal to be predicted is band-limited with a known cutoff frequency, the filter predicts the signal in real time up to a prediction horizon that depends on the cutoff frequency. How signal prediction arises from the negative group delay of the filter is worked out in detail. Its properties, including stability, are derived analytically and demonstrated by numerical simulations. For chaotic systems, the filter is predictive during phases of high predictability.