Signal prediction by anticipatory relaxation dynamics

Real-time prediction of signals is a task often encountered in control problems as well as by living systems. Here a model-free prediction approach based on the coupling of a linear relaxation-delay system to a smooth, stationary signal is described. The resulting anticipatory relaxation dynamics (ARD) is a frequency-dependent predictor of future signal values. ARD not only approximately predicts signals on average but can anticipate the occurrence of signal peaks, too. This can be explained by recognizing ARD as an input/output system with negative group delay. It is completely characterized, including its prediction horizon, by its analytically given frequency response function.

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