Voss Predictive Filter

There are two kinds of delay associated with signal processing filters: These are group delay and phase delay. It is perhaps easiest to understand them by considering a five bar simple moving average. Signals at the output of this moving average are delayed by exactly two bars at all frequencies. That is group delay. If we examine the filter output relative to an input of a cycle having a 20 bar period, the two bar group delay becomes a phase delay that is 10% of the cycle period, or 36 degrees. If we examine the filter output relative to an input cycle having a 10 bar period, the phase delay is 20% of the cycle period, or 72 degrees.


This is a companion discussion topic for the original entry at https://www.optuma.com/kb/optuma/tools/ehlers/voss-predictive-filter