Active power smoothing of wind generator is very important to the utilization of wind energy. One-step ahead prediction of wind speed with the inverse-system is proposed in this paper. Wind generator is simplified as first order dynamic model. An inverse-system is designed to cascade with the model. Kalman filter and ARIMA models are used to predict the wind speed one-step ahead. The predicted wind speed is the input to the cascade system. The simulation shows that the fluctuations of the torque, the active power and the pitch angle are decreased effectively.