The dynamics of the cup anemometer and the wind vane are discussed, the first in terms of the semi-empirical model developed in Risø-R-615. The basic equation for the vane is re-derived. This equation is a second-order differential equation which means that it has both distance constant and a damping ratio. The most interesting result of the analysis is that if we can design a wind vane with a damping ration of 0.38 we have constructed an instrument with an overshoot which, in the atmospheric surface layer, compensate exactly for the loss of lateral variance due to low-pass filtering.