State prediction
= State prediction
{title2=$\mathbb E[x_{t+1}\mid y_1,\ldots,y_t]$}
<State prediction> estimates a future state of a <dynamical system> using observations already available. A <state-space model> supplies the transition law. Unlike <causal state filtering> at the next time, the prediction has not yet incorporated that next observation; a <Kalman prediction step> therefore includes uncertainty from new <process noise>.