I am following a probably well-known tutorial about Kalman filter here From these lines of code: figure; plot(t,pos, t,posmeas, t,poshat); grid; xlabel('Time (sec)'); ylabel('Position (feet)'); title('Figure 1 - Vehicle Position (True, Measured, and Estimated)') I understand that x is the true position, y is measured position, xhat is estimated position. Then, if we can compute x (this code: x = a * x + b * u + ProcessNoise;), why do we need to estimated x anymore?