A method for providing dynamic state information for a coordinate measuring machine that includes a base, a probe head, a machine structure with structural components linking the probe head to the base and a drive mechanism that moves the probe head relative to the base. A dynamic model is defined with actual state variables related to physical properties representing an actual state of the coordinate measuring machine. The actual state is derived by a calculation based on the dynamic model. A filtering process using the dynamic model includes deriving prediction variables based on the state variables that describe an expected proximate state of the coordinate measuring machine, measuring at least one of the state variables and determining observables, deriving successive state variables by comparing the prediction variables with the observables and updating the dynamic model using the successive state variables as the actual state variables.