Method for providing dynamic state information for at least a part of a coordinate measuring machine (1,2), the coordinate measuring machine (1,2) comprising • a base (11,21), • a probe head, • a machine structure with structural components (12-14,22-24) for linking the probe head to the base (11,21) and • at least one drive mechanism for providing movability of the probe head relative to the base (11,21), the method comprising • defining a dynamic model with an actual set of state variables, the state variables □ being related to a set of physical properties of at least the part of the coordinate measuring machine (1,2) and □ representing an actual state of at least the part of the coordinate measuring machine (1,2), and • deriving the actual state of at least the part of the coordinate measuring machine (1,2) by a calculation based on the dynamic model, characterised by executing a filtering process with the dynamic model, in particular using Kalman-filtering, the filtering process comprising • deriving a set of prediction variables based on the state variables, the set of prediction variables describing an expected proximate state of at least the part of the coordinate measuring machine (1,2), • determining a set of observables based on measuring at least one of the current physical properties related to the prediction variables, • deriving a set of successive state variables by comparing the set of prediction variables with the set of observables, the successive state variables providing an adjusted representation of the proximate state of at least the part of the coordinate measuring machine (1,2), and • updating the dynamic model using the set of successive state variables as the actual set of state variables. • a base (11,21), • a probe head, • a machine structure with structural components (12-14,22-24) for linking the probe head to the base (11,21) and • at least one drive mechanism for providing movability of the probe head relative to the base (11,21), the method comprising • defining a dynamic model with an actual set of state variables, the state variables □ being related to a set of physical properties of at least the part of the coordinate measuring machine (1,2) and □ representing an actual state of at least the part of the coordinate measuring machine (1,2), and □ being related to a set of physical properties of at least the part of the coordinate measuring machine (1,2) and □ representing an actual state of at least the part of the coordinate measuring machine (1,2), and • deriving the actual state of at least the part of the coordinate measuring machine (1,2) by a calculation based on the dynamic model, characterised by executing a filtering process with the dynamic model, in particular using Kalman-filtering, the filtering process comprising • deriving a set of prediction variables based on the state variables, the set of prediction variables describing an expected proximate state of at least the part of the coordinate measuring machine (1,2), • determining a set of observables based on measuring at least one of the current physical properties related to the prediction variables, • deriving a set of successive state variables by comparing the set of prediction variables with the set of observables, the successive state variables providing an adjusted representation of the proximate state of at least the part of the coordinate measuring machine (1,2), and • updating the dynamic model using the set of successive state variables as the actual set of state variables.