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Why does Kalman filter need to do the prediction step? [Copy link]

Why doesn't the Kalman filter algorithm directly use the observation results (measured values) to filter and obtain the optimal value? It uses the state equation to make predictions first. What is the purpose of this? Or is there any advantage? Help
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Maybe this will help you https://training.eeworld.com.cn/video/19836  Details Published on 2019-5-23 19:54
 
 

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Maybe this will help you https://training.eeworld.com.cn/video/19836
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Thank you very much: handshake is very helpful
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Do you have any other links to related theories?
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