How can I access the estimated latent space variable after using "estimate" on a state-space model?

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MathWorks Support Team
MATLAB does not explicitly calculate the latent variable during the "estimate" step. However, to approximate the latent variable use "filter" which will apply a Kalman filter and give the best estimate for the latent variable.
https://www.mathworks.com/help/releases/R2021b/econ/filter-states-of-a-state-space-model.html

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