1. A method for estimating a target device's location, the method comprising: maintaining a probabilistic model for a plurality of sample points, each sample point comprising a sample location and an expected distribution of signal values at that sample point; making a sequence of observations o n , n=1. .. N, of signal values wherein each observation corresponds to a respective location q n along the target device's path, wherein the sequence of observations and the respective location constitute a hidden Markov model; estimating the target device's location q t based on the probabilistic model and the sequence of observations, wherein the sequence of observations comprises one or more future observations o t+m for which m is a positive integer, such that t+m<N.