def predict(self, u=0):
        """
        Predict next position using the Kalman filter state propagation
        equations for each filter in the bank.

        Parameters
        ----------

        u : np.array
            Optional control vector. If non-zero, it is multiplied by B
            to create the control input into the system.
        """

        for f in self.filters:
            f.predict(u)

        # save prior
        self.x_prior = self.x.copy()
        self.P_prior = self.P.copy()