Pollution in urban areas has been one of the most relevant problems of the last decade since it represents a threat to public health. Specifically, particulate matter (PM2.5) is a pollutant that causes serious health complications, such as heart and lung diseases. Centers for monitoring contaminants and climatic variables have been established to adopt measures to control the consequences of high levels of air pollution. However, these monitoring centers sometimes make decisions when pollution levels are already harmful to health, which may be related to sensor miscalibration and failures. This study presents a PM2.5 prediction system based on a state-space model—developed with real data from 2019—plus a Kalman filter to improve the prediction. The system was subsequently validated using real data captured in 2018 in Valle de Aburrá. Therefore, this is an important first step towards a more robust PM diagnosis and prediction system in the presence of false and mismatched data in the measurement.