Single-particle tracking microscopy is a powerful technique to investigate how proteins dynamically interact with their environment in live cells. However, the analysis of tracks is confounded by noisy molecule localization, short tracks, and rapid transitions between different motion states, notably between immobile and diffusive states. Here, we propose a probabilistic method termed ExTrack that uses the full spatio-temporal information of tracks to extract global model parameters, to calculate state probabilities at every time point, to reveal distributions of state durations, and to refine the positions of bound molecules. ExTrack works for a wide range of diffusion coefficients and transition rates, even if experimental data deviate from model assumptions. We demonstrate its capacity by applying it to slowly diffusing and rapidly transitioning bacterial envelope proteins. ExTrack greatly increases the regime of computationally analyzable noisy single-particle tracks. The ExTrack package is available in ImageJ and Python.