The state of a physical system is the mathematical description of our knowledge of it, and provides information on its future and past. A state estimation technique is a method that provides the complete description of a system, i.e achieves the maximum possible knowledge of the state, thus allowing one to make the best, at least the best probabilistic, predictions on the results of any measurement that may be performed on the system.
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Paris, M. G. A., & Řeháček, J. (2004). Introduction (pp. 1–4). https://doi.org/10.1007/978-3-540-44481-7_1
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