A system can be characterized by quantifying some of its physical properties which are relevant to the process it is undergoing and all the quantified values stacked together in a vector form is termed as state. Now to ‘’’uniquely’’’ '''uniquely''' determine the state of the system at a particular instant of time, ‘’’sufficient’’’ '''sufficient''' amount of ‘’’certain’’’ '''certain''' information (the information could be an indirect function of state variables) about the state is required, but often the source of the information are measurements provided by sensors which are almost always ‘’’uncertain’’’ '''uncertain''' in which case the state cannot be ‘’’deterministically calculated’’’'''deterministically calculated'''. Still, controlling a system requires a good approximation or an estimate of the state if not exactly the true state, hence the need of ‘’’estimating’’’ '''estimating''' it. <br \>