It will sound a little bit stupid, but Ill ask anyways:(adsbygoogle = window.adsbygoogle || []).push({});

I have two series systems, the second is an UKF (Uscented Kalman Filter). I was told to reduce the first system in order to that the UKF estimate less states. My question is: What exactly do the states represent? I mean, if I have a non-discrete signal as the first system's output (for example, a voltage between -5 and 5), what would be the states?

These states sound me like discrete values that the signal can achieve.

Thank you in advance!

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# Kalman Filter states

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