It will sound a little bit stupid, but Ill ask anyways: 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!