Abstract: A system for non-linear optimal estimation of a state of a dynamic process in real time includes several measurement sensors for delivering sampled data associated with the state of the process at the instant under consideration t, and a computation unit associated with memories and loaded with computation programs suitable for delivering in recurrent manner the estimated components of the state of the process at the instant under consideration t. The computation unit includes N particular processors disposed in parallel and each receiving the measurement data. Each of the N processors includes at least one behavior random generator which, by taking account of random disturbances in said behavior, delivers possible values of the state of the dynamic process at the instant t, together with a specialized operator which uses possible values for the state of the process and the measurement data to compute a scalar magnitude representing the probability that the state is real at instant t of the process.