For the analysis of the extended Kalman filter we have chosen non-linear systems continuous stirred tank reactor as it is widely used in different types of industries specially chemical and petrochemical industries and also in power plant. Though there are so many improved version of Kalman filter, the extended Kalman filter is widely used as it is proven to be most reliable, trusted and easily implementable estimator even for the complex system that to in real time applications. © Research India Publications.