1. A method for estimating a state parameter, which shows the characteristic of a system, in a nonlinear discrete time system, the method comprising the steps of: (a) predicting a state parameter at a current time using an estimated state parameter at a previous time and a system dynamics; and (b) estimating an optimal state parameter at the current time from the state parameter predicted in the step (a) and a useful, concrete and tangible system output parameter measured at the current time, using a geometric data fusion method.