The notion of state for a system is prevalent in the quantitative sciences and refers to the minimal system summary sufficient to describe the time evolution of the system in a self-consistent manner. This is a prerequisite for a principled understanding of the inner workings of a system. Owing to the complexity of intracellular processes, experimental techniques that can retrieve a sufficient summary are beyond our reach. For the case of stochastic biomolecular reaction networks,we showhowto convert the partial state information accessible by experimental techniques into a full system state using mathematical analysis together with a computational model. This is intimately related to the notion of conditional Markov processes and we introduce the posterior master equation and derive novel approximations to the corresponding infinite- dimensional posterior moment dynamics. We exemplify this state reconstruction approach using both in silico data and single-cell data from two gene expression systems in Saccharomyces cerevisiae, where we reconstruct the dynamic promoter and mRNA states from noisy protein abundance measurements.
