1. A system to estimate variables in an integrated gasification combined cycle (IGCC) power generation plant, the system comprising: a sensor suite coupled to sense signals indicative of respective plant input variables and plant output variables; an extended Kalman filter coupled to receive sensed plant input variables and comprising a dynamic model of the plant to generate at a discrete time a plurality of plant state estimates and a covariance matrix for the state estimates; a preemptive-constraining processor configured to preemptively constrain the state estimates and covariance matrix to be free of constraint violations; a measurement-correction processor configured to correct constrained state estimates and a constrained covariance matrix based on processing of sensed plant output variables, wherein the measurement-correction processor is coupled to update the dynamic model with corrected state estimates and a corrected covariance matrix, and wherein the updated dynamic model is configured to estimate values for at least one plant variable not originally sensed by the sensor suite.