The Terahertz (THz) spectrum, situated between microwave and infrared frequencies, is utilized for applications such as imaging and chemical analysis. This project aims to combine THz sensing with the Kalman Filter estimator, a recursive algorithm typically utilized for estimating data with high levels of noise. Upon a thorough effort, we investigate the prospects and challenges in THz sensing using the Kalman filter for assistance. Upon examining this area, we found an increasing pattern in combining THz wavelength technologies that boosts the precision and effectiveness of Kalman Filter applications in THz sensing. The topic being talked about is the significance of this technology in improving the dependability of detecting and measuring data in difficult conditions. Moreover, this document outlines essential advancements and trends in the field of THz sensing, as well as the progress in various disciplines that contribute to the development of THz sensing. This paper presents details about the current planning and disadvantages of utilizing Kalman Filters in THz sensing. It has served as a broad guide for both scientists and professionals, laying the groundwork for future advancements in this field. Incorporating these directivity methods not only enhances detection capabilities but also produces novel contributions to the field of THz sensing that also facilitate knowledge sharing.