As a universal theory of physics, quantum mechanics must assign states to every level of description of a system, and also describe the interconnections among them. Assuming that we only have a coarse-grained access to a macroscopic system, here we show how to assign to it a microscopic description that abides by all macroscopic constraints. In order to do that, we employ general coarse-graining maps, allowing our approach to be used even when the split between system and environment is not obvious. As a by-product, we show how effective nonlinear dynamics can emerge from the linear quantum evolution, and we readily apply it to a state discrimination task.