The main objective of this research paper was to develop two intelligent state estimators using shallow neural network (SNN) and NARX architectures from a large class of deep learning models. This research developed a new modelling design approach, namely, an improved hybrid adaptive neural fuzzy inference system (ANFIS) battery model, which is simple, accurate, practical, and well suited for real-time implementations in HEV/EV applications, with this being one of the main contributions of this research. On the basis of this model, we built four state of charge (SOC) estimators of high accuracy, assessed by a percentage error of less than 0.5% in a steady state compared to the 2% reported in the literature in the field. Moreover, these estimators excelled by their robustness to changes in the model parameters values and the initial “guess value” of SOC from 80–90% to 30–40%, performing in the harsh and aggressive realistic conditions of the real world, simulated by three famous driving cycle procedure tests, namely, two European standards, WLTP and NEDC, and an EPA American standard, FTP-75. Furthermore, a mean square error (MSE) of 7.97 × 10−11 for the SOC estimation of the NARX SNN SOC estimator and 5.43 × 10−6 for voltage prediction outperformed the traditional SOC estimators. Their effectiveness was proven by the performance comparison with a traditional extended Kalman filter (EKF) and adaptive nonlinear observer (ANOE) state estimators through extensive MATLAB simulations that reveal a slight superiority of the supervised learning algorithms by accuracy, online real-time implementation capability, in order to solve an extensive palette of HEV/EV applications.