There has been significant research in the provision of trustworthy initial login user authentication, however, there is still need for continuous authentication during a user session. Most mobile devices and computer systems authenticate a user only at the initial login session and do not take steps to recognise whether the present user is still the initial authorised user or an imposter pretending to be a valid user. Therefore, a system to check the identity of the user continuously throughout the whole session is necessary. To ensure the authenticity of the user during their whole login session, a continuous user authentication mechanism is required. In this paper, an overview of different continuous authentication methods is presented along with a discussion on the merits and demerits of the available approaches. This paper also discusses the understanding of the emerging necessities and open problems in continuous user authentication system.