Observed A creature you're observed by knows where you are and can target you normally.
Concealed A creature that you're concealed from must succeed at a DC 5 flat check when targeting you with a non-area effect.
Hidden A creature you're hidden from knows the space you're in. It is flat-footed to you, and must succeed at a DC 11 flat check to affect you. You can Hide to become hidden, and Seek to find hidden creatures.
Undetected When you are undetected by a creature, it's flat-footed to you, can't see you, has no idea what space you occupy, and can't target you. It can try to guess your square by picking a square and attempting an attack. This works like targeting a hidden creature, but the flat check and attack roll are rolled in secret by the GM.
Unnoticed A creature you're unnoticed by is totally unaware of your presence.