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An anisotropic equation of state (EOS) is proposed for the accurate extrapolation of high-pressure shock Hugoniot (anisotropic and isotropic) states to other thermodynamic (anisotropic and isotropic) states for a shocked carbon-fibre epoxy composite (CFC) of any symmetry. The proposed EOS, using a generalised decomposition of a stress tensor [A.A. Lukyanov, Int. J. Plasticity 24, 140 (2008)], represents a mathematical and physical generalisation of the Mie-Grüneisen EOS for isotropic material and reduces to this equation in the limit of isotropy. Although a linear relation between the generalised anisotropic bulk shock velocity Us A and particle velocity up was adequate in the through-thickness orientation, damage softening process produces discontinuities both in value and slope in the Us A-up relation. Therefore, the two-wave structure (non-linear anisotropic and isotropic elastic waves) that accompanies damage softening process was proposed for describing CFC behaviour under shock loading. The linear relationship Us A-up over the range of measurements corresponding to non-linear anisotropic elastic wave shows a value of c0 A (the intercept of the Us A-up curve) that is in the range between first and second generalised anisotropic bulk speed of sound [A.A. Lukyanov, Eur. Phys. J. B 64, 159 (2008)]. An analytical calculation showed that Hugoniot Stress Levels (HSLs) in different directions for a CFC composite subject to the two-wave structure (non-linear anisotropic elastic and isotropic elastic waves) agree with experimental measurements at low and at high shock intensities. The results are presented, discussed and future studies are outlined.