In mathematical analysis, a metric space M is said to be complete (or Cauchy) if every Cauchy sequence of points in M has a limit that is also in M.
Intuitively, a space is complete if there are no "points missing" from it (inside or at the boundary). For instance, the set of rational numbers is not complete, because √2 is "missing" from it, even though one can construct a Cauchy sequence of rational numbers that converges to it. (See the examples below.) It is always possible to "fill all the holes", leading to the completion of a given space, as will be explained below.
Reference:
http://en.wikipedia.org/wiki/Complete_space