An intelligent physical agent must incorporate motor and perceptual processes to interface with the physical world, and abstract cognitive processes to reason about the world and the options available. One crucial aspect of incorporating cognitive processes into a physically embedded reasoning system is the integration between the symbols used by the reasoning processes to denote physical objects, and the perceptual data corresponding to these objects. We treat this integration aspect by proposing a fuzzy computational theory of anchoring. Anchoring is the process of creating and maintaining the correspondence between symbols and percepts that refer to the same physical objects. Modeling this process using fuzzy set-theoretic notions enables dealing with perceptual data that can be affected by uncertainty/imprecision and imprecise/vague linguistic descriptions of objects