Yoga means "union", to "join together", "make the connection". In the Yoga literature we find references to the concept of connecting "Atman and Paratman".
Atman and Paratman?
Paratman is the ultimate source of energy of "Prana", the authority over the Universe. The different life philosophies have different names for this concept. In the Chinese philosophy this is described as "Chi" or "Qi". In the philosophies with a more religious background it is referred to as "God" or "the Divine". From the Yoga philosophy and the Indian traditions the word Prana is used.
Atman, that is me. This is my body, this is my soul, but I am different from body and soul, this is my Atman. Atman is my spiritual being and when Atman leaves the body, the body will die. Atman is my soul, my existence.
>> The ultimate goal of Yoga is to unify Atman and Paratman <<
We have a number of means available to reach the ultimate goal of Yoga. Therefor the body most be perfectly healthy, the soul needs to be purified (not polluted by thoughts) and the intellect must be properly trained.
For the majority of people their current state is that body, mind and intellect are not in a balanced state. Practicing yoga purifies the irregularities from the body, helps the cleanse the soul and develop the intellect.
Yoga is a science of personal development. It develops the physical condition, it contributes to mental control, takes care of the emotional balance and strengthens the intellectual development.