A method for estimating, in a combustion facility in which an object-to-be-combusted is combusted, one or more state quantities that are difficult to measure directly, wherein the state quantity estimating method for the combustion facility comprises: a state space model, in which the one or more state quantities are set to be objective variables, and one or more observed quantities that can be measured directly in one or more observation points positioned in the combustion facility and/or one or more calculated quantities that can be obtained by performing computation based on the one or more observed quantities are/is set to be explanatory variables, is used for estimating the objective variables; wherein estimating of the objective variable using the state space model is performed by a processor of a computer by executing: a step for storing, in a memory of the computer, a state equation representing relationship between the state quantity at a (k-1)-th time step and the state quantity at a k-th time step; a step for storing, in the memory, an observation equation representing relationship between the state quantity at the k-th time step and the observed quantity and/or the calculated quantity at the k-th time step; a step for reading the state equation from the memory, and calculating an estimate value of the state quantity at the k-th time step by applying the state quantity at the (k-1)-th time step to the state equation; a step for reading the observation equation from the memory, and calculating one or more prediction values of the observed quantity and/or the calculated quantity at the k-th time step by applying the estimate value of the state quantity at the k-th time step to the observation equation; a step for obtaining an actual observation value of the observed quantity by using an measuring instrument in the observation point; a step for calculating a difference between the prediction value of the observed quantity and the observation value; and a step for correcting, based on the difference, the estimate value of the state quantity at the k-th time step. a state space model, in which the one or more state quantities are set to be objective variables, and one or more observed quantities that can be measured directly in one or more observation points positioned in the combustion facility and/or one or more calculated quantities that can be obtained by performing computation based on the one or more observed quantities are/is set to be explanatory variables, is used for estimating the objective variables; wherein estimating of the objective variable using the state space model is performed by a processor of a computer by executing: a step for storing, in a memory of the computer, a state equation representing relationship between the state quantity at a (k-1)-th time step and the state quantity at a k-th time step; a step for storing, in the memory, an observation equation representing relationship between the state quantity at the k-th time step and the observed quantity and/or the calculated quantity at the k-th time step; a step for reading the state equation from the memory, and calculating an estimate value of the state quantity at the k-th time step by applying the state quantity at the (k-1)-th time step to the state equation; a step for reading the observation equation from the memory, and calculating one or more prediction values of the observed quantity and/or the calculated quantity at the k-th time step by applying the estimate value of the state quantity at the k-th time step to the observation equation; a step for obtaining an actual observation value of the observed quantity by using an measuring instrument in the observation point; a step for calculating a difference between the prediction value of the observed quantity and the observation value; and a step for correcting, based on the difference, the estimate value of the state quantity at the k-th time step. a step for storing, in a memory of the computer, a state equation representing relationship between the state quantity at a (k-1)-th time step and the state quantity at a k-th time step; a step for storing, in the memory, an observation equation representing relationship between the state quantity at the k-th time step and the observed quantity and/or the calculated quantity at the k-th time step; a step for reading the state equation from the memory, and calculating an estimate value of the state quantity at the k-th time step by applying the state quantity at the (k-1)-th time step to the state equation; a step for reading the observation equation from the memory, and calculating one or more prediction values of the observed quantity and/or the calculated quantity at the k-th time step by applying the estimate value of the state quantity at the k-th time step to the observation equation; a step for obtaining an actual observation value of the observed quantity by using an measuring instrument in the observation point; a step for calculating a difference between the prediction value of the observed quantity and the observation value; and a step for correcting, based on the difference, the estimate value of the state quantity at the k-th time step.