A state estimation apparatus for estimating an internal state of an observation target, the apparatus comprising: a first observation obtaining unit configured to obtain first observation data from an observable event at predetermined time intervals; a second observation obtaining unit configured to obtain second observation data from the observable event at predetermined time intervals; a possibility measurement obtaining unit configured to obtain possibility measurement data by performing addition processing or logical OR processing with the first observation data and the second observation data; a necessity measurement obtaining unit configured to obtain necessity measurement data by performing multiplication processing or logical AND processing with the first observation data and the second observation data; a prediction unit configured to perform prediction using posterior probability distribution data, which is probability distribution, obtained at a preceding time t-1, of an internal state of the observation target to obtain predictive probability distribution data, which is probability distribution of an internal state of the observation target at a current time t; a likelihood obtaining unit configured to obtain a first likelihood based on the predictive probability distribution data and the possibility measurement data and to obtain a second likelihood based on the predictive probability distribution data and the necessity measurement data; a posterior probability distribution estimation unit configured to estimate, from the first likelihood and the predictive probability distribution data, posterior probability distribution data, which is probability distribution of the internal state of the observation target at the current time t; and a prior probability distribution output unit configured to output prior probability distribution data based on the posterior probability distribution data estimated by the posterior probability distribution estimation unit as prior probability distribution data at a next time t+1. a first observation obtaining unit configured to obtain first observation data from an observable event at predetermined time intervals; a second observation obtaining unit configured to obtain second observation data from the observable event at predetermined time intervals; a possibility measurement obtaining unit configured to obtain possibility measurement data by performing addition processing or logical OR processing with the first observation data and the second observation data; a necessity measurement obtaining unit configured to obtain necessity measurement data by performing multiplication processing or logical AND processing with the first observation data and the second observation data; a prediction unit configured to perform prediction using posterior probability distribution data, which is probability distribution, obtained at a preceding time t-1, of an internal state of the observation target to obtain predictive probability distribution data, which is probability distribution of an internal state of the observation target at a current time t; a likelihood obtaining unit configured to obtain a first likelihood based on the predictive probability distribution data and the possibility measurement data and to obtain a second likelihood based on the predictive probability distribution data and the necessity measurement data; a posterior probability distribution estimation unit configured to estimate, from the first likelihood and the predictive probability distribution data, posterior probability distribution data, which is probability distribution of the internal state of the observation target at the current time t; and a prior probability distribution output unit configured to output prior probability distribution data based on the posterior probability distribution data estimated by the posterior probability distribution estimation unit as prior probability distribution data at a next time t+1.