A state observation device (30) uses an ADC (37) to digitize a detection signal from a gap sensor (21) at a low-speed sampling period and uses a separation unit (38) to separate the digitized detection signal into vane detection signals considered to be for the detection of a vane of a compressor impeller and non-vane detection signals considered not to be for the detection of a vane. Further, the determination unit (39) extracts a vane peak detection signal considered to be for a vane peak by comparing a vane detection signal with vane detection signals corresponding to other vanes and non-vane detection signals, and a shaft vibration and tip clearance are determined as states of the compressor impeller on the basis of the extracted vane peak detection signal. Thus, the state observation device (30) is capable of observing the state of a rotary machine without carrying out high-speed sampling.