A state estimating apparatus permits efficient, highly accurate estimation of the state of an object. A particle in a state variable space defined by a second state variable preferentially remains or increases as the likelihood thereof relative to a current measured value of a first state variable is higher, while a particle is preferentially extinguished as the likelihood thereof is lower. A particle which transitions in the state variable space according to a state transition model with a high probability of being followed by an object (a high-likelihood model) as a next model tends to increase. On the other hand, although in a small quantity, there are particles having models (low-likelihood models) which are different from the high-likelihood model as their unique models.