FUTURE STATE ESTIMATION APPARATUS

A storage device stores a state transition model in which a first state transition probability (state transition probability function τ), which indicates the probability that a prediction subject will transition from a first state s to a second state s′ after a first time (Δt) has elapsed, is expressed by a linear combination of weighted basis functions (model storage unit). A computation device calculates a second state transition probability (attenuation-type state transition probability function D), which indicates the probability that the prediction subject will transition from the first state s to the second state s′ after a second time (Δt×∞) has elapsed, by means of a product-sum computation of a weight matrix ∇ representing a matrix the elements of which are the respective weights of the weighted basis functions (future state prediction computation unit).