A signal observation device includes: an observation unit that observes a volume of a target signal by using compressed sensing; a filter having a plurality of elements that are arranged in a matrix and that are capable of individually restricting the volume of the target signal to be transmitted to the observation unit; and a control unit that causes the observation unit to observe the volume of the target signal transmitted via the filter by using first control for controlling the elements of the filter on the basis of a first observation matrix in which values of matrix elements are predetermined and that causes the observation unit to observe the volume of the target signal transmitted via the filter using second control for controlling the elements of the filter on the basis of a second observation matrix in which values of matrix elements are based on random numbers. The control unit causes the observation unit to observe the volume of the target signal plural times by selectively using the first control and the second control.