This work addresses the problem of sensing the world: how to learn a multimodal representation of a reinforcement learning agent's environment that allows the execution of tasks under incomplete perceptual conditions. To address such problem, we argue for hierarchy in the design of representation models and contribute with a novel multimodal representation model, MUSE. The proposed model learns a hierarchy of representations: low-level modality-specific representations, encoded from raw observation data, and a high-level multimodal representation, encoding joint-modality information to allow robust state estimation. We employ MUSE as the perceptual model of deep reinforcement learning agents provided with multimodal observations in Atari games. We perform a comparative study over different designs of reinforcement learning agents, showing that MUSE allows agents to perform tasks under incomplete perceptual experience with minimal performance loss. Finally, we also evaluate the generative performance of MUSE in literature-standard multimodal scenarios with higher number and more complex modalities, showing that it outperforms state-of-the-art multimodal variational autoencoders in single and cross-modality generation.