the invention is a method and apparatus for determining a failure in a subsystem that is part of a system , the system being characterized in terms of a state vector comprising a plurality of state variables . the state vector is updated at times tδt using one or more kalman filter processes , j taking on integer values , k being a predetermined integer , k taking on integer values between 1 and k for each value of j , t being a predetermined integer , and δt being a predetermined time interval . the method comprises the steps : executing at present time a plurality of kalman filter processes where one of the kalman filter processes determines the state vector at present time minus tδt using data from subsystems without failures ; determining the values of one or more statistical measures of one or more residuals for each of one or more kalman filter processes for one or more time periods equal to or greater than tδt ; and determining a subsystem failure from the one or more values of the statistical measures .