This paper presents the concept of a fault detection system covering detection, diagnosis, and prognosis associatedwith them. To this aim procedures of data analysis and exploration, based on the nonparametric method of kernel estimatorswere applied. This method allows the useful characterization of probability distributions without arbitrary assumptionsregarding their membership to a fixed class. The investigated system was proved to be effective with respect toboth abrupt as well as slowly progressing symptoms of arising anomalies. This work has been aimed at the problem offault detection in dynamical systems as objects of automatic control, although the general formula is universal and can beused for a wide range of tasks, also outside of engineering.
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