A method and apparatus for classifying the state of a system are described. The state of the system can be in one of a plurality of different classes and the system can have at least one property represented by a set of data items. A current data item representing a property of the system is received. The system is classified as being in one of a plurality of different classes based on the probability that the system is in any one of the plurality of classes calculated using the current data item, a recursively calculated mean value for the set of data items representing the property of the system and at least one recursively calculated statistical parameter for the set of data items representing the property. It is determined whether to output a signal based on the class in which the system is classified.