A system for deriving the operating state of a machine comprises one or more sensors for making available in each case an output value relating to a current parameter of a component of the machine, and a processing unit which is connected to the sensors and is programmed to derive information about the operating state of machine using a model and on the basis of the measured values of the sensors and/or values derived therefrom. The processing unit can be supplied with a state transition matrix, elements of an emission probability matrix for the probability that an observation is conditioned by a certain state, and a vector for describing an input state, in order to derive the operating states of the machine therefrom. The processing unit is programmed to derive elements of the emission probability matrix from the measured values of the sensors.