Device for detecting at least one scenario (S; S-j) from a set of predetermined scenarios corresponding to states wherein a physical system such as an inanimate object, a person or an animal observed by at least one sensor is likely to be found, on the basis of physical system observation data provided by the sensor, comprising: - at least one sensor for providing a physical system observation data sequence, - means for storing at least one statistical model associating possible observation data values with the predetermined scenarios, - a computer, connected to the sensor and the storage means, programmed to select at least one (S; S-j) of the scenarios, from the plurality of predetermined scenarios, based on the observation data sequence and said at least one statistical model, wherein the storage means comprise a plurality of statistical models broken down into a plurality of ordered levels (L-1, L-i, L-N) between: - a first level (L-1), or input level, wherein each statistical model associates possible values of at least a portion of the observation data with specific intermediate states for the statistical model, and - a final level (L-N), or output level, wherein each statistical model associates possible values of at least a portion of the intermediate states of a lower level (L-1, L-i) with at least a portion of the predetermined scenarios, and such that each statistical model of a level other than the output level is designed to have intermediate states from which it is possible to extract a sequence of values based on a sequence of at least a portion of the observation data and/or a sequence of intermediate state values from a lower level that it receives, the computer being programmed (36, 38) for: - extracting at least one sequence of intermediate state values from at least one statistical model of a level other than the output level, and - selecting said at least one scenario at least based on the output level (L-N) statistical model(s) that associate(s) said at least one scenario with the possible intermediate state values of said at least one extracted sequence, characterized in that the computer is further programmed (36, 38) to standardize said at least one extracted sequence of intermediate state values by requiring that, for each statistical model from which said at least one sequence of intermediate state values is extracted, the sum at each instant of the intermediate state values of the corresponding sequence is equal to a time-independent constant. - at least one sensor for providing a physical system observation data sequence, - means for storing at least one statistical model associating possible observation data values with the predetermined scenarios, - a computer, connected to the sensor and the storage means, programmed to select at least one (S; S-j) of the scenarios, from the plurality of predetermined scenarios, based on the observation data sequence and said at least one statistical model, - a first level (L-1), or input level, wherein each statistical model associates possible values of at least a portion of the observation data with specific intermediate states for the statistical model, and - a final level (L-N), or output level, wherein each statistical model associates possible values of at least a portion of the intermediate states of a lower level (L-1, L-i) with at least a portion of the predetermined scenarios, - extracting at least one sequence of intermediate state values from at least one statistical model of a level other than the output level, and - selecting said at least one scenario at least based on the output level (L-N) statistical model(s) that associate(s) said at least one scenario with the possible intermediate state values of said at least one extracted sequence,