A method for monitoring a system includes receiving a set of training data. A Gaussian mixture model is defined to model a probability distribution for a particular sensor of the system from among a plurality of sensors of the system based on the received training data. The Gaussian mixture model includes a sum of k mixture components, where k is a positive integer. Sensor data is received from the plurality of sensors of the system. An expectation-maximization technique is performed to estimate an expected value for the particular sensor based on the defined Gaussian mixture model and the received sensor data from the plurality of sensors.