A probabilistic digital signal processor using data from multiple instruments is described. In one example, an analyzer is configured to: receive discrete first and second input data, related to a first and second sub-system of the system, from a first and second instrument, respectively. A system processor is used to fuse the first and second input data into fused data. The system processor optionally includes: (1) a probabilistic processor configured to convert the fused data into at least two probability distribution functions and (2) a dynamic state-space model, the dynamic state-space model including at least one probabilistic model configured to operate on the at least two probability distribution functions. The system processor iteratively circulates the at least two probability distribution functions in the dynamic state-space model in synchronization with receipt of updated input data, processes the probability distribution functions, and generates an output related to the state of the system.
