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In this paper, a fault diagnosis method is developed for systems described by multi-models. The main contribution consists in the design of a new fault detection and isolation (FDI) scheme through an adaptive filter for such systems. Based on the assumption that dynamic behaviour of the process is described by a multi-model approach around different operating points, a set of residual is established in order to generate weighting functions robust to faults. These robust weighting functions are directly linked with the adaptive filter effectiveness which provides multiple fault magnitude estimations for the whole operating range of the system. Stability conditions of the adaptive filter are studied and its performances are tested using an hydraulic system.