This work is addressing the health assessment of a multi-component system by means of multi-levels health check-up. Thus scientific Ph. D. objective aims to establish items of a generic health check-up concept. It focuses specifically on the functions of anomaly detection, normalization and aggregation of different indicators to develop a synthetic index representing the overall health status for each element within the system. In that way, it is proposed a new approach for detecting conditional anomalies. This approach has the advantage of quantifying the deviation for each indicator compared to its nominal behavior while taking into account the context in which the system operates. An extension of the Choquet integral used as an operator aggregating indicators is also proposed. This extension regards on the one hand, a process of an unsupervised learning of the capacity coefficients for the lowest level of abstraction, namely components level, and on the other hand, an approach to inference them from one level to another. These contributions are implemented on a ship diesel engine which is the most critical system for the BMCI project of the MER-PACA pole to which this thesis is attached.