1. A method for on-board real-time diagnostics of a system, said method comprising the steps: providing a reference model containing predefined operating conditions and predefined confounding variables of said system and outputting a reference characteristic; measuring real-world operating conditions and real-world confounding variables of said system and outputting a plurality of actual system output variables , wherein the real-world confounding variables comprise variables indicating a state of an environment of the system ; providing an adaptive model input with said real-world operating conditions and said real-world confounding variables in a first phase and inputting said predefined operating conditions and said predefined confounding variables in a second phase; providing a first comparator for comparing said plurality of actual system output variables with an output of said adaptive model; providing feedback means for feeding the output of said first comparative comparator directly to an input of said adaptive model during said first phase; providing a second comparator to compare the output of said adaptive model during the second phase with said reference characteristic output of said reference model , wherein the reference characteristic comprises a characteristic output curve for the system based on the reference model, and wherein the output of the adaptive model comprises a predicted output curve for the system based on the adaptive model ; providing a diagnostics module receiving the output of said second comparator during said second phase in order to output a diagnosis of said system.