1. A method of merging health indicators of a device, measurement sensors being positioned on the device and/or close to the device, measurements of at least one of the sensors making it possible to determine at least one health indicator Ind i , each health indicator Ind i being associated with a detection threshold Sd i ; the method comprising the following steps: during a preliminary step, the health indicators Ind i of the device are distributed in at least one indicator group G, an algorithm g being applied to the health indicators Ind i of an indicator group G in order to determine a characteristic operating point Pf of the device for the indicator group G; during a training step, there are determined: a healthy-state model Mr for the device; a belonging function f indicating whether a characteristic operating point Pf of the device belongs to the healthy-state model Mr representing the device in a healthy state for the indicator group G; and also an alarm threshold Sa associated with the belonging function f based on the training operating points; during a step of taking account of the detection thresholds Sd i , a transformation T of the belonging function f is determined so as to take into account, both of the alarm threshold Sa of the healthy-state model Mr and also of the detection thresholds Sd i of the health indicators Ind i of the group G; and during a monitoring step the following steps are performed: determining the health indicators Ind i of an indicator group G; determining the merged health indicator MHI by applying the transformation T to the health indicators Ind i of an indicator group G; comparing the merged health indicator MHI with the alarm threshold Sa; and deducing an operating state of the device.