Hybrid Dynamic Systems (HDS) can switch between different functioning modes. Their identification requires the determination of the number of discrete modes as well as the time switching sequence between them. In this paper, an approach to estimate the number of discrete modes of a Switched HDS (SHDS) is proposed. This approach is based on two steps. The first one aims at determining the statistical features required to discriminate the SHDS modes. The second step uses a non-supervised classification method to determine online the number of modes as well as their model (i.e. membership function).