Continual learning for scene analysis is a continuous process to incrementally learn distinct events, actions, and even noise models from past experiences using different sensory modalities. In this paper, an Auditory Scene Analysis (ASA) approach based on a continual learning system is developed to incrementally learn the acoustic events in a dynamically-changing domestic environment. The events being salient sound sources are localized by a Sound Source Localization (SSL) method to robustly process the signals of the localized sound source in the domestic scene where multiple sources can co-exist. For real-time ASA, audio patterns are segmented from the acoustic signal stream of the localized source for extraction of the audio features, and construction of a feature set for each pattern. The continual learning is employed via a time-series algorithm, Hidden Markov Model (HMM), on these feature sets from acoustic signals stemming from the sources. The learning process is investigated by conducting a variety of experiments to evaluate the performance of Unknown Event Detection (UED), Acoustic Event Recognition (AER), and continual learning using a Hierarchical HMM algorithm. The Hierarchical HMM consists of two layers: 1) a lower layer in which AER is performed using an HMM for each event and the event-wise likelihood thresholds; and 2) an upper layer in which UED is achieved by one HMM with a suspicion threshold through the audio features with their proto symbols stemming from the lower layer HMMs. We verified the effectiveness of the proposed system capable of continual learning, AER and UED in terms of False-Positive Rates, True-Positive Rates, recognition accuracy and computational time to meet the demands in a learning task of multiple events in real-time. The effectiveness of the AER system has been verified with high accuracy, and a short retraining time in real-time ASA having nine different sounds.