Gas turbine engine gas path fault diagnosis is closely related technology that assists operators in managing the engine units. However, the performance gradual degradation is inevitable due to the usage, and it result in the model mismatch and then misdiagnosis by the popular model-based approach. In this paper, an on-line integrated architecture based on nonlinear model is developed for gas turbine engine anomaly detection and fault diagnosis over the course of the engine's life. These two engine models have different performance parameter update rate. One is the nonlinear real-time adaptive performance model with the spherical square-root unscented Kalman filter (SSR-UKF) producing performance estimates, and the other is a nonlinear baseline model for the measurement estimates. The fault detection and diagnosis logic is designed to discriminate sensor fault and component fault. This integration architecture is not only aware of long-term engine health degradation but also effective to detect gas path performance anomaly shifts while the engine continues to degrade. Compared to the existing architecture, the proposed approach has its benefit investigated in the experiment and analysis.