This article is concerned with the data-driven health state assessment task with unknown scenarios. Unknown scenarios are inaccessible in the stage of model training but they can appear unexpectedly during the running stage. A new problem called the within-class distribution mismatch is raised by assuming that unknown scenarios still belong to known classes. To tackle this challenging problem, a novel active incremental learning scheme with a classifier and an out-of-distribution (OOD) detector is proposed. A <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</i> -fast incremental support vector data description ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</i> -FISVDD) model is put forward as the OOD detector to recognize distribution mismatch samples online for label annotation. Specifically, it integrates the clustering algorithm to build local support vector sets, based on which an active query strategy is developed. An incremental learning mechanism is also designed to reduce the labeling cost. Then, the new labeled data can simultaneously refine the classifier and OOD detector. Two cases, including a bearing benchmark dataset and the operation data of a practical deep-sea manned submersible, are studied to demonstrate the effectiveness of the proposed scheme.