Robust analysis of signals from stochastic biomolecular processes is critical for understanding the dynamics of biological systems. Measured signals typically show multiple states with heterogeneities and a wide range of state lifetimes. Here, we present an algorithm for robust detection of state transitions in experimental time traces where the properties of the underlying states are a priori unknown. The method implements a maximum-likelihood approach to fit models in neighboring windows of data points. Multiple windows are combined to achieve a high sensitivity for state transitions with a wide range of lifetimes. The proposed maximum-likelihood multiple-windows change point detection (MM-CPD) algorithm is computationally extremely efficient and enables real-time signal analysis. By analyzing both simulated and experimental data, we demonstrate that the algorithm provides accurate change point detection in time traces with multiple heterogeneous states that are a priori unknown. A high sensitivity for a wide range of state lifetimes is achieved.