Multi-robot system is used in some unreachable or dangerous area in order to replace the human operators. In such environments the integrity of localization should be assured by adding a sensor fault diagnosis step. In this paper, we present a method able, in addition of localizing a group of robots, to detect and exclude the faulty sensors from the team. The estimator is the informational form of the Kalman Filter (KF) namely Information Filter (IF). The developed residual test is based on the divergence between the predicted and the corrected estimation of the IF, calculated in term of the Kullback-Leibler divergence (KLD). The main contributions of this paper: - developing a method able simultaneously to localize a group of robots and to detect the faulty sensors - using the IF and the KLD as a residual test - Application of the proposed framework to a real environment with real robots.