Your type has to implement all the methods that are part of the interface ‘IEnemyAI’, so that it can be treated as an “IEnemyAI”. That is, AlertState (and all the other states) need a method that matches void OnTriggerEnter(Collision …), as specified by the interface.
(Note: Not sure how the states are supposed to be handled, but if you expect direct calls to OnTriggerEnter from the engine, you’ll to inherit MonoBehaviour. Otherwise, you’ll need another component that forwards the information to your sate instances).
Also, please consider using code tags in the future.