Different approaches for gas path performance estimation of dynamic systems are commonly used, the most common being the variants of the Kalman filter. The extended Kalman filter (EKF) method is a popular approach for nonlinear systems which combines the traditional Kalman filtering and linearization techniques to effectively deal with weakly nonlinear and non-Gaussian problems. Its mathematical formulation is based on the assumption that the probability density function (PDF) of the state vector can be approximated to be Gaussian. Recent investigations have focused on the particle filter (PF) based on Monte Carlo sampling algorithms for tackling strong nonlinear and non-Gaussian models. Considering the aircraft engine is a complicated machine, operating under a harsh environment, and polluted by complex noises, the PF might be an available way to monitor gas path health for aircraft engines. Up to this point in time a number of Kalman filtering approaches have been used for aircraft turbofan engine gas path health estimation, but the particle filters have not been used for this purpose and a systematic comparison has not been published. This paper presents gas path health monitoring based on the PF and the constrained extend Kalman particle filter (cEKPF), and then compares the estimation accuracy and computational effort of these filters to the EKF for aircraft engine performance estimation under rapid faults and general deterioration. Finally, the effects of the constraint mechanism and particle number on the cEKPF are discussed. We show in this paper that the cEKPF outperforms the EKF, PF and EKPF, and conclude that the cEKPF is the best choice for turbofan engine health monitoring.
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