In this contribution, an on-line engine performance monitoring is carried out through an engine health parameter estimation based on several gas path measurements. This health parameter estimation makes use of the analytical redundancy of an engine model and therefore implies the knowledge of the engine state. As the latter is a priori not known the second task is therefore an engine state variable estimation. State variables here designate working conditions such as inlet temperature, pressure, Mach number, rotational speeds, … Estimation of the state variables constitutes a general application of the Extended Kalman Filter theory, while the health parameter estimation is a classical recurrent regression problem. Recent advances in stochastic methods [1] show that both problems can be solved by two Kalman filters working jointly. Such filters are usually named Dual Kalman Filters. The present contribution aims at using a dual Kalman filter modified to provide robustness. This procedure should be able to cope with as much as 20 to 30% of faulty data. The resulting online method is applied to a turbofan model developed in the frame of the OBIDICOTE 1 project. Several tests are carried out to check the performance monitoring capability and the robustness that can be achieved.

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