Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.