A good part pilates is the breathing, and proper breathing will give good results for pilates. However, there is no garuntee whether or not pilates will or will not help. If you have problems lying on your back for long periods of time then pilates may not be a good choice.
Yoga, on the other hand, is definetly proven in relieving some symptoms for asthma. Yoga promotes a calm mind, relaxed body, and regular breathing which will be beneficial to anyone suffering from asthme, allergies, or anything that effects breathing.
Yoga plus proper medication will give you better control of your asthma and breathing.
If you want some ideas for yoga exercises you can pm me and I'll see what I can find.