This paper describes a specific postflight data analysis (PFDA) technique, which is termed adaptive, iterated, extended Kalman filtering (AIEKF), and illustrates the application of the PFDA tool to the estimation of aerodynamic coefficients (

) for a single-axis model of a thrust-vector-controlled missile. It is demonstrated that PFDA embraces many areas of interest to control specialists, such as simulation of nonlinear systems, estimation, optimization, and validation.