An Extended Kalman Filter (EKF) is developed to estimate the state of a jet transport aircraft. The EKF is based on the nonlinear longitudinal aircraft equations of motion, and it is designed to provide estimates of horizontal and vertical atmospheric wind inputs. The optimal state and disturbance estimates are incorporated in feedback control laws based on the aircraft’s nonlinear inverse dynamics. The EKF produces accurate estimates, and the resultant flight trajectories are very similar to those obtained with perfect state feedback. The EKF is sensitive to uncertainty in the dynamic model, but much of the lost performance can be restored by treating the uncertainty as a random disturbance input.