This paper deals with the precise parameter estimation of an air vehicle without a priori information. First, Recursive Least Squares technique, which is an equation error method and does not require any a priori information, is applied and then the extended Kalman filter is used to tune parameters more precisely. To show the performance, a nonlinear longitudinal missile model is simulated and the parameters are estimated. The results show that this consecutive application of the techniques gives a very good estimation performance.