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Wing rock is a highly nonlinear phenomenon in which an aircraft undergoes limit cycle roll oscillations at high angles of attack. In this paper, a supervisory recurrent fuzzy neural network control (SRFNNC) system is developed to control the wing rock system. This SRFNNC system is comprised of a recurrent fuzzy neural network (RFNN) controller and a supervisory controller. The RFNN controller is investigated to mimic an ideal controller and the supervisory controller is designed to compensate for the approximation error between the RFNN controller and the ideal controller. The RFNN is inherently a recurrent multilayered neural network for realizing fuzzy inference using dynamic fuzzy rules. Moreover, an on-line parameter training methodology, using the gradient descent method and the Lyapunov stability theorem, is proposed to increase the learning capability. Finally, a comparison between the sliding-mode control, the fuzzy sliding control and the proposed SRFNNC of a wing rock system is presented to illustrate the effectiveness of the SRFNNC system. Simulation results demonstrate that the proposed design method can achieve favorable control performance for the wing rock system without the knowledge of system dynamic functions.