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In this paper, we investigate application of Nonlinear Model Predictive Control (NMPC) for controlling thrust of a single spool gas turbine engine. We showcase the development of a nonlinear black-box model based on Weiner modeling approach. The model consists of linear dynamic block parameterized by Laguerre, orthonormal basis functions, followed by a static nonlinear block captured in Artificial Neural Network (ANN). This model is used to predict gas turbine performance and a closed-loop controller is realized using NMPC formulation.