Small turbojet engines represent a special class of turbine driven engines. They are suitable for scientific purposes and research of certain thermodynamic processes ongoing in turbojet engines. Moreover such engines can be used for research in the area of alternative fuels and new methods of digital control and measurement. Our research, which is also presented in this article, is headed toward these aims. We evaluate and propose a system of digital measurement of a particular small turbojet engine - MPM 20. Such engine can be considered as highly non-linear large scale system. According to obtained data and experiments we propose different approaches to modeling of the engine with use of analytic experimental and certain methods of artificial intelligence as new methods of modeling of complex systems.