As a "system of systems (SoS)" and "network of networks", SoS is a typical multi-network and cross-domain linkage complex system, involving physical, cyber, cognition and even social domains. SoS experiments are the ways and methods to solve the SoS engineering research problem. Firstly, the SoS' thinking concepts such as wholly thinking, connected thinking, relicense thinking, and gaming thinking are identified in this paper. Secondly, the basic experimental methods such as big data analysis, model assistance, action simulation, and war gaming are summarized. Thirdly, four key issues are put forward which need more attention, namely "multi-focus experimental framework for human-machine synergy", "multi-domain network communication system of systems experimental background", "dynamic real-time monitoring of system of systems capability indicators", and "baseline experimental for multidimensional comparison evaluation". Finally, the possible future development direction of SoS experimental engineering is discussed.
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