The paper presents the identification of a linearized model of the quadcopter attitude dynamics. The attitude is described by the Euler angles of roll, pitch and yaw. Closed loop identification is performed, when the quadcopter control system operates providing flight stability. The experimental flight data, when the sequence of the sine waves is fed as required value for each angle separately, are used. The transfer functions from the controls, which provide the torques related to the body frame axes, to the Euler angles are obtained via the finite frequency identification procedure. Moreover, components of the rotational dynamics are considered in detail. The unknown parameters of the transfer functions are found by optimization procedure using the experimentally obtained values of the frequency response for the set of test frequencies. The difference in the parameters values of the fixed linearized model structure, identified for two operating points, shows that the tilt angle dynamics is sufficiently nonlinear.