WASHINGTON, April 6, 2009 -- A pilot who allegedly stole a Cessna plane from a Canadian flight school and was pursued for hours across the Midwest by fighter jets, was taken into custody after he landed on a Missouri highway late today and took off running, an FBI spokesman said.

The pilot landed the single engine Cessna 172 on U.S. Highway 60 in Ellsinore, Mo., at approximately 9:50 p.m. ET, and was caught by Missouri State Highway Patrol officers, FBI spokesman Rich Kolko said.

The pilot was identified as Yavuz Berke, formerly known as Adam Leon, a 31-year-old naturalized Canadian citizen who was born in Turkey, Kolko said.

The plane had been escorted by two F-16 fighter jets since shortly after it crossed into U.S. airspace from Canada, and the pilot did not respond to multiple requests that he establish communications with ground controllers.

Burke was apparently treated for depression last Friday and left his girlfriend a good-bye note, Canadian officials told the U.S. government. Berke's vehicle was left at the airport in Canada with the keys still in it.

A Customs and Border Protection aircraft also closely monitoring the Cessna.

The plane entered American airspace over Michigan's Upper Peninsula at 4:23 p.m. ET today and was trailed by the military aircraft since 4:43 p.m. as it flew over Minnesota, south through Wisconsin, Illinois and Missouri.

At one point, the Wisconsin state capitol building in Madison was evacuated as a precaution as the plane flew over the city.

Confederation College in Thunder Bay, Ontario, confirmed to ABC News that one of its aircraft was stolen today and flown out of Thunder Bay International Airport at 2:55 p.m. A college official told a local newspaper that it was believed the pilot was not a student at the school.

"Apparently, somebody jumped over the fence and just jumped into an aircraft," Judi Maundrell, the college's vice president of academics and student services, told the Thunder Bay News Source. "It was sitting as usual parked on the ramp. They keys are in all the aircrafts because students are using them."

NORAD spokesman Michael Kucharek said the F-16 pilots had made visual contact with the pilot and knew that the person flying the Cessna was aware that the F-16s were there. He was "unresponsive to their non-verbal directions and ... not in contact with the FAA controllers," Kucharek said.

FAA officials also said the Cessna's pilot did not respond to repeated efforts to hail him on all radio frequencies.

It was thought the fighter jets might have to shoot down the aircraft if it showed hostile intent, Kucharek told ABC News.

"NORAD pilots, once authorized by higher authority, are authorized to use everything within their power to protect U.S. citizens, up to and including lethal force," he said.

Kucharek said it costs roughly $50,000 per hour/per jet to scramble F-16s. From the time the plane was initially intercepted over Lake Superior near the Michigan upper peninsula until it landed on the Missouri highway, it was followed by two F-16s for more than five hours -- a likely tab of $500,000.

According to the Federal Aviation Administration, the plane was flying for a while at 14,500 feet. Over 10,000 feet the air is quite thin and commercial planes would be pressurized, but the Cessna 172 is not. As a result, the pilot might have suffered from hypoxia, or lack of oxygen, which could have lead to confusion.

The plane later dropped its altitude to 3,700 feet, where there is more oxygen.

Another government official said the plane did not seem to be showing any hostile intent.

"It had opportunities to go into heavily populated areas," the official said, adding that It appeared to veer around, "not going to urban air space."

ABC News' Lisa Stark contributed to this report.