A method for assembling a gas turbine engine includes mounting a core engine to a vehicle, coupling a fuselage radially outward and around the core engine, coupling an exhaust nozzle to the core engine to channel exhaust gases discharged from the core engine, wherein the exhaust nozzle includes a cowl and a primary nozzle coupled radially inward from the cowl, and coupling an infrared suppression system in flow communication with the engine exhaust nozzle to facilitate suppressing an exhaust infrared signature of the core engine, wherein the infrared suppression system includes a blocking fin having a substantially U-shaped cross-sectional profile and such that a cooling air flowpath is defined between the cowl and the blocking fin.