Do you know if there is any test footage of that anywhere? That's, to me anyway, the second most amazing thing about the sky crane...that I can't find a single frame of it in operation on earth.
Sure the final mission configuration isn't exactly what they would test, but the differences in the sky crane maneuver on Mars and Earth would be relatively easy to factor in (ok, that might be an exaggeration, but its doable). There is a ton of control development that would need to be sorted out so they knew how to integrate it all. For example, I had heard that the primary indicator that the rover had touched down simply watching the throttle on the closed loop flight control system. When it throttled down it meant the rockets were no longer suspending the weight of the rover. If true, I would think you would want to test that quite a bit...
FWIW they tested missile defense 'kill vehicles' on the ground and they will operate at or near orbital velocity in space. The main 'hover thruster' would likely be completely unnecessary in a live exercise:
