Kaiman filter is well suited for application to the problems of missile guidance and control. In this paper, we make use of the Kaiman filter theory to develop an efficient scheme for estimating the current states of maneuvering targets, and optimal guidance law is applied in order for a high performance index of miss distance. This scheme is designed to suit for tracking several types of target if aircraft can not provide much known information regarding maneuvering targets before launching missile. It is shown how an adaptive filter based on Current Statistical Model can be applied in conjunction with the optimal guidance law to improve system attacking performance and to relax the requirements of maneuvering target acceleration information during tracking and attacking.

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