A Tutorial on Linear Quadratic Optimal Guidance for Missile Applications

In this tutorial the theoretical background of LQ optimal guidance is reviewed, starting from calculus of variations. LQ optimal control is then introduced and applied to missile guidance to obtain the basic form of LQ optimal guidance laws. Extension of LQ optimal guidance methodology for handling weighted cost function, dynamic lag associated with the missile dynamics and the autopilot, constrained impact angle, and constrained impact time is also described with a brief discussion on the asymptotic properties of the optimal guidance laws. Furthermore, an introduction to polynomial guidance and generalized impactangle-control guidance, which are closed related with LQ optimal guidance, is provided to demonstrate the current status of missile guidance techniques.