LQG Guidance Law with Bounded Acceleration Command

A novel missile guidance law that is dependent on the conditional probability density function of the estimated states is presented. The guidance law is derived by analyzing an interception scenario in the framework of an linear quadratic Gaussian (LQG) terminal control problem with bounded acceleration command. The nonlinear saturation function is represented by the equivalent random input describing function. Since for the investigated problem the certainty equivalence property is not valid, the resulting controller depends on the measurement noise level and on the saturation limit. In comparison to the classical optimal guidance law (OGL), the maximal value of the effective navigation gain is achieved during the engagement instead of near the terminal time. Thus, the saturation limit is reached earlier so as to have enough time to reduce the guidance errors. Using Monte-Carlo simulations, the superiority of the new guidance law over the classical OGL is shown. This validates the new approach of designing an estimation statistics dependent guidance law by using a random input describing function to approximate the missile's acceleration saturation.