An Explicit Linear Filtering Solution for the Optimization of Guidance Systems with Statistical Inputs

The determination of optimum filtering characteristics for guidance system design is generally a tedious process which cannot usually be carried out in general terms. In this report a simple explicit solution is given which is applicable to many different types of problems. It is shown to be applicable to problems which involve optimization of constant-coefficient guidance systems and time-varying homing type systems for several stationary and nonstationary inputs. The solution is also applicable to off-design performance, that is, the evaluation of system performance for inputs for which the system was not specifically optimized. The solution is given in generalized form in terms of the minimum theoretical error, the optimum transfer functions, and the optimum transient response. The effects of input signal, contaminating noise, and limitations on the response are included. From the results given, it is possible in an interception problem, for example, to rapidly assess the effects on minimum theoretical error of such factors as target noise and missile acceleration. It is also possible to answer important questions regarding the effect of type of target maneuver on optimum performance.