Integrated Estimation, Guidance, and Control System Design Using Game Theoretic Approach

In order to produce a robust coupling between the guidance system and autopilot and improve the target intercept capability, the game theoretic approach is applied to the derivation of an integrated estimation, guidance and control scheme for missile intercept problem. The objective of fomulating the game problem is to find a contoller, combining the guidance law and autopilot controller, which minimizes the final miss distance and the control energy in the worst case of target maneuver and the worst case of measurement uncertainty, and to find an estimator that provides feedback information for autopilot implementation and target tracking information for guidance processing. The controller and estimator obtained from the game theoretic approach form a linear n-dimensional compensator and the controller is solved in closed-form. In a full information and nonmaneuver case, the solution recovers the integrated guidance and control (IGC) law designed by using the linear quadratic optimal approach as presented in [Lin and Yueh, 1984(a)-(c); Yueh and Lin, 1985].