Guidance, and
Control Processing
by ChingFang Li n
Modeling, Design, Anal ysi s, Simulation, and Evaluation ( MD A S E )
Modern Navigation, Guidance, and Control Processing
Advanced Control Systems Design
Integrated, Adapt i ve, and Intelligent Navigation, Guidance, and Control Systems Design
Digital Navigation, Guidance, and Control Systems Design
Modem Navigation,
Guidance, and
Control Processing
ChingFang Lin
American Gh'C Corporation
gig
Prentice Hall, Englewood Cliffs, New Jersey 07632
Library of C o n g r e s s Catalo~lnglnPubllcatlon D a t a
Lln. ChlngFang.
Modern navlgatlon, guldance. and control processing / by C h l n g
Fang Lln.
p . CI.  (Serles In advanced navlgatlon, guldance. and
c o n t ~ o l . a n d thelr appllcatlons : bk. 2)
Includes blbllographtcal references and index.
I S B N 0135962307
1. Fllght control. 2. Guided ntssllesControl systems.
I. Tltle. 11. Serles.
TL589.4.L55 1991
629.10C20 9043009
C I P
Editoriallproduction supervision
and interior design: Brendan M . Stewart
Cover design: Bruce Kenselaar
Manufacturing buyers: Kel l y Behr and Susan Brunke
Acquisitions editors: Bernard Goodwin and Michael Hays
O 1991 by PrenticeHall, Inc.
A Simpn & Schuster Company
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Printed in the United States of America
1 0 9 8 7 6 5 4 3 2 1
ISBN 0 13 59b230 7
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To my family
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Contents
Series Foreword
Preface
Acknowledgments
1 Introduction
1.1 Overview, 1
1.2 Outline/Scope, 8
2 ModelingDesignAnalysisSimulation
Evaluation (MDASE) of NGC
Processing
2.1 LinearlNonlinear Intercept NGC
System, 13
2.1.1 LinearlNonlinear Intercept N G C
Processing, 14
Contents
2.1.2 Modeling and Simulation, 18
2.1.3 Guidance System Classification, 21
2.1.4 Flight Control System ( FCS) and FCS
Sensing, 22
2.2 Target Signal Processing, 23
2.2.1 Targeting, 30
2.2.2 Kinematic/Relative Geometry, 34
2.2.3 Targeting Sensor Dynamics, 37
2.3 NGC System Design and Analysis, 45
2.3.1 Guidance Filtering/Processing, 45
2.3.2 NGC Stability and Pevfovmance
Analysis, 52
2.4 Target Tracking State Modeling, 68
2.4.1 Target Noise and Target Maneuver
Modeling, 68
2.4.2 TwoDimensional Target Tracking
State Modeling, 72
2.4.3 ThreeDimensional lntercept State
Modeling, 74
3 Modem Multivariable Control Analysis
Singular Value Analysis, 78
Sensitivity and Complementary Sensitivity
Functions, 82
Design Requirements, 84
Structured Singular Value, 86
General Robustness Analysis, 89
Robustness of Real Perturbations, 90
3.6.1 StateSpace Model for Additive
Uncertainty, 91
3.6.2 SlateSpare Sing~rlar I/allres, 92
3.6.3 Root Loctrs, 92
3.6.4 A Monte Carlo Comnputation, 94
3.6.5 A Monte Carlo Analysis.for Second
Order Systetns, 95
3.6.6 Stability Margin Comttp~rtatiot~, 98
Monte Carlo Analysis, 100
Covariance Analysis, 102
Adjoint Method, 106
3.9.1 Adjoint P/~ilosophy, 106
3.9.2 Applications, 108
Contents
3.10 Statistical Lzncarization, 11 1
3.10.1 l'c~clrtriq~rc~s and Tools f or Statistical
L~trcartzation, 116
3.10.2 Statistical Litlearization with Adjoint
hlrtlrod, 1 18
3.10.3 Applicatiot~s, 120
3.11 Qualitativc Comparison, 121
3.12 Other l'erformancc Analysts, 124
4 Modern Filtering and Estimation
Techniques
4.1 Linear Minimum Variance Estimation:
Kalman Filter, 128
4.1.1 Discrete Kalman Filter, 129
4.1.2 Contirl~rorts Kalmatr Filter, 129
4.2 Nonlinear Filtering, 133
4.2.1 Estetrded Kalmaw Filter (EKF), 133
4.2.2 Sratisrical Lit~earization
Teclzrtiqrre, 135
4. 2. 3 ~tfrrltiple Model Estirnadon, 137
4.3 Prediction and Smoothing, 138
4.3.1 Prediction, 139
4.3.2 Strroothirrg, 140
4 Kalman Filter Design and Performance
Analysis, 140
4.4.1 Kalrnar~ Filter Desigtl Process, 142
4.4.2 Selectiort of Noise Itltensity
Matrices, 142
4.4.3 Error Analysis, 146
4.5 Operational Considerations, 148
4.5.1 Filter Pevfarmance, 149
4.5.2 Computational Reqtrirements, 149
4.5.3
Absence o f A Priori Information, 153
4.5.4 Filter Divergence, 153
4.5.5 &lodeling Process Noise and
Biases, 156
4.6 Combined Complementary/Kalman Filter
Approach to Estimator Design, 158
4.6.1 FirstOrder Complert~entary/Kalman
Filter, 158
4.6.2 SecondOrder Complementary/Kalman
Filter, 163
4.6.3 ThirdOrder Complernentary/Kalman
Filter, 170
5 Inertial Navigation
Contents
176
5.1 Introduction, 176
5.2 Common Requirements for Inertial
Navigators, 181
5.3 Navigation Computation and Error
Modeling, 184
5.3.1 Coordinate Systems, 184
5. 3. 2 Position and Velocity Generation, 186
5. 3. 3 Dat a Processing, 188
5. 3. 4 IA' S Error Anal ysi s and
Modeling, 188
5.4 Gimballed Inertial Navigation System
(INS), 192
5.4.1 Ginzbal Mechanism, 192
' 5. 4. 2 Iitertial Setisors on the Stable
PlatJorrn, 193
5. 4. 3 Plarfornt Aligrlriient Modes, 193
5. 4. 4 nhvi gat i oi t Mode, 194
5. 4. 5 Systein Ititernal arid External
Integaces, 195
5. 4. 6 Navigatioii Mechanizatiorz and Error
Model , 195
5.5 Strapdown Inertial Navigation System
(INS), 199
5. 5. 1 Generalized Strapdowti
Mechai ~i zat i ori , 199
5. 5. 2 Strapdouwi Navixatiori ~ o r n ~ u t e r , 201
5. 5. 3 Strapdown Coniputer
Requireineiits, 201
5.5.4 Strapdowrl Error Model and
Attalysis, 204
5. 5. 5 Operation Fl ow Diagram, 208
5.6 Comparison and Analysis of Gimbal Versus
Strapdown, 209
5. 6. 1 Fcatitrc Coiiiparisoii, 209
5. 6. 2 h'ai~igatiori Errors Cori~parisoil, 209
5.7 External Navigation Aids, 213
5. 7. 1 Aided l i i er t i ~l ,Vavkatioir
Meckatiizatior?, 213
5. 7. 2 Global Positioi~iiig Systerri ( GP S ) , 215
5. 7. 3 Tactical Ai r hlavigatiorl
( T A C A N ) , 277
5. 7. 4 Lor ~g Range Navigation
( L O R A N ) , 220
Contents
5.7.5 Terrain Contour Matching
(TEHCO.M), 220
5.7.6 Doppler Radar, 225
5.7.7 Star Trackers, 225
5.7.8 Kaln~an Filtering, 226
5.7.9 Kaltnon Filtering Performance, 228
5.8 Integrated Inertial Navigation System
(IINS). 229
5.8.1 I t ~t e ~~r a r e d Sensittcq/Flight Control
Reference Systrtn (ISFCRS), 231
5.8.2 i t ~t e~qrat ed Sensory Subsystetn
( I SS) , 231
5.8.3 Itltecqrared Inertial Sensing Assembly
( I I SA) , 232
5.8.4 Helicopter Integrated Inertial
h'avigation Systern (HIINS), 241
5.8.5 integrated Missile Guidance
Systerns, 245
6 Guidance Processing
6.1 Guidance Processors, 252
6.2 Guidance Mission and Performance, 268
6.2.1 Guidance Pevformance, 269
6.2.2 Pltases of Flight, 279
6.2.3 Operation, 280
6.3
Multiple Mode Guidance Modeling, 298
6.3.1 M~dcourse Guidance, 298
6.3.2 Terminal Guidance, 302
6.3.3 Error Analysis Model
Development, 308
6.4 Guidance Algorithm, 310
6.4.1 Preset Guidance, 310
6.4.2 Direct Guidance Methods, 312
6.5 Guidance Law, 347
6.5.1 LOS An3le Guidance, 348
6.5.2 LOS Rate Guidance, 348
6.5.3 Sensitivity and Cornparison of
G~ridarrce Laws, 373
6.6 SingleMode, DualMode, and Multimode
Guidance, 379
6.6.1 SingleMode Guidance, 379
6.6.2 DualMode Guidance, 380
6.6.3 Multitnode Guidance Applications, 384
Contents
6.7 Defense and Offense Systems, 392
6.7.1 Performance Paratneters, 392
6.7.2 LowAltitude Air Defense
Systems, 397
6.8 Future Guidance Processing, 404
6.8.1 Areas for Teclztiological Advartces in
Signal Processitig, 405
6.8.2 Future Signal Processing for Missile
Guidatlce, 407
7 Navigation and Guidance Filtering
Design
7.1 Target State Estimation, 414
7.1.1 Target Tracking Filter Suiizmary, 416
7.1.2 The Wiener Filter, 420
7.1.3 Kalmatl Filter, 420
7.1.4 The Sitiiplified Kalnlari Filter, 420
7.1.5 AlphaBetaCanima Filter, 421
7.1.6 Modified Maxitn~rmLikelihood
Filter, 424
7.1.7 TwoPoint Extrapolator, 425
7.1.8 Coriiparisori of Targct Trackirrg
Filters, 425
7.2 Practical Navigation and Guidance Filtcr
Design, 427
7.2.1 Guidance Tracking Filtcr, 427
7.2.2 Navigation and Guidance Filteringfor
Position Estiriiatc, 430
7.2.3 Navigatiorr arid Cuidatice Filteritlgfor
Position and Velocity Estitilate, 431
7.2.4 Navigation atrd Cuidarrcc Filterit~gfor
Position, I/clociry, and Accrleratiot~
Estiriiatc, 434
7.2.5 Advatrccd Guidance Filter, 440
7.3 Radar Tracking, 442
7.4 Spacccraft Attitudc Estimation, 444
7.5 Advanccd Navigation System Design, 445
7.5.1 Global Positioning Systetir (GPS)
Acc~rracy Itnpro~~etttcrit, 445
7.q.2 Integrated CPSIIR'S, 457
Con tents
8 Advanced Guidance System Design
8.1 Advanced Guidancc Laws, 468
8.1.1 O~itirttnl Crridatrce Law Survey, 469
8. 1. 2 Atrnlyticnl Solrrtiotr of Optirnal Filters
and Optitnal G~ridatrce Law, 474
8.2 Complenicntary/Kalman Filtered
Proportional Navigation: Biased PNG and
Complcmcntary I'NG, 481
8.2.1 Corttliitted SeekerCzridatrce Filtering it1
a Cottrplettret~tary Filter, 483
8.2.2 Biased PAYC ( BPNG) Algorithm, 486
8.2.3 Cort~plettret~tary PNG ( CPNG)
Alyoritl~trr, 492
8.2.4 Terrtr inal G~ridatlce System
Analysis, 501
8. 3 Other Terminal Guidance Laws, 510
8.4 Radome Error Calibration and
Compensation, 517
8.4.1 Radorne Error Cotnpensntion, 51 7
8.4.2 Gtridowce Perforrnat~ce Analysis with
InFl!qht Radotne Error
Calibratiotr, 520
8.4.3 Des[gtt Equations for PNC with
Parasitic Feedback, 528
8.5 Command Versus Semiactive Homing
Guidance System Design and Analysis, 544
8.5.1 Modeling, 544
8.5.2 MissDistance Analysis for Command
Guidance, 550
8.5.3 Analysis of Optimal Command
Ccridance Versus Optimal Semiactive
Homirlg C~ridance, 557
8.6 Analytical Sol ~~t i on of Optimal Trajectory
Shaping for Combined Midcourse and
Terminal Guidance, 562
8.6.1 Optitnal Trajectory Sllaping
Guidance, 562
8.6.2 Problem Formulation, 563
8.6.3 Attalytic Optimal Gtridance Law, 566
8.6.4 RealTime lmplemetztation and
Pevformance, 578
8.6.5 Discussiotls, 583
Series Foreword
The role played by modern navigation, guidance, and control (NGC) in the de
velopment and advancement of such areas as commercial and military aviation, to
name only two, has continually expanded since its earliest inception in the 1950's.
As this field began to grow and take on added importance, many books were written
dealing mainly with the theoretical aspects of NGC, but most of these were confined
to the earlier years of NGC development. Currently, although NGC system ap
plications continue to take on an everincreasing importance, the availability of
reference books, especially textbooks suitable for graduate level and advanced un
dergraduate students as well as those who practice in the field, has not kept pace.
This series emphasizing NGC systems and their applications is long overdue; in
fact, it has been 30 years since such a series dealing with NGC systems has been
written and available to the academic and ~rofessional communities. Moreover. it
A
is the first ever such series to thoroughly discuss the advanced control system design
(modern multivariable control analysis; robust control; estimation; adaptive control;
nonlinear control; intelligent control; etc.). It comes at a time when concern over
issues such as the status of education and the decreasing number of trained, qualified
professionals in this country is a t an alltime high. It is against such a background
that the present series was conceived to assess stateoftheart systems and control
theories, and engineering applications of advanced NGC systems. Another purpose
of the series is to develop future research agenda and at the same time encourage
xuiii Series Foreword
discussions in those areas that do not always find the systems and control community
in complete agreement.
The series provides a comprehensive coverage of the latest NGC technology
as follows. The first book begins by introducing the various applications of NGC
systems, after which it provides a thorough, fundamental treatment of what is con
sidered the five most important stages in NGC system development: modeling,
design, analysis, simulation, and evaluation (MDASE). The second book in the
series takes up the subject of advanced estimation and guidance systems design, as
well as NGC processing. The third book is concerned with the subject of advanced
control system design, with particular emphasis placed on the topic of flight control
system (FCS) design. The topics that constitute the fourth book include integrated,
adaptive, and intelligent NGC systems design, while the fifth book is devoted com
pletely to digital NGC systems design. Although most of the material in these five
books is selfcontained, there is a natural progression in the series as a whole toward
more advanced topics. For example, much of the material in the second book actually
serves as a prelude to the third, fourth, and fifth books.
These books are the result of several years of experience gained on the part of
the authorleditor both as a professor at the university level and as a practitioner in
the field. It is believed that this series will provide invaluable insight and instruction
to students, mainly at the graduate level but also to advanced urldcrgraduate students,
as well as to those engineers who work directly or indirectly in the field of NGC
system design and applications. In addition, this series is intended to provide both
engineers and managers with the advanced NGC knowledge and concepts necessary
to make correct decisions concerning the best NGC system design in a particular
situation.
Preface
It is very likely that few people who labor in any scientific discipline are unaware
of the contributions of advanced navigation, guidance, and control (NGC) theory
to aerospacerelated programs. I t is, however, equally unlikely that many are aware
of the dramatic impact of this field on such diverse areas as medicine, industrial
manufacturing, energy management, and chemical engineering. While its broad
range of applications would at first appear to indicate that advanced NGC theory
is enjoying an immense popularity in scientific and academic settings in general,
this unfortunately turns out not to be the case. It is felt by many experts that many
of those in the aerospace field in particular either are content to rest on the laurels
surrounding the success of NGC theory developed in the 1950's and 1960's or have
become so conservative in their design philosophies as to be unduly apprehensive
about using advanced NGC theory. The latter appears to be especially true in the
area of aviation.
The author is quick to point out, however, that the NGC field itself is some
what responsible for many of the misperceptions on the part of those who are not
convinced of the usefulness of advanced NGC theory. More than a mere shadow
of doubt has been cast on the usefulness of this theory as a result of its having taken
xx Preface
a much too mathematicallyoriented turn almost immediately after the theory was
first applied in the solution of practical problems. It is the author's opinion that,
while NGC theorv is built around a rather beautiful framework of mathematics. its
primary emphasis'must nonetheless always bk placed on solving engineering prob
lems of great practical importance. NGC technology has always been the focal point
of aerospace engineering and automation research and development. A combination
of theoretical concepts, the rapid evolution of computer and microelectronics tech
nology, and the continued refinement of sensor and actuator technology has con
tributed to its advances. This book examines the role of modern NGC processing
in the design of advanced NGC systems.
This volume places major emphasis on the practical applications of advanced
NGC systems, treating the subject more from an engineering than a mathematical
perspective. Nevertheless, theoretical and mathematical concepts are introduced and
adequately developed to make the book a selfsufficient source of instruction for
readers. The intent of this book is to enable readers to achieve a level of competence
that will permit their participation in the practical applications of modeling, design,
analysis, simulation, and evaluation (MDASE) to advanced NGC systems. The book
presents basic as well as advanced algorithms. A wide range of examples culled from
various applications are provided to meet the needs of the different levels and types
of readers, extending from issues requiring only a rudimentary knowledge to those
involving avantgarde research. Morever, problems in the text span from those that
concern only NGC to those that are interdisciplinary, and ultimately to those that
encompass the entire systems and control field.
An outline of the topics presented in this book is given in Fig. 1. Following
the Introduction (Chap. I ) , the text is organized according to five principal topics:
MDASE of NGC Processing (Chap. 2), Modern Multivariablc Control Analysis
(Chap. 3), Design Algorithms for Advanced NGC Systems Design (Chap. 4). Fun
damentals of NGC Processing (Chaps. 5 and 6), and Advanced NGC Systems De
sign (Chaps. 7 and 8). Each of these is in turn divided into a number of subtopics
that discuss the relevant theories, algorithms, and computing tools related to their
applications in advanced NGC systems. Referring to the outline organizing the five
principal topics covered in this book, only those subtopics that are connected by
solid lines are treated in this book. Those subtopics that are connected by broken
lines are treated specifically in the books referenced under them.
The numerous examples that are included in this book are supplemented by
a liberal use of rcferenccs, thus making it easier for the reader to get access to a
tremendous body of literature it] this field. As noted by one rcvicwer, there are no
comparable books currently on the market that prcscnt in a usable format such a
complete collection of practical tools that are applicable to real world problems.
Moreover, the organization of thc material coupled with comprchensive examples
make this book well suited to selfteaching, bridging the gap betwccn thc theoretical
and the practical.
Preface
Introduction
ModelingDesignAnalysisSimulationEvaluation
(MDASE) of NGC Processing
I
    
Hodern Multivariable
1
Performance
Control Analysis
    
rn 1
Modern Filtering Advanced Adaptive NGC KnowledgeBased
Design and Estimation Multivariable I Systems: Detection and NeuralNetwork
for Advanced NGC Techniques Control Design I and Identification
Approaches to
Systems Design (Chap. 4) Techniques (Book 4)
Systems Control
I
(Book 4)
      1
  
Fundamentals of
1
Guidance Processing Flight Control
NGC Processing Processing
(Bogk 3)
  
7
Design
Navigation and Guidance Filtering Design
(Chap. 7)
+
Advanced Guidance Systems Design
+
Advanced Flight Control System Design
(Book 3)
I
r
7    C   
1
Integrated, Adaptive, and Digital NGC Systems Design
Intelligent NGC Systems Design (Book 5)
(Book 4)
Figure 1. Modern Navigation, Guidance, and Control (NGC) Processing
Acknowledgments
The number of people who have lent assistance in one way or another to this book
is too great to allow me to thank each one individually. 1 am indebted to each person
who has contributed to making this project a success, but I feel that I must ac
knowledge a few individuals by name for their support and effort during the count
less hours spent on this project. My first acknowledgement goes out to my staff at
American GNC Corporation (AGNC) who have assisted me as follows: Chun Yang
and Jerry Juang have provided important technical input, while Jim Wright has
spent many hours editing the manuscript. Special thanks are due to Kylie Hsu and
Janet Young for their involvement in designing, planning, coordinating, and pre
paring the entire manuscript, including word processing and numerous original
pieces of computer and manual artwork. I am also grateful to William R. Yueh for
his technical advice.
Several of my colleagues and friends have provided invaluable technical as
sistance. I specifically want to acknowledge William H. Gilbert of Martin Marietta
Electronic Systems who, through his ardent support and encouragement of this
project, made this impossible task appear less so at times. I am deeply touched by his
unselfish giving of his time in the overall guidance and input to this project. I am
xxiv Acknowledgments
am also indebted to J. Stanley Ausman of Litton Guidance and Control Systems
Division who has greatly improved the quality of Chapter 5. Dr. Ausman is an
authority on the subject of this chapter and has coauthored a book on Inertial
Guidance (Wiley, 1962). I would also like to thank him for granting me permission
to adopt his lecture notes in Tactical Aircraft Weapon Delivery Systems.
I also want to express my gratitude to Gary Hewer of Naval Weapons Center,
HsiHan Yeh of WrightPatterson Flight Dynamics Lab., and Keqin Gu of Southern
Illinois University for their painstaking effort in reviewing Chapter 3. T. Sen Lee
of MIT Lincoln Lab., is also appreciated for his effort in reviewing Chapters 4
and 5.
A very special note of thanks goes out to Bernard Goodwin, VicePresident,
Professional and Technical Reference Publishing of Prentice Hall, who has taken
on the task of publishing this book and has continued to support enthusiastically
throughout this project. I would also like to extend my appreciation to Michael
Hays, Executive Editor and Assistant VicePresident, Professional and Technical
Reference Publishing of Prentice Hall, for his constructive advice and his special
interest in this project. Also deserving special mention is Brendan Stewart, Pro
duction Editor of Prentice Hall, for his excellent job throughout the production
process. I am equally obliged to other Prentice Hall personnel who have participated
behind the scenes in the different stages of this book project.
Finally, I would like to acknowledge those individuals and organizations that
have permitted me to reprintladapt portions of their outstanding work in order to
make this book a wellrounded source of information. They include (in alphabetical
order): AACC, AGARD, AIAA, Arthur Gelb of TASC, Frederick W. Hardy of
Hughes Missile Systems Group, Robert J. Heaston of GACIAC, Kaz Hiroshige
formerly of General Dynamics Convair Division, IEEE, Johns Hopkins APL Tcch
nical Digest, Robert J. Kelly of AlliedSignal Aerospace Co. , Litton. James A.
McLean of the U.S. Army Missile Command, Pergamon I'rcss, Rockwell Inter
national Collins Avionics Division, and SCS International.
Modern Navigation,
Guidance, and
Control Processing
Introduction
This chapter provides an overview of advanced navigation, guidance, and control
(NGC) design. The text is oriented to the applied rather than the theoretical aspects
of the subject matter. Although advanced techniques are discussed, the contents are
presented in such a manner as to also provide a simple and interesting picture of
the central issues underlying both classical and advanced control theory and the
practice of the NGC modeling, design, analysis, simulation, and evaluation
(MDASE) process.
1.1 OVERVIEW
The objective of this book is to provide both engineers and managers with the
advanced NGC knowledge and concepts necessary to make sensible decisions con
cerning the best NGC system design in a particular situation. It will hopefully serve
as a useful source of information for NGC systems designers by providing them
with ideas for the solutions of current problems and future designs, as well as in
formation about the problems encountered with microprocessorbased systems, mi
croelectronics, aerodynamics, structures, propulsion, sensing, actuation, target ac
quisition, and weapon systems. In an attempt to achieve such an objective, this book
demonstrates practical tools that are realistically applicable in the work area.
2 Introduction Chap. 1
The development and applications of presentday systems and control theory
were spurred on by the challenge of unsolved aerospace problems, especially by the
series of events that has occurred since the late 1950s. Therefore, it is beneficial to
review the development of systems and control theory since that time. The jolting
success of the Soviet Union's satellite technology during that time inspired the
United States to excel in aerospace technology, thus giving birth to an entire new
generation of support for the field of systems and control. This in turn led to success
with regard to solving urgent aerospace problems. The emergence of the Apollo
program in the 1960s restored confidence in systems and control research and pro
vided opportunities for conceptualized systems and control theories to be trans
formed into actual practical NGC system designs. Among the more wellestablished
concepts that found great applicability to solving real engineering/control problems
in the 1960s are the recursive minimum variance estimator, often referred to as the
KalmanBucy filter, the LQG technique, the time domain concepts related to the
fields of linear algebra and probability, and the KelleyBryson variational optimi
zation procedure. Research into this last area proved particularly fruitful, as it re
sulted in the successful design of optimal trajectories for several space missions. In
particular, the Apollo program and space shuttle flights that followed benefitted
greatly from the application of optimal control theory. The contributions of Kalnlan
filtering to the Apollo program represent yet another nlilestone for the emerging
control theory of the late 1950s and early 1960s. The Kalman filter was implemented
using a squareroot algorithm in the measurement of stars taken by the astronauts
with the aid of a sextant. Both optimal control theory and Kalman filtering provide
tangible examples of the cruc~al role played by control science in important programs
such as the Apollo project.
As a result of its early success in solving mainly aerospacerelated problems,
NGC theory soon found application in such diverse areas as mcdicine, industrial
manufacturing, and energy management. For example, two French researchers werc
able to formulate the problem of treating certain cerebral edemas or malignant brain
tumors by the simultaneous administration of vasopressin and cortisone into a non
linear rnultivariable control problem. The treatment resulting from their work is
currently used in the neurosurgery clinic of the Hbpital de la Pitie in Paris [Fleming,
19881. Although examples of this type demonstrate the profound impact of control
theory in general, and are not altogether rare, it remains true that the majority of
progress in NGC research and development continues to find its greatest application
in aerospace.
The preceding historical account is provided to illustrate the emergence of
advanced NGC systems and their applications. The emergence of the various NGC
methodologies contributed significantly to progress achieved in the development of
stateoftheart systems and control theories in the 1960s. Unfortunately, it was not
long before the development of the NGC system became too mathematically ori
ented in spite of the pressing need to solve many remaining practical problems. I t
would appear reasonable that the obligation of the NGC engineer should be first
to commit to solving practical NGC problems [Ho, 19871. In the course of carrying
Sec. 1.1 Overview 3
out such an obligation, thc cngincer will oftcn discover relevant theorics that surface
spontaneously. While theoretical discovcries of this type often allow thc engineer

to conduct furthcr systcm research, it remains impcrativc for professional engineers
to commit themselves to solving what are considered to bc rcalworld problems.
Very oftcn, practicing engineers encounter difficulty in just understanding the
theorics presented at conferences and in journals, not to mention applying them.
What is at issue here is not a debate of the merits of theory versus those of applied
technology. Rathcr, thc issue is onc of determining an effcctivc way to build a
practical NGC systcm; understanding an csotcric NGC theory is of sccondary im
portance. While there is currently an abundance of NGC problems waiting to be
solved, along with a whole assortment of tools capable of attacking these problems,
diminished funding in this area hinders further development of NGC technology.
In order to recapture the strong financial support for NGC research of the 1960s,
the NGC engineering community must first be seriously committed to attacking
those immediate ~ract i cal NGC ~r obl ems that remain outstanding. In the absence
"
of such a first step, any practical system and control theory is not likely to be
developed, as evidenced by the slow progress of NGC technology in aerospace. To
highlight this fact, NGC tcchnologv used in the Apollo project was later directly
applicd to the space shuttle with hardly any new development. As a result of the
diminishing research effort in the NGC discipline since the Apollo era, scarcely any
systems or control theories have proven valuable enough for practical use in NGC
systems.
The extent to which system and control theories have facilitated the clarifi
cation of various NGC problems and issues cannot be overemphasized. However,
the NGC engineering field still faces several practical problems, one of which in
volves the question of identifying the basic reason for the gap between theory and
practice and recommending a means to close this gap for the sake of advancement
in the NGC field. In light of this, the impetus behind this book is an attempt to
bridge the gap between theoretical arguments and the practical needs of the NGC
community by providing detailed discussions and practical examples of MDASE
in this area. A more detailed treatment of the MDASE cycle is given in Book 1 of
the series. Because experimental and theoretical aspects of NGC system research
both represent integral parts of systems and control science, it is essential to consider
NGC theories and physical systems together. If an NGC system of a flight vehicle
or robotic system is carefully modeled, it usually serves as a strong foundation for
the design process which, in turn, leads to analysis and simulation for validation.
The final step of the procedure involves evaluation. Thus, the MDASE cycle is an
important process in yielding practical results. Through demonstrations of the var
ious techniques and examples in this book, the author hopes to shed light on and
unravel complicated systems and control theories, and to translate them into practice.
Before they can be brought into the operational stage, advanced NGC algo
rithms must pass through a developmental stage involving several years of studies
and experiments. Through organizing sessions, panel discussions [Lin, 19831985;
Lin et al., 1986; Lin and Speyer, 19851, and workshops [Lin, 1987; Lin and Franklin,
4 Introduction Chap. 1
19901 on aerospace vehicle NGC systems for the Amcrican Control Conference and
the IEEE Conference on Decision and Control over a period of several years, the
author has been able to keep abreast of the current trends in NGC technology and
to understand its practical needs in different situations. Thus, the author is able to
provide a diverse range of advanced NGC techniques in the book which the reader
can then apply to various areas of NGC with competence, developing the best
intuitive design. Since all flight vehicles and robotic systems share the same NGC
techniques, the techniques presented in the book are applicable to these complex
dynamic systems. Applications presented throughout the book and techniques for
these applications are summarized in Book 1 of the series. In addition, appropriate
applications are embedded throughout the text to enhance the reader's understanding
of the techniques presented.
Importance of advanced NGC concepts and their impact. Ad
vanced NGC systems, although designed so that machines might interact effectively
with the elements of nature, rely on human elements for their continued progress
and success. The beginning of this chapter highlights the role played by control
theory in the success of the Apollo project. The successful development of modern
flybywire aircraft such as the F16 fighter jet can also be credited largely to control
theory. And while modern manufacturing is becoming increasingly dependcnt on
highly accurate process and machine control, it is an unfortunate circumstance that
the continuous contributions that are made in NGC technology and the resulting
achievements go largely unappreciated by the broader scientific and engil~ccring
communities. The way it1 which NGC technology is isolated from the othcr tech
nological disciplines in governmental, industrial, and academic settings is vcry ap
parent [Speyer, 19871. Consequently, the acrospacc industry has not fully rcalizcd
the potctltial of NGC tech11010gy it1 acrospace systems, and progrcss in this area
especially continues to be delayed. This situation will continue unabated so long as
those involved fail to grasp both the importance of making progress in the area of
advanced NGC technology and the relation of this tcchnology to vital functions in
certain acrospace projects. For example, in certain commercial aircraft projects,
advocates of new methodologies for enhancing safety and ride quality performances
are for the most part ignored. While this can be partially attributed to thosc who
prefer conventional dcsign approaches such as the root locus or othcr classical tech
niques, some of the blame must be laid on inadequately trained pcrsonncl, many
of whom lack a complcte understanding of thc basic principles of modcrn and ad
vanced control tcchniqucs. At~othcr reason for this is that thc designers of these
commercial transports dcpcnd entirely on the aerodynamic dcsign to improve ve
hicle stability and efficiency, and totally ignorc the merits of advanccd NGC systems
design.
Those who are usually quick to criticize techt~ological advance have always
been skeptical about the complex and unreliabic nature of new technology, doubtirlg
the wisdom of investing so much trust in the capabilities of ncw tcchnology. How
ever, competition and survival dcpend on technological advatlcc. I t xvould bc a grave
Sec. 1.1 Overview 5
error to halt technological advance just becausc some inconvcnicnces arise at the
beginning of each new era. Despite the fact that any criticisms can generally be
found to be true in the short term, the longterm positive contributions that advanced
technology has to offer should be emphasized. After a new era of technology has
set in, new systems perform more complex tasks and become less expensive than
their archaic counterparts. The reliability factor, that is, the mean time between
failures, also improves several times over that of older technology of similar com
plexity. The cost does not increase as much as the cr~tics argue, as evidenced in the
recent shift between the technologies of the 1970s and 1980s. Spccifically, in the
weapon systems field, the gains have measured up to the cost. Therefore, critics
can discard the notion that new technological concepts are not important [Deitch
man, 19871.
In the realm of aerospace, unlike other technologies such as aerodynamics,
structures, and propulsion, advanced NGC technology has yet to distinguish itself
as an essential discipline. There are two main factors that account for this predica
ment. First, NGC technology in aircraft development has been traditionally ac
corded a secondary role. This is because many of those who direct large aerospace
programs are unacquainted with the important role of advanced NGC technology
~ ~
and its impact on aerospace. Second, no hardware or other tangible entities are
produced by NGC technology; whereas, shapes are formed by aerodynamics, de
livered by structures, and driven by propulsion [Speyer, 19871. Therefore, NGC
technology has barely been utilized in any of the aerospace vehicle design processes
with the exception of the Apollo project. According to the author's knowledge,
only a few newly developed European commercial airplanes employ advanced con
trol laws. Faulty instrumentation and inadequate computational capabilities rein
forced the negative view of NGC technology in the past, but even with the rapid
improvements existing in the present this view still persists.
To reap the benefits of advanced technology, timely investments in the pursuit
thereof are crucial. Most people cite only the recent progress in military technology.
However, new technology must be applied to the commercial arena as well if eco
nomic dominance is to be possible. For example, airlines tend to purchase ultra
modern airplanes from companies employing more advanced technical sophistica
tion. From this viewpoint, Airbus, the European company, is a commercial success
story. It is actively involved in investigating NGC issues and incorporating new
NGC technology into its products as well as its human resources. Thus, research
and development (R&D) of advanced NGC concepts cannot be stressed enough.
It is important that advanced NGC design concepts enter early in the design
phase. The earlier engineering errors are detected, the less severe future costs and
schedule delays will be. An example of this type of situation is brought into focus
in the now famous article entitled, "Probing Boeing's Crossed Connections" by
Karen Fitzgerald in the May 1989 issue of IEEE Spectrum, in which the author writes:
"By the end of Uanuary], the [FAA] had received 12 more reports of crossed wires,
not only on 757s, but on 737s, and not only on cargo fireextinguishers, but on
engine fire extinguishers, and one case of crossed wires from engine temperature
sensors. . . . As of March 17, the FAA had received 66 more reports of bungled
6 Introduction Chap. 1
wiring and plumbing in fireprotection systems on all four classes U737, J747, J757,
J7671 of aircraft."' If it is possible to make such errors in those systems which are
by no means as complicated as an NGC system, then errors in more complicated
systems will certainly result unless advanced system concepts coupled with the
proper quality control techniques are utilized.
As shown in Figure 1la, the overall cost resulting from engineering error
increases dramatically as time progresses. Therefore, errors detected early can dras
tically reduce the overall cost. Although engineering R&D design and analysis con
stitutes only approximately 15 percent of the entire project cost, as high as 90 percent
of the overall cost of the project may rely on R&D results, as illustrated in Figure
1lb. Therefore, inadequacy or errors in the R&D design and analysis due to in
a) Cost
Detection of
)Engineering Error
1 2 (Normalized Year)
Cost Resulting From Engineering Error Increases
Dramatically As Time Progresses
Therefore Errors Detected Early Can Drastically
Cut Down The Overall Cost
b, Cost
OPS: Operating Cost
MAN: Manpower cost
R&D: Research 8: Development Cost
Life Cycle CDst = OPS t MAN t R&D
Figure 11 Cost lnvolvemcnt
I
Karen Fitzgerald. "Probing Bocing's Crosscd Connections." IEEE Spccfrurn. May 1989. p 33.
experience or other conservative factors can often lead to a drastic increase in the
overall time and cost. Quoting from the same article, the author writes, "A Boeing
engineer who asked that he not be identified said a too ambitious schedule for the
new 747400 aircraft has caused wiring errors so extensive that a prototype had to
be completely rewired last year, a $1 million job. . . . In a technology that can
tolerate few errors, the crossed connections raise the specter of undetected errors in
other parts of aircraft. "'
Each new II&D assignment presents additional challenges which will tax the
skill and ingenuity of ~ ~ C  N G C design engineer and will only be solved through
hard work, experimentation, and tests. Hence, each new assignment must be ana
lyzed on its own merits, and past practices and methods must not be allowed to
stifle new ideas and concepts. Both the past and the present must never forget the
common denominator for all designs, which is the human element. Unfortunately,
in advanced technology, undue conservatism often hinders progress. Ironically, the
objective of any technology should be to go beyond the current state of design
concepts.
The NGC field, although relatively new, is currently in an excellent state. I t
is responsible or substantial contributions to engineering, science, and economics
as well as the standard of living in the United States and other countries. One of
the main contributions of this text is a new perspective of the NGC system whereby
the NGC system's interaction with other disciplines will establish the basis for truly
innovative problem formulations and methodologies. Methodologies used through
out the book are practical and have been employed in the designing and testing of
NGC systems. In the past, classical designs were generally used for NGC of unaug
mented dynamic systems. Thus, some designs covered in the book are inevitably
related to the classical approach. However, modern stateoftheart NGC system
design for highly augmented dynamic systems, which is rapidly gaining popularity,
plays the principal role in the design methodologies used in the book. Integration
of NGC designs with various engineering automation and signal processing systems
are the ultimate goals of this advanced technology. The intention, therefore, of this
book and Books 35 of the series is to meet this challenge.
Advanced NGC systems. It is apparent that the usefulness of advanced
NGC systems has infiltrated the modern world. In the modern aerospace field, NGC
designers must be thoroughly equipped to handle NGC systems problems and able
to draw on a rather sophisticated knowledge base encompassing many diverse fields;
in particular, they must draw on their indepth knowledge of modern dynamics
and MDASE techniques (see Book 1 of the series). They must also understand the
finer interactions between systems and components in their nonlinear operational
range. Thus, it is natural for them to appreciate the fact that an NGC system should
be designed as an integrated system. Additionally, they must consider the wide
range of applications of modern digital, analog, and hybrid computers. Very often,
* Ibid.. p 3435.
8
Introduction Chap. 1
more sophisticated analytical and computational tools are required to properly model
NGC systems. The advantage of new technologies can be utilized to the fullest
extent through the advances of new mathematics, analysis, and computation. For
example, NGC system scientists and engineers are now more actively involved with
the designing and manufacturing of microprocessor/microelectronic chips and com
puters in addition to interfacing with t h md y n a mi c s , structure, propulsion, sens
ing, actuation, target acquisition, and weapon systems.
1.2 OUTLINWSCOPE
As shown in the Preface, in Figure 1 labeled Modern Navigation, Guidance, and
Control (NGC) Processing, the five primary topics that make up this book are: (1)
MDASE of NGC processing (Chapter 2); (2) modern multivariable control analysis
(Chapter 3); (3) design algorithms for advanced NGC system design (Chapter 4);
(4) fundamentals of NGC processing (Chapters 5 and 6); and (5) advanced NGC
systems design (Chapters 7 and 8). Of the subtopics that appear alongside each of
these five main categories in the figure, only those that are connected by solid lines
are treated in this book. Those subtopics that are connected by broken lines are
treated specifically in the books referenced after them.
MDASE of NGC processing. For the purpose of continuity, the first of
the five main topics, as shown in Figure 1, deals with MDASE of NGC processing
in Chapter 2, highlighting some ofthe key features of Book 1. In particular, Chaprer
2 summarizes the major stages in the evolution of the design and development
process.
Modem multivariable control analysis. Modern multivariable control
analysis, which is the second of the five primary topics as shown in Figure 1, is
mainly concerned with the analyses of robustness, performance, dynamics, and
stability. Chapter 3 deals specifically with robustness and performance analysis.
Robustness analysis is particularly important for examining multivariable control
systems design. Performance analysis, which is taken up in the later part of Chapter
3, includes the various statistical methods used in the analysis and synthesis of any
modern NGC system. The subject of stability and dynamics analysis, which is
threaded throughout this book, is one of the principal topics in Book 1 of the series.
The performance predicted by advanced control theory is rarcly achieved when
designing and developing an NGC system. A detailed analysis of NGC systems
must therefore include a treatment of the actual hardware equipment, citing those
characteristics that tend to limit system performance. The most difficult aspects of
analyzing NGC loops (at least, in missile applications) include, but are not lirnitcd
to, estimating their stability, determining their accuracy, and finding the trajcctory
of the pursuer vehicle along with the normal and lateral accclcrations necessary to
achieve that trajcctory for varying types of targct motion. Thc theoretical and cx
perimental techniques for treating these problems are presented in Chapters 2 and
3 in this book, and in Book 1 of the series.
Design algorithms for advanced NGC systems. The methods that
together constitute the third of the five main topics listed in Figure 1, design al
gorithms for advanced NGC systems design, arc listed with this category in the
same figure. The first of these, modern filtering and estimation techniques, is cov
ered in Chapter 4, while advanced multivariablc control systems design techniques
are the subject of Book 3. The last two topics in this category, adaptive NGC systems
(detection and identification) and knowledgebased and neural network approaches
to system control are given special treatmcnt in Book 4 of the series.
I t is worthwhile at this point to examine the hierarchical and interactive re
lationships among the different design techniques mentioned previously that make
up the design algorithms for advanced NGC systems. These techniques provide a
methodology for selecting successful NGC systems and integrating them according
to the mission requirements of a particular vehicle. The primary focus of this par
ticular treatmcnt of design algorithms is to describe presentday components, sys
tems, and synthesis techniques from the systemintegration point of view. The goal
is to demonstrate how to analyze and select an NGC system to meet a set of per
formance requirements when the vehicle maneuver and dynamic environment are
specified. The various techniques which make up the design algorithms are arranged
in hierarchical order in Figure 12a. From the figure, it can be seen that modern
Modern Filering and Estimation
(Chap. 4)
+ +
Advanced Multivariable Adaptive NGC System
Control Design Techniques Design Twhniques
(Book 3) CBook 4)
v v
KnowledgeEased and NeuralNetwork
Awroacha to Svstems ConUol
Figure 12 Design Algorithms for Advanced NGC Systems (a) Hierarchical Re
lationship (b) Advanced NGC Systems
10 Introduction Chap. 1
filtering and estimation techniques represent the starting point in the use of design
algorithms. Results from the application of these techniques are then used for both
advanced multivariable control and adaptive NGC system designs; however, adap
tive NGC techniques are also used to iterate or improve upon the multivariable
control design. The results from the application of these last t wo techniques serve
as input to the design of a knowledgebased and neural network intelligent system.
The interactive relationships between components and techniques are depicted in
Figure 12b. This figure illustrates how the design algorithms are made more in
telligent by incorporating a knowledgebased and neural network approach to NGC
system design. Ultimately, an NGC system is designed to accurately control the
outputs of a system whose dynamics contain significant uncertainties. This involves
the following fundamental processes and their associated algorithms: (1) modeling
ofthe system based on physical laws (see Book 1 ofthe series); (2) systern identification
based on experimental data (presented in Book 4 of the series); (3) signal processing
of the output by filtering, prediction, state estimation, and detection (modern fil
tering and state estimation are presented in Chapter 4, while adaptive NGC systems
detection is presented in Book 4 of the series, and digital processing is presented in
Book 5 of the series); and (4) synthesizing the control input and applying it t o the
system (advanced control theory is presented in Book 3).
NGC processing. Referring again to Figure 1 of the Preface, the fourth
of the five main subjects which comprise this book deals with NGC processing. As
indicated in the figure, NGC processing includes as subtopics navigation. guidance,
and flight control processing. The first of these, navigation processing, is covered
in Chapter 5 . Guidance processing is treated in Chapter 6, while flight control
processing is presented in Book 3 of the series. In the course of the last three decades,
NGC systems have evolved from a state in which they existed only in the imagi
nation to their current state in which they are very much a part of reality. Both
military and commercial aviation, as well as other fields including automation and
manufacturing, owe a good deal of their success and technical advancement to the
parallel advancement in the area of NGC systems. I t can readily be said that the
development of NGC systems and techniques, which in their infancy often led to
, 
unpredictable accuracy and reliability performance, has been most successful, es
pecially when examined in light of the often extreme environmental conditions to
which the components of these systems are typically subjected. Figure 13 gives a
block diagram representation of all the signal processing elements that are needed
to perform the functions listed in the previous paragraphs. Each block in the diagram
additionally lists the corresponding chapter number where the individual elements
are treated in more detail. It can be seen from the figure that NGC proccssing
involves several processors, each of which must function individually as well as in
unison with others.
Advanced NGC systems design. This constitutes the last of the five
main topics covered in this book. Looking once again at Figure 1 of the Preface, it
Feedback Sensing Information
I I I
Tracking Sensing Information
I
+ +
Guidance Control Signal State
Target Tracking Algorithms Reconstruction/Estimation Estimate
(Chap. 7) (Chap. 6) (Book 1 )
I I
Steering Signal and Attitude Information
Control Surface

Deflection Commands
Advanced
night
Control
System
(Books 1, 3,4, 5)
I Advanced
Navigation
System
(Chap. 5)
Navigation
Information Data
ManintheLoop Commands
(Controls & Displays)
        
Vehicle Motion
4
Guidance Estimator
System (Chap. 4; Books 1, 3,4, 5)
(Chap. 8)
Figure 13 NGC Processing
Guidance Commands
b
12 Inhroductlon Chap. 1
can be seen that this topic is concerned with the following subjects: navigation and
guidance filter design (Chapter 7); advanced guidance systems design (Chapter 8);
and advanced flight control system design (Book 3). These subjects prepare the
reader for the actual design of integrated, adaptive, and intelligent NGC systems
design, presented in Book 4 of the series, and of digital NGC systems design,
presented in Book 5 of the series.
ModelingDesign
AnalysisSimulation
Evaluation (MDASE)
of NGC Processing
It is brought to the reader's attention at this point that a very broad picture of the
modelingdesignanalysissimulationevaluation (MDASE) cycle of the NGC sys
tem has already been put forth previously in Book 1 of the series. In order to allow
for smooth discussions of the modern NGC processing tasks and for highlighting
the way in which NGC processing gets involved in the MDASE cycle, advanced
NGC concepts must first be examined. The examples chosen in the following dis
cussions serve to introduce various parameters and functions of NGC processing
with respect to particular applications.
2.1 LINEARINONLINEAR INTERCEtT NGC SYSTEM
The conventional approach taken by design engineers to the avionics has been to
break up the avionics into three distinct and independent systems: the navigation,
guidance (midcourse andlor terminal), and flight control systems.
Navigation system. The navigation system functions to provide position,
velocity, and attitude of the vehicle with respect to a reference coordinate frame.
Using highaccuracy gyros and accelerometers, it is conventionally configured as
an inertial system in either a gimballed or strapdown mode.
14 MDASE of NGC Processing Chap. 2
Guidance. From the perspective of a control system, guidance is a matter
of finding the appropriate compensation network to place in series with the plant
in order to accomplish an intercept. In order for the pursuer t o impact a maneu
verable target with little miss distance, guidance uses the principles of feedback
control. The purpose of the guidance system is to determine appropriate pursuer
flight path dynamics such that some pursuer objective might be achieved efficiently.
The guidance system decides the best trajectory (physical action) for the pursuer
based on its knowledge of the pursucr's capability, target capability, and desired
objectives. In many applications, the guidance system is designed so that it makes
use of an inertially stabilized tracker (for example, seeker) that directly measures
the angular rates between the pursuer and its target in a fixed coordinate frame. The
function of the guidance computer is to mathematically integrate the separate func
tions of navigation and the flight control system (FCS).
FCS. The function of the FCS is to control the pursucr in pitch, yaw, and
roll motion. The FCS executes the guidance commands and stabilizes the pursuer
in flight. The FCS, upon receiving commands from the guidance law, then issues
its own commands to the appropriate aerodynamic andlor thrust controls of the
pursuer so that the guidance command can be properly executed. It is usually con
figured as a system equipped with lowaccuracy inertial components (gyros and
accelerometers). Small tactical missiles and most large transport vehicles often have
openloop control instead of the more complex FCS control.
2.1.1 LinearlNonlinear Intercept NGC Processing
Guided weapons or missilcs are normally guided from shortly after launch until
target intcrccption. The NGC systcrn supplics stccring commands to aerodynamic
control surfaces or corrccting clemcnts of the thrust vector subsystem to maneuver
the weapon to its targct and to make it possible for the weapon to intercept moving
targets. The guidance process, which is ruled by signal proccssing algorithms im
plcmented in the NGC system, a prcset flight program, or both, is essentially a
feedback control systcrn where the pursuertarget engagcmcnt is considered part of
the NGC loop. Thc NGC loop consists of the guidance systcnl together with dy
namic controls. Elc~ncnts of this loop include an information subsystem, control
clcmcnts, an opcrator, and pursucr dynamics. The components for the NGC systcrn
arc shown in Figurc 21 in which the ovcrall control of thc pursucr is dividcd into
two or lnorc loops. The main control loop in thc diagram is thc guidancc loop,
which is thc outcr loop that controls translational dcgrccs of frccdom, whilc the
inner controlIFCS loop controls pursucr attitude. ,The guidancc loop contains guid
ancc scnsors for sensing pursucr motion, targct motion, or rclativc motion of thc
targct with rcspcct to the pursucr. This information is uscd in thc guidance computer
or the corrccting nctworks, togcthcr with information conccrning thc intended flight
profilc, to gcncratc guidance (latcral acceleration) commands for the FCS. Thc FCS
and actuation in turn direct control surface dcflcctions to altcr thc pursucr's trajcc
tory. The body ratcs and accclcrations arc fed back to thc incrtial sensors to closc
the FCS loop.
16 MDASE of NGC Processing Chap. 2
The guidance and control laws used in current tactical missiles are based largely
on classical control design techniques. These control laws took birth in the 1950s
and have evolved into fairly standard design procedures. Proportional feedback is
generally used to correct missile course in the guidance loop, which is commonly
referred to as proportional navigation guidance (PNG), and is quite successful against
nonmaneuvering targets. The controller for a homing missile, in general, is a closed
loop system known as an autopilot, which is a minor loop inside the main guidance
loop. In addition to the control surface and servon~echanism, the autopilot consists
of mainly the acceleron~eters and/or (rate) gyros to provide additional feedback into
the missile servos for missile motion modifications. Advanced sensors may measure
other variables. No explicit state estimators are used and the signals are filtered to
reject highfrequency noise. Broadly speaking, autopilots control either the motion
in the pitch and yaw planes (lateral autopilots), or the motion around the missile
axis (roll autopilots). In general, the roll: pitch, and yaw channels are uncoupled
and are typically controlled independently of each other. All commands are am
plitude or torque constrained to ensure autopilot and n~issilc stability. Classical
controllers have two major advantages, simplicity in design and simplicity in im
plementation, but they also have several problems.
A pursuer is designed to complete the basic homing loop, which requires a
sensor (a seeker in the case of a guided missile) to track the targct, a noise filter to
reduce the effect of noise, a guidance law to generate thc dcsircd guidance (acccl
eration) commands to home on the target. an FCS to rcccibc thc dcsircd accelcration
commandfrom the guidance system and to generate the required acceleration ca
pability to insure interception of the maneuvering targct, and, finally, a good un
derstanding of the physics of the homing engagement itsclf. Figure 72 depicts a
missdistance analysis model conlposed of elemenrs rcprcscnting the intercept kin
ematics plus clclncnts affecting the intcrccpt guidancc dynamics (that is. pursuer
dynamics and the NGC system), and illustrates the intcrdcpcndcncc bct~veen systcnl
elements. Inasmuch as thc total system perfornlancc is affcctcd by the individual
characteristics of evcry elcmcnt, the system cnginecr is grcatly conccrned with this
system interaction. The kinematic part inside the lowcr left dottcd box generates
the LOS angle in terms of pursucr and target motion. Based on the LOS anglc, the
NGC system generates a latcral acceleration for the pursuer, whilc trying to bring
the projectcd miss to zero. In the model, a rclativc position ) I , is added to a glint
noisc y,, thc result of which is multiplied by the inverse of thc range R to produce
a true LOS anglc corruptcd by glint noise. u, in inertial coordinates. A mcasured
LOS angle u is thcn obtaincd by adding ro (5. a radomc crror coupling u, and the
following angular noisc tcrms: rangcdepcndcnt (thermal) noisc o,,,, rangcindc
pcdcnt (fading) noisc a,, and cluttcr noisc o,. I t thcn scrvcs as input to thc scckcr
dynamics to producc a mcasured LOS ratc 6 that is itsclf corruptcd by bias u l , and
g sensitivity. The output from thc scckcr u is the input to thc guidancc filter. Many
signal processing tcchniqucs arc uscd to discrin~inatcthc targct from its background,
other targcts, and decoys. The guidancc law functions to gcncratc midcoursc and/or
18 MDASE of NGC Processing Chap. 2
terminal steering commands u, based on the guidance filter output. Before being
sent to the autopilot, u, is limited. In general (except for coordinated turn vehicle),
the methods used to generate the guidance command signals u, for guiding a pursuer
in each of two mutually perpendicular planes are identical. Consequently, the guid
ance algorithm needs to be determined forwnly one of the planes. In the treatment
presented here, this plane will be the missile s horizontal plane. In Figure 22, u, is
normally taken to be the lateral acceleration command. As long as saturation effects
are ignored, the model shown in Figure 22 is a linear timevarying system driven
by stochastic inputs. The inclusion of acceleration saturation effects causes the model
to become nonlinear.
2.1.2 Modeling and Simulation
The digital simulation technique in which the equations of motion are represented
by' a set of firstorder nonlinear differential equations is widely recognized. The
modeling vector form is given as (see Figure 23):
x(t) = f(x(t ), u(t), t) with initial conditions x(tO) = xg (2 1 a)
where the function f(x, u ) includes all of the model equations and NGC algorithms.
Equation (2la) corresponds to Figure 23, in the absence of any noise inputs.
Depending on the specific application, the initial conditions are given, and the ter
minal time tf is to be determined. For intercept flight simulation, rf is determined
by either the point of closest approach of the two vehicles or the time at which the
range rate passes through zero for the first time. Numerical integration techniques
are then used to integrate these equations with respect to time so that the time history
of the state from an initial condition x(t0) to a terminal state x(tf) can be obtained.
The output of the simulation is typically the time history of the state, from which
a performance criterion can be formulated as a function of the terminal state. The
flight vehicle to be designed determines the performance criteria in the simulation.
In the case of a guided missile, good performance is represented by short miss
distance or short range between the two vehicles at t,. The overall simulation block
diagram, shown in Figure 24, defines all of the state equations. Referring again to
Nonlinear Function t

f(x(t).uo),t)
Figure 23 Nonlinear Dynamic Systems
20 MDASE of NGC Processing Chap. 2
Figure 23, the modeling vector form, when a noise input vector is considered as
shown in the figure, can be written
k(t) = f(x(t), 4 t h t ) + w(t)
(21 b)
where w(t) usually, although not necessarily, .denotes a whitenoise input vector.
A more general case is considered in Figure 24, in which the model includes certain
error sources resulting from imperfect measurements or unmodeled dynamics. In
corporating these error sources in Equation (2la) gives
k = f(x, U) + b + n ~ ( x , t) + m(t) (2 l c)
where b is the constant bias term; nl (x, t) is a statedependent random vector; and
nz(t) is a stateindependent random vector. Equation (2lc) could also apply to
Figure 23, in which case w( t ) is simply the sum of 6, nl(x, t), and n2(t). If MI or
n2 represents a colorednoise process, a shapingfilter technique can be used to model
either or both so that the new state vector can be augmented to Equation (2lc).
The resulting augmented state equation is driven by the whitenoise characteristics
only. A Monte Carlo technique, covariance analysis method, or an adjoint method
can be used to properly evaluate the selected performance criteria. These techniques
are described in Chapter 3.
In closedloop control system analysis, it must be decided what level of detail
will be used to represent each element in the guidance loop. If it is desired to study
highfrequency system instabilities, then one must employ a representation that is
accurate at those frequencies. The elements that may be required to construct a
sufficiently accurate representation in this case include modeling the dynamics of
the nonrigid system, knowledge of the full nonlinear aerodynamic characteristics,
and detailed modeling of the seeker track loop, guidance signal processing, autopilot,
and noise sources. Conversely, a complicated model of this type would not be
required in the case of a preliminary parametric study of homing trends since the
main effccts of interest are found at low frequencies. Rathcr, a simplified represen
tation of the more complex system capable of incorporating the available trim aero
dynamic data and the lowfrequency approximations to the different subsystcms
that make up the guidance kinematic loop would be more appropriate. After being
validated, this simplified representation can be used to study the relative performance
of various missile configurations as well as the result of varying system paramctcrs
such as time constants and limits [Reichert, 19811. In problems involving dynamic
modeling and controls, a state model is usually specified in addition to thc niea
suremcnt equation, relating the state and measurement vcctors as shown in Table
21. Bcfore implctnenting thc preceding NGC simulation, it is important to un
derstand the roles of thc pursucr system, the targets, and thc cr~virot~ment so that
appropriate modcls in Figure 24 can be devclopcd for a particular pursuertargct
engagcmcnt scenario. Essential guidance and control softwarc modulcs arc as fol
lows: intcrfacc, flight path planning, strapdown device, navigation, guidance, sta
bilization and control, fin actuation, target tracking, and selftest. Their relationships
are dcscribcd in Figure 25.
Sec. 2.1 LinearlNonlinear Intercept NGC System 21
TABLE 21 STATE MODELING
D t f ~ n g x  ( ml ) state vcclor. y  (pxl) system output vcclor. z = (1x1) measured output vcetor.
u = (mxl) mnlml vmor, I, i ( qi l ) cxogenram inpu vmor
.?(I) wdai ns all thc variables that can be measured and arc fed back to thc controller. Thc enuies of y(t) arc the variables lo be
conmllcd. up) is h c output of ihs mnuollsr. lc(l] wnsisu of thc reference inputs, the disturbance inpuu (e.g.. process noise
w(t)), and the rcnror Mi s s ~( 1) . Note that y(t) and z(t) may have some wmponenu in common. The wnlinuouslime nonlinear
system is dcscribcd by
T
i t = x I I t I , X I = x Q ~ I I ~ = 0. 4q1) *TI I = at) b(tr)
(la)
. ,
T
Z( I ) s h(x(1). I) t "(I), Qv(t)] = 0. Qv(l) "(1) ] = R(t) b(1z)
(lb)
The continuoustime nonlinear system with d*crete.time nonlinear mcasuremcnls is repnscnled by:
i(1) = f(X(1). Nt), 11+ *I)
(2=4
T
q k ) = h[x(tkh kl + v(k); qv(kl1 = 0. Qv(k) v(k) I = Q
Gb)
when the parameter k is considered to be a timc t and the measurements an sampled at discrete timc intcwak. The discrete form
of the state equation (la) is as follows:
k = k l 1 k l
Qqk) l = 0, qWk) wT(k)l = or
(2c)
h applying many MDASE uchniqucs. the system quations (1) need to be linearized as:
where u, w, and v arc defined in Eqs. (1). Eq. (3) is equivalently expressed as
i (t ) = &(I) + Bqf) t Br i(1) and y = Cx + h
~,
The state equation in Egs. (4) is generally a nonhomogenwm differential quat i on with forcing term ~ t f ( ~ ) where f(l) is a
. .
command vcctor anUor an anticipated forcing function mulling from a system nonlinearity andior an estimated dinurbance. In
the output quation of Eq. (4), h consisls of the measurement nonlinearilia and uncenainties. The discrete form of the system
quations (3) is:
x(k) = Wk.1) x(k1) + W(k1) qk.1) + wk1) qk 1)
2.1.3 Guidance System Classification
There are several solutions that can be applied to the problem of guiding a missile
to an eventual near miss or collision with a target using only the observed motion
of the missiletarget line of sight (LOS). In one of these, the missile is constantly
flying directly toward the current target location. This method, termed simple pur
. 
sui t, suffers from the fact that the missile must generally undergo rather severe
maneuvers as intercept is approached. A second solution concerns a constantbearing
trajectory wherein the missile leads the target, much like the way in which a pro
jectile is traditionally fired at a moving object. A collision invariably occurs as long
as the missile flies a course that keeps the relative missiletarget velocity aligned
with the LOS. As shown in Figure 22, the missile trajectory becomes straight line
when the missile speed, target speed, and course are constant. PNG is a steering
law that is designed to produce a constantbearing course even in the case of a
maneuvering target. To accomplish this, one makes the rate of change of the missile
heading directly proportional to the LOS rate. While this technique presupposes
that the missile is able to respond instantaneously to changes in the LOS direction,
22 MDASE of NGC Processing Chap. 2
Relative RF Environment & Clutter
Dynamics
ECM: Target Kinematics Sensors o Equations of Motion
o Rate Gyro , o Engagement
o Accelerometer o Environment
4
Figure 25 Pursuer Target Tracking Processing Software Modules
there is in practice some delay in returning to a constantbearing trajectory subse
quent to a target maneuver as a result of finite missile responsiveness and filtering
introduced to diminish the effects of noise. Figure 26 defines the conventional
PNG configuration, in which the measured LOS rate u is filtered through a noise
filter to produce a smoothed LOS rate estimate u, and u, is made proportional t o
u A similar idea is used in modern guidance approaches based on optimization
techniques. If measurement noise is to be suppressed, then consideration must be
given to a lowpass noise filter. PNG systems generally employ a firstorder low
pass filter, which has a transfer function as shown in Figure 26. The missile guid
 
ante computer, using the preceding relationships, computes steering commands.
Besides noise filters, com~ensations are introduced to offset such factors as variations
StrapdownAFtU
o initialization
o Euler
Transformation
o Bias Compensation
t
I Interface Self Test Right Path Planning Actuation 1
in the missile's velocity and radome effects. Also, in order to maintain aerodynamic
_*
stability along with structural integrity, steering command limits are imposed [Witte
and McDonald, 19811.
o Coordinate *
Transformation
Autopilot
o Rate Stabilization
o Acceleration Control
o Aerodynamic Coupling
Stability
Navigation
o State Estimation
o Position
o Velocity
o Acceleration
o Estimate Emr s
Seeker
2.1.4 Flight Control System (FCS) and FCS Sensing
That part of the system comprising the FCS also includes the inertial reference unit
(IRU) to measure A,,,. A,,, is the acceleration of the pursuer in response to the
guidance command, which is applied to the FCS and results in operation of the
pursuer's control surfaces. The control surfaces can be caused by aerodynamic cross
coupling, dynamics nonlinearity, and structural vibration to deflect at different ori
entations from the desired guidance input, thus contributing to miss distance. Au
+
o Fin Rate Limitation
o Fin Angle Limitation
I t
o Aim Point
o Initialization
o Test
Sequence

Guidance
o Midcourse & Terminal
o Power On Mode
o Power Off Mode
o Vertical Launch
o Separation Mode
4
0 Status

4W
o Change Profile
o Stored Mission
Profile
Set. 2.2 Target Signal Processing 23
Mi& velocity MiSc  
vmf vector without , , R ~ V ~ target velocity vector
Missile
maneuver
The basic proportional navlgation equation
Seeker Guidance Autopilot
filter
*
Am a V,,,? = AV,b Gs(S) GF(S) GA(S)
,
Missile / / 1 \ ~uidance.res~onse
/
\
maneuver Navigation clos/nng
Line sight rate
ratio velocity
= Velocity I line of sight
g ( S )
Range
*
k = Ik, Noise Ntcr bandwiith
V, Closing vebcily
s + t A Effcaive navigalioo mtw
Figure 26 Proportional Navigation (Courtesy o j K. Hiroshige, 1984)
topilot, actuator, structural aeroelasticity, sensors, and nonlinear airframe dynamics
are part of the actual mode of an FCS. Details of the FCS are presented in Book 3
of the series. The useful models for NGC design are summarized in Figure 27,
Table 22. and Table 23.
2.2 TARGET SIGNAL PROCESSING
A mathematical model is used to embody pursueritarget kinematics in the form of
parameters of the LOS as shown in Figure 28, which shows what type of processing
is required. A complete simulated engagement of pursuer target tracking begins
with the launching of the missile, is followed by a midcourse and a terminal phase,
and ends in an intercept and the scoring of missiletotarget miss distance. In active
homing, after launch the missile seeker transmits radiofrequency (RF) energy to
the target. The target converts this to a synthesized return and radiates it back to
the seeker radar. Multiple target returns, which include different ranges, velocities,
amplitudes, angular noise, and environments, can be generated simultaneously with
or without ECM. The returns are tracked by the seeker. As shown in the relative
geometry box in Figures 22 and 28, the homing loop is closed by calculating the
missiletotarget geometry as well as using the RF array to update the relative angular
. MDASE of NGC Processing Chap. 2
N [NORMAL FORCE1
X AXIS
(PITCH TOTAL MOMENT)
REFERENCE
F x (YAW TOTAL MOMENT1
(AXIAL FORCE) Z AXIS (AXIAL FORCE) V Z AXIS
(A) XCG  center of gravity lacation
6  .30
CN 0
NORMAL MAX (TRIM1
FORCE
COEFFICIENT
MACH =CONSTANT
ALTITUDE = CONSTANT
XACC  arcelermeter location
(B)
MACH  CONSTANT
ALTITUDE =CONSTANT
c~ TOTAL 0 k@ya OMAX ITRIM)
MOMENT &=. 3 0 =6
COEFFICIENT
MAX
 6 = .20
6 = 00 b = 100
TOTAL MOMENT COEFFICIENT CM
VERSUS ANGLE OF ATTACK n
(D)
Figure 27 (a) Horning Missile Axis System and Forces and Moments (b) Forces Due t o
Angle of Attack a and Control Fin Uetlection S in a TailControlled Missile (c) Normal Force
Coefficient CN VS. Angle of Attack a (d) Total Moment Coefficicnr CM 1,s. Angle of Attack
a (Froin [n'erlincs, 1984(a)] u,irk prnni sri o~t f i . ot n AACC)
position. As shown in the endgame computation and missdistance computation
boxes, immediatcly before interception, the characteristics of the endgame including
the miss distance are determined by extrapolation. Finally, the LOS rates in the
pitch and yaw axes are computed and sent to the missile seeker as pitch and yaw
head radar errors to fully close the guidance loop. ECMJ ECCM modeling involves
digital computer simulations of an operating radarlsensing system including the
effects from an enen~v' s ECM. This allows the sensine unit to be assessed under
"
field conditions as to whether it would perform satisfactorily so as to support the
tactical control system nlission. A sensing detection model is required to obtain
signaltonoise ratio data as a function of target range. The model must be able to
allow these data to be obtained in both clear and noisejamming environn~cnts.
Jamming can be produced by a selfprotecting or standoffjammer operating against
the radar signal in either the main lobe or the side lobe. Enemy threats may be
taking placc in ascending, level, or descending flight profiles. Multiparh and terrain
(terrainmasking and clutter) effects may also need to be considered.
TABLE 22 LINeARIZED AIRPRAME RESPONSE
Hjrmal Auxlemlion: A, = v,?, ? = Aa + I36
(1)
"
I1ilch Anxllrr Aoxlcrdlion: 0 = (h 1%  lib; u = 0  y (2) 
G ( ~ i  I ~ C  HI^  1*i2) v m  I S k I ( ~ + ~ l l s + ~ 1 2 s 2 )
'liansfcr l ' mai ons: = 
c')
= 
6 s2 + (A+#>& + <: + Al l
s2 t (A+l>)s + C + N)
(6)
(4)
=
6 Dl ( 8)
 k l
w m lag
(5)
(W.  HC + 1%)
k ( I + ' I & )
0
 =.  
3
6 s2 + (A+l))s + (: + N) "1 (")
(6)
Ik,r 1;nil mnl ml or c;tn:~rrl nirfr;mw with negligihlc liII from ctmlq,l s u t t ~ ~ , i.c.. 1%  0.
knr dynami c l i ft : A,,, = Vm?  Vm Atz = A Vm (0Y); O = ( I + s/A)Y (8)

A = 7 ff    at CN, aftcr boas1 (t hrwl = 0) D = Mi, = ao (<Y(2Vm)) CMb
n = i., = a, cNa
E = M* = a, CM6
C = Ma = a, CM,
a, = q ~ a l y y , aI = qS/(mVm)
6 = fin &fl eai on or t hnnt
A, , , =achieved normal ameleralion a1 missile Iznfer of gravity prrprndicllar l o missile body
A,,," = auzleration measured al the amelemmeler
6 rate
k, = acceleration gain umstant = k2 = (J((!+/U)), P = Vm ( H( z  a l
2
k3 = L I P m = MaI(l&u)d)
( 8 1 ~
Ul = 2Wwd = (A+I))/(C+AD)
& hmpi ng ralio of airframe
4  if Ma <( )

o  natual frequrncy of airframe =
d  Ma > 0 and 2Sdwd i s small
B., = 11o: = lllC+r\o,
. &. " .
Ta = 4 missile l mi n g rate time mnsl anl = P/(BCAE) = 111% l I A( i f B  0)
u b = low f r ewncy lead
 
AIRFRAME IS THE HISULT OF TRADEOFFS
TO REDUCE 1/A &INCREASE MANEUVERABILITY
WHILE MEhTlNG PHYSICALCONSTRAINTS
BO kn &n!s%hWcw
W n p w  5 2 5 3 . I
rA
Cour t e s y of [ Hi r os hi ge, 19861 and from [ Nesl i nes, 1')84(a)l wi t h pernl i ssi ol l f r ot n AACC
TABLE 23 HIOH ~ R E Q ~ E N ~ ~ ~ ~ 1 l  s From [Neslines. 19851 with permission from AACC
a ( ~ ) 
Aaua10r: 
1
(1)
~G( S) 
Rate Gyro:  
1
4( 5) 25, s2 2h s2
(2)
I+st 0 ) 1+s+
"A "1 "G 02
s2
4 ~ s ) 6 (s)
1t
Acaleromaer: =
1
%(S)
(3) Suuclural Filter: & =
2t*m
"sf (4)
s2
ltst
U S ) 1 + s +  2 h f s2
" x c w& "sf "fF
~~~ ~
Nominal Values for a Typical Missile:
UG = UW) &% LU, = 220 radkec, = 0.65. f A= 0.65,
The mode shape cnvclopes a n shown below.
MODE MODE

5 FREOUENCY
5
.
.
GENERALt YD
MASS t l b / ~ /in) 0.0517 0.0373
SECOND MODE
0.6.
2
0.4 i
0.2
LOCATION
4.6
Gym Location
)X
bl Normalized Bodv Bendinn Sham

a) Fint and Emnd Mode Shapes
The detailed flcxiblc body transfer Function from b LObody rae is
(av % &  24 ( I vl s2
~~I YY&

&B
.
Xffi  XBL
6
,1 2Ei
l  +  s + l )
1
w1' Wi
Nominal values typically used in thc above equalion are
k  damping of i t h vi br a t i ona l mode I n  mi s s i l e molaent of i n e r t i a 11.75
9  t he vi br at i onal frequency of t he i t h ( l b f t  sec2)
. ode
 l ocat i on of missile ffi (5.885 f t )
6
 nor nal i zed .lop a t r at s gyr o a t a t i on Xm * l ocat i on of missile hi nge l i n e
10.00503 rad/in., 0.01986 rad/ i n. ) (11.3108 f t l
%  n o r u l i a e d ai r vane de f l e c t i on %  mass of one f i n (0.0489 slupm)
10.315 i n. / i n. , 0.1485 i n. / i n. )
%
 di s t ance between ffi of on8 f i n and
<  normalized ai r vane s l ope hi nge l i n e 10.084 I t )
10.02 r ad/ i n. , 0.03308 r ad/ i n. ) I,  m e n t of i n e r t i a of m e f i n (0.00683
lt.  e f f e c t i ve mass 40.0514 l b sec2/ i n. , l b f t  s. c2)
0.03131 l bsec / i n. )
Defining
Klsi  gai n of s t r u c t u r a l pat h of t he
I t h moda
%mi  qu*dIat l C as r o Of t he i t h .Dde at r uc 
t u r s l pat h
the general transfer funaion from b lo body rate for each mode is given by
404%  24 41"
Sec. 2.2 Target Signal Processing
ECM
1 HITMU
Target Dynamicl&
+ Relative ~cor ncny t
Compurarion

Sewor Target Stale Target Starc
bra 4
Sellsor Models
el
Filtering & Estimation
A
E s b r e s
Pmdicnon
T
rare Esnmator lnrduaoo
Figure 28 Target Tracking Processing
The most common measurements of target tracking systems consist of the
range R, range rate R, azimuth u, or elevation u, angles (see Figure 29). The three
coordinates to specify the position of the target are:
1. The x , y , z components of the tracking sensortarget range R
2. The azimuth u, elevation u,, and range R.
3. Direction cosines of the vector R and its length.
A tracking sensor or seeker mounted on a homing missile or an aircraft is a device
to detectltrack the relative position vector of a target with respect to the missile or
the aircraft. The function of the tracking sensor is to receive external signals that
are sent to the pursuer vehicle for the purpose of directing its course. Because of
its role in providing an essential communication link to the external environment,
the sensor becomes the key element of the entire vehicle system. In fact, a vehicle
is given a particular identity by the choice ofsensor. The source ofenergy responsible
for the signal that is picked up by the sensor may be energy reflected from the target,
energy emitted from the target, or energy from the target's own environment.
Assuming at this point that the sensor is capable of recognizing hot targets, or targets
that emit infrared energy, then the sensor will be selected on the basis of a certain
frequency or frequency band emitted by the target and will be optimized to respond
to the target signature in question. Given the relation of the sensor to the successful
operation of a vehicle, it becomes apparent that the aforementioned optimization
to a great extent affects the design of all smart weapons. Although there are other
important components besides the sensor'in the vehiclelmissile, the ability to neu
tralize the sensor reduces the vehiclelmissile to something less than a smart weapon
[Heaston and Smoots, 19831.
Tracking sensor/guidance comparisons. One of the requirements of
a sensorltracker is to acquire and track all modes of target day or night. To do this,
an airtoair tracker uses a laserauadrant tracker and a centroid track. whereas an
L
airtoground tracker uses a scene track, target track, and track adjust. A sen
sorltracker must accurately update target position relative to IP, OAP, and VRP,
MDASE of NGC PrOCesSlng Chap. 2
ELEVAT 1 ON VIEW
DIRECT
I PLAN VIEW
(A)
ALTITUDE
(BAR0 OR RADAR ALTIMETER)
ANGLE RATE
( E J TPACKER)
Figure 29 (a) Visual LineofSight (LOS) Angle Measurements Determine Two Coordi
nates of AircrafttoTarget Position (b) Determination of Slant Range (c) External Grid Ref
erence Targeting (Courfesy 0jJ.S. Ausman, 1986)
permitting target identification day or night. Lowaltitude ranging sensors for NGC
algorithms include redundant range measurement and accurate range measurement
during terminal maneuver.
Sensors used in the capacity of seeker, depending on their operating wave
lengths, are typically characterized, depending on the sensor's operating wavelength,
SIX. 2.2 Target Signal Proceulng 29
MULTllATERATlON OR TDOA FROM 3 OR MORE
GROUNDBASED, AIRBORNE, OR SATELLITE STATIONS
GROUNDBASED RADAR
AIRCRAFT TO
RGET
/ \
X
=
TARGET
Figure 29 (Continued)
as optical sensor, infrared (IR) sensor, synthetic aperture radar (SAR), millimeter
wave (MMW), laser radar, television (TV)ivideo, microwave, antiradiation homing
(ARH), acoustic sensors, and multiple sensors. While . ., ~. of good . quality . , . . . . and high
resolution, an optical sensor nonetheless can suffer degradedperformance due to
weather conditions or timeofday effects. An IR sensor is designed for use at day
or night, in conditions of rain and/or smoke, and is capable of hotspot detection.
I t is also well suited for use against armor. and highvalue and ship targets, and has
reasonably good resistance to ECM. However, this all comes at a high relative cost.
Like the SAR, the MMW sensor is designed for allweather operation with the
capability of cloud penetration, and is particularly well suited to bad weather con
ditions. MMW sensors can be used against armor and highvalue targets, but are
not designed tor use against ship targets. They have a moderate resistance to ECM,
and are not unduly expensive to build. The laser radar, which utilizes threedi
mensional distance information and surface reflectance, is desi gaedfouse. at day
or night against armor and highvalue targets. While not designed for use against
ship targets, it has a high resistance to ECM and comes at a relatively low cost.
Acoustic sensors are designed to function in underwatererivironments. A TV sensor
cannot function at night and is designed primarily tor use against armor targets. It
30 MDASE of NGC Processing Chap. 2
is not very useful against highvalue or ship  targets. . Although TV sensors have a
low resistance to E C M,  &~ ~ are relitiVdy inexpensive. While a forwardlooking
IR (FLIR) imaging sensor provides a different mode of target detection and rec
ognition, a laser provides a different mode of target range and track. A video tracker
microprocessor FLlR consists of sensors and ancillary electronics as well as video
processing. Microwave sensors can function in all types of weather conditions and
are designed for use against highvalue and ship targets, but not against armor
targets. They have low resistance to ECM and are relatively expensive to build.
ARH sensors are designed for all types of weather conditions and are only mod
erately expensive to build [Hardy, 19861. Finally, multiple sensors act to process
multisensor information.
The interceptor/missile uses sensor data that are processed by the seeker, which
also acts to ensure that the sensor is receiving as much target information as possible.
Related to this last function, the seeker actually orients the sensor so that it can
survey, acquire, and then lockon and track the target. The important components
making up the seeker include [Heaston and Smoots, 19831:
energygathering system, that is, antenna for radio frequency or lens/mirror
for IR, visible, and ultraviolet spectral regions, including radome or IR
domel~vindow
stable platform and its associated control system (bodyfixed seekers employ
inertial sensors for an equivalent function)
sensor to convert the received energy into a more usable signal for processing
signal processing system used to produce a signal to point the antennalmirror
at the target and/or to provide signals to ultimately control the missile's tra
jectory
Rather than focusing too much attention on any particular tracking sensor or seeker,
it is more advantageous to consider their fundamental properties. When, however,
the problem is that of conducting a precise system analysis, then a specific dynamic
model is assumed for a particular seeker, and this is integrated with that of the
pursuer. Three homing configurations are assumed: passive, active, and semiactive.
In the passive case, only the LOS angle is available through an 1R seeker. In the
active homing case, both range and closingvelocity radar information are available
through measurements, but in the semiactive mode, these measurements are bistatic.
2.2.1 Targeting
The presentation on targeting in this section follows an excellent lecture by [Ausman,
19861. Position sensor data must be available for targeting so as to be able to locate
the pursuer with respect to the target. One or more coordinates of pursuertotarget
relative position is measured with a targeting sensor. This device may also be used
Sec. 2.2 Target Signal Processing 31
to locate the pursuer with respect to a pseudotarget or offset aim point, the position
of which with respect to the real target is known beforehand. Various types of
targeting sensors with examples of each are listed in Table 24. A particularly com
mon typc of targeting sensor is one that measures the azimuth angle and depression
angle of the pursuertotarget LOS. Examples of this typc of sensor system include
gunsights and headup displays (HUD) in combination with an attitude reference.
As shown in Figure 29a, these sensor systems measure just two angular position
coordinatcs. A slantrange sensor such as an airtoground ranging radar or a laser
range tinder can be used to directly measure the third coordinate of pursuerto
target position. This is illustrated in Figure 29b, which also shows two additional
more indirect techniques for determining the third (slantrange) coordinate.
Pursuer altitude h can be measured using a barometric altimeter. Subtracting
from this the target's altitude hT, assuming knowledge of the latter, results in the
quantity h  h ~ . A radar altimeter, however, can measure h  hT directly in a
target overfly. If i t is not possible to realize a preparatory target overfly, the pursuer
must accept thc difference in terrain elevation between the target and the spot below
the aircraft at release or pickle as an additional measurement error. Slant range can
also be obtained indirectly from LOS angle ratc measurements. One example of an
angle ratc measuring device is the Norden bomb sight used in World War 11, which
relied on manual tracking during a long, straight, and level bombing approach. By
using EO trackers, modern angle rate sensors avoid the long, straight and level run
in. The last entry in Table 24 corresponds to the external reference type of targeting
sensor, which is illustrated in Figure 29c. The typical application of this sensor
type is a blind bombing of known coordinates. As will be shown in Chapter 5,
examples of external references that can locate the pursuer with respect to the target,
assuming the same reference system is used to specify target coordinates, include
groundbased radar, LORAN, TACAN, DME, and GPS.
TABLE 24 TARGETING SENSORS
Generic Tyve
Exam~les
unsight,
LineofSight ( L a ) Angles
T
k p p i n g ~ a d a r , ' ~ ~ . Sonar.
Azimuth o and Elevation o,
Optical, Video Tracker
Radar, Laser, Sonar, Optical Instruments,
FCS, Passive Ranging Processor,
Range R Onboard Active Sensor
Altitude h BaroAltimeter, RadarAltimeter
LOS Rate b, bc
EO Tracker
Range Rate k = Vc Doppler Radar
External Reference Ground Radar Director
LORAN, TACAN, DME, GPS
Courtesy 0fJ.S. Ausman, 1986
MDASE of NGC Processing Chap. 2
Lineofsight (U)S) sensors. Common to all LOS sensors is that some
type of image of the target area is displayed to the weapon system operator. The
operator then selects the target by positioning a marker or pair of crossed reticles
over the target and depresses a target designating button. The computer responds
by recording the azimuth and depression angles of the target marker (pipper). What
the operator sees may be the real visual scene, or it may be an electronic reproduction
using TV, IR, or radar sensor subsystems. The resolution and accuracy ofthe shorter
wavelength systems (optical) are generally better than that of other systems. Ac
curacy may be improved by using scene magnification, which can also aid in target
identification.
Range sensors. A range sensor, as shown in Table 24, provides t wo
means of measuring slant range from the pursuer to the target. For weapon delivery,
it is not necessary to have extremely accurate range measurement since the bomb
miss distance for typical dive deliveries is on the order of one fourth of the range
error responsible for the miss. That is, a range measurement error of 100 feet causes
a miss distance of only 25 feet, typically. What may at first appear to be an incon
sistency is actually a consequence of the fact that the range error causes correlated
errors in ground range and in altitude that partially compensate each other. As an
example, a very large slantrange measurement causes the computer to estimate the
aircraft to be further from the target (short impact) but at a higher altitude (long
impact). It should be noted that the range R, the quality of information concerning
which would be very important if it were being directly utilized in the solution of
the NGC problem, is not an easily measured quantity. For missile applications, the
explicit range information may be obtained from either the launching platform or
launching shiplground defense site, as when the missile and target are illuminated
by the launching apparatus, or from the target sensors listed in Table 24. It still
may happen, however, that range information is not readily available, or that the
price in terms of space andlor dollars associated with the tracking and guidance
hardware to acquire reliable range information is prohibitively great. Such can be
the case with smaller missiles. Thus, it is advantageous to derive guidance algorithms
that do not require range information.
Altitude sensors. Inasmuch as it is a component of the pursuer's flight
instrument package, the barometric altimeter provides a convenient targeting sensor.
However, by reason of its rather doubtful accuracy, it usually serves as a backup
to be used in the event that the slant range sensor ceases to function correctly.
Assuming that local barometric pressure is accounted for, the largcst altimetry errors
are typically those arising from uncompensated st at ~c pressure defect, which is a
bias type error that is on the order of a few pcrccnt of the dynamic pressure, and
to uncertainty in lapse rate, which is a scale factor typc error that is on the order
of a few percent of the pursuer's altitude above mean sea level. Besides altimetry
errors, any unccrtainty in the target altitude will result in an error in the computed
value of the pursucr's altitude above the target. While this unccrtainty is removed
Sec. 2.2 Target Signal Processing 33
on a bombing range, it can be significant in actual operational usage. Consequently,
one expects a certain amount of degradation in accuracy between bombing range
results and operational results with this type of bombing system. It becomes un
necessary to know target altitude with a radar altimeter since this measures altitude
above terrain directly. Given that the pursuer is not usually situated directly above
the target at the instant of release, the flatness of the tcrrain between the release
point and the target to a large extent determines the bombing accuracy associated
with a radar altimeter. For this reason, it is advantagcous to make a dry pass over
the target for a relative altitude update before proceeding to the attack. This, how
ever, is only possible if the threat environment permits.
LOS angular rate sensors. In an angular rate targeting scheme, the
relative accuracy of the slant range computation is directly proportional to the rela
tive accuracy of the angular rate measurement. A 1 percent error in measuring
angular rate therefore results in a 1 percent error in slant range. For a typical depres
sion angular rate of 20 milliradians per sec, this accuracy translates to 0.2 milliradians
per sec, a level not easily achieved with current stateoftheart trackers. The great
majority of angular rate sensing systems that have been built so far are of the TV
contrast tracker type. In addition to requiring threeaxis stabilization, these sensors
have a response time that is scan rate limited. Owing to this last limitation, these
devices can measure angular rates only so accurately. The TV contrast tracker is
also characterized by the requirement of a single, highcontrast point to track.
Range rate (closing velocity). Determination of the closing velocity V,
is done with the aid of a Doppler tracking device. Doppler frequencies, which are
one of the principal outputs of the radar sensor, are proportional to V,. Continuous
waveillumination homing systems can exploit the Doppler frequency of the target
return t o generate a good estimate of V,.
External references. Each of these targeting sensors is a navigation aid,
which locates the pursuer in an electronically generated grid or coordinate system.
The rest of the targeting task centers around locating the target in this same electronic
grid or set of coordinates. One way in which to implement this type of targeting
is to use radar ground control to direct the pursuer's flight, which requires that the
pursuer be within LOS of the ground radar. The pursuer, in order to maintain this
LOS, must fly at relatively high altitude, particularly when it is very far from the
radar. Moreover, accuracy degrades in proportion to the distance from the radar.
Other LOS positioning systems include TACAN and DME, which generally rely
on at least t wo ground stations and use triangulation and/or multilateration to es
tablish the pursuer's position. To a large extent, accuracy is determined by the
relative geometry between the pursuer and the several ground stations, also known
as geometric dilution of position (GDOP). GDOP has a greater influence on the
altitude coordinate than on the horizontal coordinates, unless the pursuer is situated
directly overhead a ground station. This is not likely to occur, however, during a
34 MDASE of NGC Processing Chap. 2
bombing run. The LORAN system is capable of obtaining coverage beyond the
LOS and at low altitudes because it uses groundwave transmission oflowfrequency
radio waves. However, since it is only a twodimensional positioning system,
LORAN must rely on another method such as a baroaltimeter to obtain vertical
targeting information. When GPS is operational, it will be able to position low
flying pursuers in all three dimensions since its reference stations are satellites. With
the GPS system, each satellite can maintain LOS to almost half the earth.
2.2.2 Kinematic/Relative Geometry
Because only kinematic equations are considered in the kinematic method, the pur
suer may be treated as a geometric point as illustrated in Figure 210. The corre
sponding guidance is therefore ideal, and the character of the pursuer trajectory can
be determined approximately. Moreover, the required accelerations may be esti
mated. The kinematics of a pursueritarget scenario are contained in the change in
time of the vector from the pursuer to the target R. In other practical applications,
the kinematics are characterized by two pairs of kinematic equations, one of which
determines the relative motion of the centers of mass of the pursuer and target in
the horizontal plane, and the other of which determines this motion in the vertical
plane. The geometry of the homing guidance in the horizontal plane is described
by the following relations:
where, for convenience of discussion in this section, the subscript true in u,,, is
omitted in this section from this point on. The nomenclature is displayed in Figure
210 and the measurable variables are
2 I12
R = (x? + y, ) , o = tan' y, / x, (23)
The closing velocity V, =  R of the pursuer and target is determined by Equation
(22a), while the LOS rate u is related to the parameters of motion of the pursuer
and target by Equation (22b). A set of analogous equations is used for the vertical
plane. Differentiation of Equation (22b) and substitution of Equation (22a) yield
R6 + 2 d b =  VT sin(u  yT) + VT cos(u  ~ T ) + T
(24)
+ i',,, sin(u  y)  V,,, COS(U  y)+
Because kinematic Equations (22) and (24) are nonlinear differential equations,
they render it a difficult process to study and analyze guidance loops. The analysis
can be facilitated by linearizing the kinematic equations relative t o the reference
trajectory of the pursuer, using approximation methods. With initial values given
by YT, and yo, theangles y~ and y are perturbed during the engagement by y, and
y, where y, and y,,, are very small compared to yr, , and yo, respectively. Conse
quently, the instantaneous angles of the velocity vectors are y r = y ~ , + y, and
36 MDASE of NGC Processing Chap. 2
y = yo + yn,. A l y si mde case, which is of course linear as well, occurs
when sin a zz u, cos u = 1, s i n y,, cos y, = 1, sin y, = y,,, and cos y,, = 1.

The LOS angle in Figure 210 can be approximated as:
where
t, = tf  t = time to go and t f = flight time
For analysis purposes, assuming the intercept geometry is simplified to a headon
engagement with constant closing velocity, the range is determined from
R = Ro  VCt ZZ V,(tf  t) = I/,!, (2 5 b)
where R, = VCt f The relative velocity and acceleration are
j / r = Y T  j rn = VT YI cos Y T ~  V,n ~m cos YO
(2SC)
y, = y T  y,,, = AT"  Amy = V T j T  V,,,?
(2Sd)
where
AT^ = y ~ . = actual target lateral acceleration = VT jT cos y ~ , ! = VT j T
(25el
A,, = , = actual pursuer acceleration = V,,, j cos yo  V,, j
Equations (25) are linear equations representing the dynamics of the engagement.
The signal that results from subtracting A,,,,, from the simulated AT, is integrated
twice to generate y,. With this information, Equation (2Sa) can then be used to
obtain the true LOS angle a,,,,. Assuming VT and V,,, are constant, and hence V,
is constant, differentiating Equation (2Sa) leads to the following formula for the
LOS rate u:
Rewriting the equation with the help of the geometry yields
yr = Vr&u  Vru = ~ J T  jm = VT y, cos y ~ "  V,,, y,,, cos yo (27)
or in block diagram form shown in Figure 2lla. Differentiating Equation (27)
yields
y, = V,t,U  21/,u = AT,.  A,., = VT j r cos y n ,  V,,, j cos yo
(28a)
or, in a more general form,
y, = RU  ~ V , U = AT"  A"," (28b)
By applying the assumption made so far, Equation (24) can be reduced to Equation
(28b), while Equation (27) can be derived from Equation (22). The component
of the system for y , to I?, based on Equation (28b),can be modeled with an in
Figure 211 (a) Kinematic Eqi~ations
(b) Guidance Loop
tegrator contained in the positive feedback loop, as shown in Figure 211b. The
kinematic element, however, becomes unstable on account of the presence of posi
tive feedback. That is, the output signal u grows continuously for a constant input
y,. A negative feedback (A,,,) loop is consequently added to the model in order to
counter the effects of the positive feedback. The guidance law, FCS, and the pursuer
dynamics and propulsion are all contained in this loop. From Equation (28),
AT, is given by
AT, = (Rs  2V,)u + A ,,,, = V<(t,?s  2)u + A,,
(29)
2.2.3 Targeting Sensor Dynamics
For the active RF seeker and the passive IR seeker, two gimbals (that is, azimuth
gimbal and elevation gimbal) are required. In order to describe the generalized seeker
tracking dynamics, the RF seeker with an antenna dish is used as an example. Figure
210 shows the essential seeker angles and geometrical quantities. As shown in
Figure 212, due to the presence of lags in the seeker tracking loop and radome
refraction effects, the seeker is not pointing directly at the actual target [Murray,*
19841. Figure 213a illustrates the tracking loop that describes the dish dynamics
in the absence of radome effects and having the seeker bandwidth w, = 117,. In the
case of small track loop time constant T, , the seeker dish rate command u; and the
LOS rate are approximately equal. Care must be taken to ensure that T, is adequately
small to be capable of tracking highly maneuvering targets, but not so small as to
induce excessive noise transmission or a stability problem. The stabilization rep
resents a closedloop system encompassing the dish rate feedback loop.
MDASE of NQC Processing
Chap. 2
RADOh
ERROR

Figure 212 Radome Error Distorts
Boresight Error (From [Munay, 19841
wi t h permission . t om AACC)
Radome coupling and compensation loops. The increased miss dis
tance associated with radarguided air defense missiles can be blamed on radome
refraction error. Missdistance predictions for nonlinear radome error are historically
less than that predicted for a linear radome error with constant slope [Yost et al.,
19801. As shown in Figure 212, the effect of radome error, a,, is to distort boresight
error measurement E. a,, which is the amount by which the direction of the apparent
Total LOS Angle
Noise v,
rsuer
laation
Gyro Acceleration
(B) Sensitivity
Figure 213 Seeker Block Diagram (a) Without Kadomc Effect (b) With Radomc
Effect
Sec. 2.2 Target Signal Processing 39
target and that of the true target differ, is a nonlinear function of the gimbal angle
q,. Differentiating u, with respect to u, yields the radome slope r, which is not a
constant but varies inp predictably with angleoff and from dome to dome. u, itself
depends on both pitch and yaw gimbal angle [Murray et al., 19761. Here, the effect
of u, on miss distance can be shown quite well using only a singleplane guidance
model [Murray, 19841. The radome error a, arises because RF energy passing
through the radorne to the seeker antenna is refracted by the dome material. The
magnitude of refraction during homing depends on many factors including radome
shape, fiticness ratio, thickness, material, tcnipcrature, operating frequency, and
polarization of the target 'echo . signal. ~~ Other sources of error such as standing waves
inside the dome, reflection from gimbals, receiver phasing, and processing errors
also contribute to the radome error. All of these factors differ with each flight and
therefore cannot be specifically accounted for in the computer algorithm. As a result,
the radome error magnitude can neither be precisely measured nor predicted. This
is not to say that it cannot be modeled. The most serious aspect is that the magnitude
of refraction error is also a function of where the target energy impinges the radome.
This causes inplane and crossplane radomc errors to become lookangle dependent
with the slopes also depending on the roll attitude of the in~erceptor. Specification ~
of radome characteristics involves the radome slope r, which . ~. is ~ shown to bethe
main parameter in the homing loop. The most optimistic situation is o i i in which
the designer would be able to specify the manufacturing tolerances and the limits
on the allowable variations of r.
As shown in Figure 22, if the nonlinear kinematic guidance loop is to include
the radome error coupling loop, then the missile body pitch angle 0 must be gen
erated by Equation (7) of Table 22. In addicion to being used to generate 0 in
Figure 22, A,,,l is also applied to both the guidance filtering and guidance algo
rithms. In this study of targeting sensor dynamics, a PNG system is assumed where
the missile's antenna provides a measure of the target bearing u as follows. Looking
at Figure 210, there is an angle a d called seeker dish made by the seeker antenna's
center line with the inertial reference. The geometry tracking error without radome
error is ~ , , r f e ~ ~ = ulrue  ud(see Figure 213a). The radar converts this error into a
voltage, which is then filtered. This is done in order to achieve the proper driving
signal that will precess the seeker antenna in the direction that acts to reduce ~,,rfe,,
to zero. The seeker dish angle and the LOS angle are equal in the case the seeker
tracks the target precisely. However, the actual angle tracking error E = ~ ~ ~ f i . ~ +
u, + v, (see Figure 213b, v, = measurement noise) is the angle between the
apparent target LOS and the seeker center line measured by the gimballed seeker
dish. The seeker center line is positioned by the executive computer system and
periodically updated based on the reconstructed LOS angle 6. The pitch angle 0,
measured by the IRU, has added to it the actual gimbal angle u2 measured by the
gimballed pickoff. This provides UJ (that is, ud = 0 + a,), which is then added to
E to obtain the measured LOS angle u as follows:
u = e + ud = brmr + u, +
= LOS angle measurement (210)
40 MDASE of NGC Processing Chap. 2
where the apparent LOS angle u as seen by the homing eye is equal to the true LOS
angle plus the aberration angle u,, as shown in Figure 210. In order to simplify
the analysis here, it is assumed that u, is a linear function of the gimbal angle u,
such that
Making a correction to include radome effects in Equation (2lo), the tracking error
measurement (see Figure 210) then becomes
  ~ r , e  e  ~ g + ~ r + V , = ~ ~  u , + ~ , + ~ ,
Equation (211) is substituted into Equation (212) to yield
The angular relationship of Equation (213) and the dish dynamics from Figure 2
13a are employed to develop a seeker block diagram with radome effects shown in
Figure 213b. Since the radomeinduced error here depends not only on the LOS
angle but also on 0 as well, 0 is used in the radome compensation algorithms for
stabilizing the (negative) radome error slope. To enlarge the stability region for the
positive error slope and for crossplane coupling slopes, the radome compensation
algorithm is inserted at the output rather than the input side of the guidance pro
cessing algorithms [Yueh, 1983(a); Yueh and Lin, 1984, 1985(a)]. Integrating 0 to
get 0, the latter quantity is then multiplied by the radome error r and used in the
radome coupling block of Figure 22 to compute the LOS angle measurement.
Combining Equations (210) and (2ll), another simplified equation that can be
used to calculate the LOS angle measurement is
where a,,,,, is given by Equation (25a). The look angle is defined as
Assuming radome aberration error u, is explicitly dependent on the look angle UL,
then the time derivative of the measured LOS [Equation (2lo)] to the firstorder
linearization approximation can be written as
where the radome local slope is
The importance of the seeker as a missile subsystem becomes evident when one
considers what it must be able to do. The seeker must be able to track a target,
remain spatially stabilized or go into a search mode if target track is lost, and measure
Sec. 2.2 Target Signal Processing 41
a guidance signal. Most seekers have a stabilization loop (see Figure 213b) to isolate
body rotations and track loop t o maintain the seeker axis along the missiletarget
direction. These loops, in conjunction with the appropriate signal processing, permit
the measurement of the guidance signal. The knowledge of the seeker dynamics
together with information about the radome characteristics and noise sources would
be required to develop a detailed model of this measurement process. In order for
the tracking and stabilization functions to work properly, the seeker slewrate ca
pability for a BTT missile must be compatible with thc missile's banking motion,
being ablc to deal with potctltially large look angles. It is important also to assess
the impact of banking maneuvers on track loop requirements. A detailed seeker
analysis must include modeling of the inertial coupling between the t wo seeker
channels and the effects of friction. When analyzing missile banking maneuvers, one
must also consider the effects of polarization. In the case of a semiactive, linearly
polarized seeker with linearly polarized radiation, the seeker gain becomes zero when
the polarizations are 90 deg out of phase. This situation can arise, for example, when
the missile undergoes a 90dcg bank. Also, as the relative polarization of the seeker
and incoming radiation change, there can be serious problems having to do with
changes in radome aberration error. That is, if the radome is designed for a particular
polarization, a change in this angle may produce larger aberration errors. An active
seeker may also be subject to polarization effects when used against a large target
such as a ship, for example. If the target's reflectivity is a function of the signal's
polarization, the aim point may be altered as the missile banks. Should the guidance
system mistakenly interpret this rapid change in aim point as a spike in the LOS
rate, it may cause the missile to miss the target [Riedel, 19801
Target tracker (seeker) modeling. The LOS rate u is corrupted by
bias ub and gyro sensitivity as shown in Figure 22. It is convenient at this point
to consider the tracking loop time constant T,, the stabilization loop gain K,, and
the gyro sensitivity gain K?, as shown in Figure 213b. In general, if the tracking
loop time constant T, is too large, the seeker will be unable to track highly maneu
vering targets. If, on the other hand, this constant is too small, there will be problems
associated with excessive noise transmission and, hence, a stability problem. The
tracking loop time constant must therefore be chosen somewhere between these
t wo limiting values. he stabilization loop gain K, which is the loop crossover
frequency should be large (that is, perfect seeker dynamics) so as to speed up the
guidance system, with a practical upper bound placed on it so as to stabilize the
seeker well. Because it will have almost no influence on the seeker track loop dy
namics if K, is large, the seeker dynamics can be approximated by
Without radome effect (see Fig. 213a) u'dlu = W,S/(S + w,)
(2 16)
With radome effect (see Fig. 213b) u ' d = [(I + r)u,,,  re] w,/(s + w,)
that is, a,,,, is passed through a target tracker (for example, seeker), composed of
a differentiator followed by a firstorder lag, to produce a seeker dish rate command
which is approximately the LOS rate I?.
42 MDASE of NGC Processing Chap. 2
Tracking error guidance system seeker model. The transfer func
tion of the seeker as it appears in Equation (216) is more representative of a tracking
error guidance system shown in Figure 213b. Figure 214a illustrates a typical
tracking error guidance seeker loop in which an error signal is produced by the
angle error detector and is proportional to the misalignment of measured target
angular tracking error E. This error signal'is then input to a proportional plus integral
amplifier whose transfer function is
A rate gyro feedback must be included in the design in order to improve the stability
margin in the Nyquist sense and to help reject outside disturbances [Garnell, 19801.
The output of gimbal dynamics plus pitch rate 8 is the antenna (dish) rate ed in
body coordinates, and, since the feedback is defined as dish angle and not rate, the
Total LOS
Angle Noise
v Anel e Error Amalifier Power
Rate Gym 1
,~
Sensitivity
(B)
Figure 214 (a) Typical Tracking Error Guidance Seeker Loop (b) LOS Rate Guid
ance System Seeker Model
Sec. 2.2 Target Slgnal Rocesslng 43
loop is closed by the implied integration of ud. An evaluation is now made of the
quantitics T I and KI K2K3 which fall under the designer's control. The generalized
tracking guidancc system seeker model is illustrated in Figure 213b in which the
tracking loop time constant T, is proportional to the torque loop gain TI of the
seeker. The PNG guidance system transfer function is approximated by
u = V [ ( + T, s ) ( ~ + TJ)] (317b)
LOS rate guidance system seeker model. An alternative to the track
ing error guidance system sccker model is the LOS rate guidancc system seeker
model which measures LOS rate u. The target is tracked by the seeker antenna
assembly, which is stabilized with respect to missile body motion. The measured
LOS rate is given by the sum of the time derivative of the angular tracking error
E and the antenna rotation rate u d throughout Equation (210). That is,
Thus, to obtain a measurement of u, the signal processor provides i(s u,) and
seekermounted rate gyros provide ud. The measured LOS rate u is actually very
close to the geometric u,,,,. There are rollstabilized radar seekers that generate the
LOS rate u for each axis using Equation (2183). While it can be shown that the
measurement of u becomes independent of the seeker track loop dynamics under
this operation, it is also true that this method may lead to noise amplification owing
to the process of differentiation. Moreover, the differentiation is electronic and is
performed on a signal measured in seeker coordinates. The process of generating
u using Equation (218a) together with all seeker lowfrequency signal processing
must be examined in the context of being suitable when the missile and seeker cease
to be roll stabilized, but can bank at a rate of a few hundred degrees per second. A
LOS rate guidance system seeker model is presented in Figure 214b. The PNG
system transfer function is approximated by
Parasitic feedbacks. As illustrated in Figures 22 and 213b, body
rotation rates always have the effect of corrupting LOS rate measurements. Imperfect
sensor stabilization or unmatched signal processing gains are only two factors that
may act to produce undesirable perturbations on the LOS rate. A parasitic loop may
develop in which bodyrate induced perturbations on the guidance signal cause a
perturbation in the commanded and achieved accelerations and, hence, additional
body rate. The result of this situation is that the system can become unstable and
may suffer degraded performance [Riedel, 19801. Both the body rate and body
acceleration are parasitic feedbacks, owing to the necessity of an aerodynamic missile
to pitch to an angle of attack to be able to maneuver. Because of the radome refraction
effects, the autopilot and seeker dynamics are coupled through the missile body
rate feedback signal. This creates an attitude feedback loop in which the missile
responds to a target LOS change by maneuvering. The resulting rotation of the
44 MDASE of NGC Processing Chap. 2
missile body causes an apparent additional change in the LOS angle, which closes
the loop. This feedback increases as the altitude increases. When the values of the
radome slope I. are large, they represent the worst effect of an undesirable feedback
path through the gimbal angle as shown in Equation (213). Beside the radome
effects, the stabilization loop is fed with a false angular rate due to missile maneuvers.
The gyro acceleration sensitivity drift produces a direct unwanted feedback path
with a gain K, from the achieved acceleration to the measured antenna rate in space.
If the gyro mechanism is not perfectly balanced about the output axis, any linear
acceleration normal to that axis to which the gyro is subjected will cause an erroneous
rate signal to be generated. Such a signal will result in a tracking error that in turn
commands an additional lateral acceleration to close the loop. This effect was first
brought to light during a flight test in which the missile flew a helical path to an
excessive miss distance. After conducting an analysis, improved mass balance pro
cedures were put into effect. In addition, the gyro was mounted in a direction that
minimized the missdistance impact [Fossier, 19841. The preceding two parasitic
feedbacks become important at high closing velocities occurring in shortrange or
highaltitude flights. Thus, the design of the seeker must take into account the
seeker's own performance characteristics and provide sufficient stability margins to
handle unwanted feedback paths.
As will be shown later in Examples 33 and 24, the effect of radome error
feedback on the control system is determined by the sign of the radome error. The
effect of a degenerative error (positive), which is one that tends to reduce the input
LOS rate, is to slow the system response and to reduce the autopilot's stability
margin. A regenerative (negative) error may bring about guidance instability at very
low frequency. Although both can result in increased miss distance, a regenerative
error is of greater concern inasmuch as lowfrequency oscillations are characterized
by large displacements of thc missile. In a situation somewhat similar to what occurs
with the radome error, a feedback loop is formed by in~perfections in the antenna
stabilization system (sec Figure 213b). This causes a change in the antenna direction
as the missile body attitude, or missile acceleration, changes. In early systems. the
stabilization loop consisted of rate gyros mounted on thc back of the antenna, with
their outputs electronically integrated to drive a hydraulically actuated gimbal sys
tem. Owing to the servo's finitc frcqucncy response, the antenna is unable to kccp
perfectly stationary for body motions at frcqucncies of primary concern, and the
resulting motion gcncratcs a borcsight error cquivalcnt to that caused by positivc
radon~e slopc. One aspcct of the solution to this problem involved improving thc
hydraulic valve rcsponsc so that the head stabilization loop could be closed to a high
enough frcqucncy to rcducc this effect to acceptable icvcls.
Another aspect of thc solution was clcctronic in nature and centered around
the closedout frequcncy of the stabilization loop. It was realized that this frequency
mattcrcd only to the extent that it affects thc gain in the stabilization loop at fre
quencics of interest, typically 1 to 3 Hz, and that it could bc increased by changing
the elcctronic integrator to provide a  2 slopc instcad of a  1 slopc, keeping in
mind loop stability considerations. The resemblance to radome slope was brought
into grcatcr focus when it was discovcred that purposely limiting the DC gain of
Sec. 2.3 NGC System Deslgn and Analysk 45
the stabilization loop, as opposed to allowing perfect integration of the rate gyro,
created the same cffect as a positive radome slope. Thus, one could compensate for
the negative radome slope at the very low frequencies that produced large miss
distances. A rather serious accuracy problem was alleviated by the implementation
of this simple compensation scheme. Chapter 8.4.3 presents the design cquations
for PNG with thc previouslymentioned parasitic feedback. Thc cffect of body
bending is yet another type of parasitic feedback. In contrast to bcing a separate
parasitic loop, this cffect is simply a highfrequency autopilot instability in which
body bcnding is detected by the autopilot as a motion ofthe missile. In early systems,
the autopilot rate gyros were mounted as closely as possible to the nonrotational
point for the first bending mode. This in conjunction with the electronic filtering
employed made it possible to avoid autopilot instability [Fossier, 19841. Details of
this structural vibration control are presented in Book 3.
2.3 NGC SYSTEM DESIGN AND ANALYSIS
The NGC analyst works with all members of the design team. He or she must be
able to work from simple to very complex analyses and simulations, and to provide
preliminary and firm requirements and designs.
2.3.1 Guidance FilteringlProcessing
Simplified pursuer dynamics. A functional block diagram of the PNG
kinematic loop is shown in Figure 213a with the guidance computer defined pre
viously in Figure 26. Seeker dynamics and corruption of the LOS rates due to
body motion coupling through the radome are modeled in Figures 2lja(iii) and
215a(iv).
Guidance Jdnematic loop. Consider the block diagram corresponding
to Figure 215b which is simplified from Figure 22. The target position mea
surement is
"' = Yr + Yg
(2 19)
where y , corresponds to the target maneuver, which is generally considered as a
random variable, and y, is the target glint/scintillation noise (generated by the input
equivalent radar noise), which is a property of target radar return signal and arises
from sources that physically enter the system.
Noise inputs. The two target noise inputs in Figure 215b are denoted
by y , and U ~ N (angle noise of the tracker). These noises, which corrupt the obser
vation, induce miss distance, and impact pursuer acceleration requirements, are as
sumed to be uncorrelated whitenoise processes. In Figures 215b and 22, u ~ ~ ( t )
is equal to u,,,(t) + uf ( t ) + uc(t). Represented as a linear displacement at the target,
y , has a PSD of +,, and, like miss distance, is divided by rhe range to become an
angular glint noise u,,i,,, with PSD
MDASE of NGC Processing Chap. 2
a) Simplified P u r s ~ r Dynamics
TNE U S Guidance &N D ~ Guidance Conlpuvr FCS
Angle Gs ('1 G, ($1 Air+c & Pmpukion
i) I
Total LOS Angle Noi s
I I
I
*kc, Dirh
I
qne I Ratc Command
I b;la I
Pursuer mnamicr
Simplified
Punuer D y o a k
(See Fi e a)
Figure 215 (a) Sirnplificd I'ursuer Ilynarnics (h) Trajectory Ilynarnics Model (c)
Equivalent Trajectory Dynamics Model
to be input t o the scckcr. It is pointed out here that, evcn under the assumption of
stationary scintillation noisc at the target, this becomes nonstationary at the seeker
by virtue of division by R( t ) . Target scintillation is commonly assumed to be aptly
represented as stationary bandlimited noise, thc amplitude and bandwidth being
functions of the physical dimensions and motion of thc target. Inasmuch as band
Sec. 2.3 NGC System DesIgn and Analysis 47
limited noise and filtered white noise possess the same statistical properties, the
simulation can be performed by introducing a simple lag filter with ~ C L T = l / wg
as a correlation time constant between w, and y , as shown in Figure 22. The PSD
of y , is
+,\. = 27CLTrCLT, ~ C L T = glint noise variance
(22Ob)
The filter was excluded in Figure 215b as a matter of simplicity because it falls
outside thc homing loop and has no effect on the system adjoint [Peterson, 19611.
The net return signal from a target with many radar reflectors can be modeled as
a movement of the apparent radar target position. I t is typically modeled as a Gaus
sian random variable only with zero mean and variance rcLT. that is,
where (r~gET) is 112 to 118 the target's dimension perpendicular to the LOS. That
IS, rg;T = WJa, where a = 5 is the rule of thumb and can vary between 2 a n d 8
according to data, and W, is the wing span of the target [Alpert, 19881. Range
independent noise (KIN) uf is the noise inherent in the receiver. It is independent
of target return power and is caused by many sources, only some of which include
signal processing effects, cross polarization of returns, quantization effects, and gim
bal servo drive inaccuracies. uf is modeled as
of  iV(0, rf) with equivalent white RIN PSD +f = 2?frf (220d)
where ~f is the RIN correlation time constant. Thermal noise a,,, is the receiver
noise, which is a function of the strength of the target return, and hence the signal
tonoise ratio. u,,, is modeled as
u,,,  N(0, r,,) with equivalent white receiver noise PSD +,,, = 27,,r,,, (220e)
where T,,, is the correlation time constant of u,,, and r,, is the rangedependent noise
variance governed by
(Semiactive) ~, , , sA = r,,,~ (RIRO)', (Active) r , , ~ = r, , ~ ( RI Ro) ~ (2200
where Ro is referred to as the targettopursuer reference range. The clutter noise
u, is modeled as
u,  N(0, r,) with equivalent white clutter noise PSD +, = 2~, r, (220g)
where 7, is the correlation time constant of a, . Glint noise, receiver noise, and RIN
are the important contributions to tracking accuracy when radar is used. Decreasing
the range to go increases the glint noise but decreases the receiver noise. The variance
~ T N and the spectral input +TN for the angle noise arN are determined by the
characteristics of the seeker and are of the following forms, respectively:
48 MDASE of NGC Processing Chap. 2
The total LOS angle measurement noise is then
V m = UT N + ugl i nr = u r n + uf f uc + Ug*llittr
(222)
The angle noise variance and spectral input are of the following forms:
v, = v,,, + rf + r, + rCLTIRZ
In addition, the tracker noise, or.., can be added to target position noise, y,, so
that the measurement equation is modified from Equation (219) as:
z( t ) = y T + n = target position measurement (224)
where n = target position noise = o, R = y, + RUTN, and the variance and PSD
of n are of the following forms, respectively: '
2
r,, = YTN R + YCLT = [rm + r, + v, ] R2 + ICLT
(225)
+ t t = ~ T , v R ~ + 4 s = [@r,z + 4f f +c ] R2 +
Thus, Figure 215b has been modified to become equivalent to Figure 215c.
Nonnoise inputs. The initial condition at the start of homing (launch,
transient, and so on) is the nonnoise inputs to the system. The initial seeker error
and the initial turning rate of the missile are both assumed to be constant random
variables. In certain instances, either of these two errors may be zero. For example,
the seeker initial error input becomes zero if the seeker is lockcd on and settled out
at the start of homing. Similarly, the initial turning rate input becomes zero if the
missile is not maneuvering when homing begins. Other quantities assumed to be
constant random variables include initial heading error and detcrn~inistic target ma
neuvering inputs [Peterson, 19611.
NGC system design requirements and design considerations.
Consider the possibility of choosing a guidance and control law such that the system
within the dotted box of Figure 21% looks like a guidance filter. Then, pursuer
lateral position output y,,, is controlled by the guidance computer and FCS to min
imize E [ ( ~ T  y , ) T( y T  Y , ) ] , that is, minimum miss. The guidance and control
system must get the missile close enough to kill the target when the warhead ex
plodes. Therefore, an appropriate measure of guidance performance is miss distance.
which is defined as the minimum distance between the missile and target. Besides
minimizing miss, other goals that the NGC system must attempt to accomplish
include maximizing the following: the range of operating conditions, the allowable
environmental disturbances, the reliability, and the effectiveness. At the same time,
the NGC system must be designed so that both cost and sensitivity to target tactics
are minimized. When viewed from the standpoint of meeting these objectives, the
guidance and control problem becomcs a matter of designing a compensation filter
that optimizes system performance with respect to accuracy, stability, speed of
response, and external or environmental disturbances. A high relative stability is
Sec. 2.3 NGC System Deslgn and Analysls 49
measured in terms of good gain and phase margins. Concerning speed of response,
the system must be suitably fast so as to wipe out the nonnoise inputs with small
guidance time constant T,,. As for environmental disturbances, the filter must be
able to filter whatever noise inputs arc present to acceptable levels [Axelband, 19861.
Advanced multivariable control system design. To begin with, con
sider Figure 216 which describes a standard procedure for designing a robust,
integrated control law (see Books 3, 4, and 5 of the series). After a nonlincar simu
lation modcl is developed and the requirements for robustness and performance are
determined, the results are used to conduct an openloop analysis. As shown in
Book 1 of the series, the purpose of the openloop analysis is to determine the
significant dynamic characteristics and interactions of the airframe, propulsion, and
control surfaces. It consists of nonlinear and linear simulation, as well as stability,
covariance, observability, controllability, and frequency response analyses. The re
sults of these analyses are used to define the design model. Once the design model
is defined, control law synthesis can be performed to develop control law algorithms.
Control law synthesis consists of: (1) feedforward controller design to enhance com
mand response; (2) feedback controller design to satisfy stability and robustness
requirements; and (3) controller order reduction to minimize implementation com
plexity. These results are then used to conduct closedloop analysis which, as Figure
216 shows, also considers directly robustness and performance requirements. The
closedloop analysis, which makes use of the control law combined with the open
loop simulation model, consists of nonliner and linear simulation, as well as stability,
covariance, and robustness analyses. This is done to ensure that the control law
Figure 216 Robust Integrated
Control Law Design Procedure
L
P
Model helupmnent
' Wind tunnel test
CFD. CSM
* Physical laws
SyPtem identification
' Model validillim
Design Specifieatim
.
Military speciliatiow
* Flyingqualities
Stability requirements 4
Mi u distance
Performance
4
I
c
Open Lmp Analysh
Design model
Model reduction
* System limitation
C ,
Conlml Syslem Dei gn
CACSD
Advanced guidanceand control laws
' Design knowledge h w
Simulation and Performance Evaluation
l i me and frequency responses
I.inearand nonlinear Simulatim
Implcmentatia,
Fast prototype
Envirol~mml led
50 MDASE of NGC Processing Chap. 2
design satisfies control functional requirements. If these requirements are not ade
quately met, it may happen that further openloop analysis is required. However,
it may be that the algorithms developed in the control law synthesis stage simply
need to be refined, in which case the design model does not have to be altered.
Some of the methods available for advanced multivariable control law design are
shown in Book 3 of the series.
Classical versus modem guidance and control. As shown in Figs.
26 and 217a, lowpass filters attenuate the noise component of the sensor signal,
given the frequency characteristics of target signal and noise. Also, as can be seen
from Figure 217a, separation principle allows one to design the optimal estimator
and the advanced guidance law independently. Optimal estimators such as Kalman
filters ideally separate the target signal from the noise by using information about
target (and pursuer) dynamics and noise covariances. The objective of an optimal
estimator is to provide accurate estimates of all states and model parameters required
for the advanced guidance law without significantly increasing the sensor require
ments (and therefore cost). The advanced guidance law provides the optimal steering
commands assuming a noisefree environment. Figure 217b is a functional com
parison of how the current modern approach differs from the classical approach to
missile guidance and control. Classical approaches have become firmly entrenched
in guided missile designs because they worked well in the rather benign environment
of past target engagements and were easily implemented with analog circuitry.
Because of such precedence, missile designers have often tried to satisfy the increased
performance requirements of modern missiles by increasing the complexity of as
sociated hardware such as seekers, gyros, accelerometers, airframes, and engines.
Improving performance nearly always involves a tradeoff between more sophis
ticated hardware or more sophisticated software. While such approaches in many
cases have improved performance, the increased hardware sophistication almost
always results in increased costs. In fact, the resulting cost has often been so high
that the systems either were never developed for operational use or were purchased
in small quantities [Gonzalez, 1979(a), (b)].
In spite of many classical terminal guidance and control laws which are still
being used for tactical missiles, each characterized by varying degrees of perfor
mance, complexity, and seekersensor requirements, the increascd accuracy re
quirements and morc dynamic tactics of modern warfare render contemporary guid
ance and control laws unsatisfactory in many applications. Whilc many modern
guidance and control system des~gn techniques have yiclded better solutions than
those obta~ned from a classical approach, these remain nevertheless overly complex
and are not well undcrstood by industry as a whole. As a result, advanced guidance
and control sysf et n design, as extensively discussed in this book, is an ideal approach
which combines the most attractive features of both classical and modern guidance
and control system design techniques. This advanced approach, coupled with the
advent of new theoretical methods and lowcostlhighspeed microprocessing tech
niques, makes it possible to provide better effectiveness, reliability, tremendous
increases in missile performance, and greater leeway in other subsystem performance
for the same or less power, weight, and cost.
See. 2.3 NOC System Design and Analysls
FILTERED LlNEOFalOHT
OTHER MTE nus rson~orr~~
SENSORS EI I I MATU
LINEOFJIOHT RAT
L1 /L=. UXELERATI W 6ETlER
Xl t W 
bDVU(CED COYUAND
u OUlOANCE
EITIMATOR U W
LI NEONI OW1 U T E FILTERED LINEOF.
c
LlOn M T Z
TARGET
CL WKAL LIIROhCH
NOISE OUIDANCE
SEEKER LAW AUTOPILOT AIRFRAME
~mowAv)
Xl'W
C
MISSILE
KINEMATICS
Low CAN C
FILTER
CRWAV
LAW
TARGET
KINEMATICS
KCELERATI W
COMMAND

ESTIMATOR
MISSILE
KINEMATICS
Figure 217 Classical vs. Modern Guidance and Control (a) Guidance Filtering and Pro
cessing (b) Functional Comparison ( ( a) j or n [Conzal ez, 1979(b)] withpennissionjom AGARD
( b j j o m [Conzal ez, 1979(a)], CC 1979 IEEE)
52 MDASE of NGC Processing Chap. 2
2.3.2 NGC Stability and Performance Analysis
The guidance analysis model shown in all parts of Figure 215 is composed of
elements representing the homing kinematics plus other systems that affect the hom
ing guidance dynamics. The rootlocus method and frequency response analysis can
be applied to guidance system analysis. Performance analysis techniques are used
to evaluate the NGC performance. The guidance system transfer function from a,,,,
to A, , , is shown in Figure 215a. The stability analysis pertains only to the guidance
system transfer function, whereas the missdistance analysis will apply to the entire
homing loop of Figure 215b. The homing loop shown in Figure 215b can be
used to obtain a clear understanding of the requirements of an analysis model, and
to obtain quantitative comparisons of miss distance as a function of the significant
guidance system paran~eters. Such information is then used to evaluate the effects
of NGC parameters on missile performance. Miss distance is brought about by the

dynamics of the guidance system transfer function, the simplest representation for
which is shown to be a fifthorder binomial [Nesline and Zarchan, 1984(a)]. The
desir.ed/actual effective navigation ratio A, which varies due to changes in the flight
condition, is one major determinant of homing system performance. Another major
determinant of homing performance is the guidance system tinte constant T,, which is
the sum of system constants. The ejfertivegrridance systenl titne constant, T;, is defined
as the guidance system time constant with radome effect. Examples 23 through
25 later will discuss radome error and its severity on the guidance and control
responsiveness of homing missiles. As will be shown in Example 24, the overall
system stability needs to be studied before computing the time constant of the FCS
because the timc constant is the major factor that affects the miss distance. The trend
of the effect of cach feedback loop on the linear, time\.arying gain systcm is clarified
by the preceding discussion using root locus. The adjoint simulation is required
because all the transient behavior in the missdistancc response cannot bc predicted
by only the simple root structure. The most efficient method of parametric study
can be realized through a combination of the rootlocus and the adjoint simulation
techniques. The former is initially used to idcntify the region of parameters for
system stability, while the lattcr is used to check thc conclusions dcrived from the
rootlocus study, concentrating on the optimum choice of NGC gains.
Example 21: Guidance kinematic loop stability analysis. A vcry
good guidancc stability analysis has already bccn put forth prcviously in Book 1 of
thc scrics. Thc opcnloop phase and gain frcqucncy rcsponsc charactcristics arc gcn
eratcd so that the stability charactcristics of thc guidance kincrnatic loop can be
examincd. Once specific values arc assigned to cach paramctcr, the contribution to
this responsc by the linear clcmcnts in this loop arc easily evaluatcd. The opcnloop
transfer function in Figurc 2l5b with the simplified pursucr dynamics defined in
Figurc 2 15a(i) is
Substituting jo for s in Equation (226) for sinusoidal input yields for magnitudc
Sec. 2.3 NGC System Deslgn and Analysls 53
and phase
where GA(w) is the autopilot gain and L$A(o) is the autopilot phase response.
Although the linear mode of the autopilot can easily be solvcd, i t is difficult to
analytically obtain the contribution to this response by the nonlinear autopilot. Thus,
the nonlinear autopilot phase and gain characteristics are obtained through computer
simulation.
Example 22: Comparison of statistical digital simulation meth
ods. This example begins with the simplified model of an intercept homing loop
shown in Figures 215a(ii) and 215b. The FCS and the airframe and propulsion
dynamics are approximately represented by a single tag (7, = llw,) transfer function
CA(S) = A,,lu, = 1/(7,s + 1) (although a secondorder representation seems more
reasonable) to include their effects in the guidance gains. The guidance system trans
fer function without radome effect is A,,lu = AV, s/(l + ~ ~ ~ 5 ) where T , = T, +
7, + T,. Included in this simplified model are: (1) effective navigation ratio A =
3; (2) closing velocity V, = 3,000 ftlsec; (3) pursuer velocity V,, = 2,300 ftlsec; (4)
7, = l / wy = 0.1 sec; (5) seeker tracking time constant 7, = l/w, = 0.05 sec; (6)
noise filter bandwidth k = l / i , = 10 radlsec; and (7) flight time t f = 3 sec [Zarchan,
1979(a) & 19881. The target maneuver model is assumed to be a Poisson jinking
maneuver shown later in Figure 221e where B = RMS target acceleration = 161
ft/sec2, and A, = the target maneuver bandwidth = 0.2 sec'. The PSD of the
white glint noise u, and the white rangeindependent fading noise uy are denoted
by +, = 4 (ft2/Hz) and +f = 1 x 1016 (rad2/Hz), respectively. This example is
used in Chapter 3 to demonstrate the utility of each of the performance analysis
techniques via digital simulation.
Example 23: Radome errorinduced missdistance predictions.
Following Example 22 and Figures 215a(iii) and 215b, included in this simplified
model are: (1) effective navigation ratio A = 3.5; (2) closing velocity V, = 4,500
ftlsec; (3) pursuer velocity V, = 2,500 ft/sec; (4) T, = l / o, = 0.45 sec; (5) seeker
tracking time constant T, = l/w, = 0.1 sec; (6) T, = l l k = 0 sec infinity bandwidth;
(7) aerodynamic turning rate constant T, = 2 sec; (8) flight time t f = 5 sec. The
model developed by Murray [I9841 and presented here begins with the fact that
system disturbances that cause miss distance result also in gimbal angle motion. The
effective slopes r are reduced by this motion, while the effective noise q is increased.
This example, largely fdllowing the excellent article by Murray [1984], looks at a
linear radome error model that spans the gap between nonlinear and linear radome
error missdistance predictions. Included in this model are an effective slope and an
effective noise variance. Gimbal angle motion, which is a function of guidance
system disturbances such as target maneuver and rangeindependent noise (RIN),
determines the effective slope and effective noise. In the treatment presented here,
54 MDASE of NGC Processing Chap. 2
analytical expressions for effective slope and effective noise are derived for a sinu
soidal radome error. The guidance system transfer function with radome effect is:
7; = effecti4e guidance system constant
'4 rn
2=
A' Vcs
= 1 + ~ A V / V , ) ' ( T T , ) I I ( ~ + A V V (228)
U l + Tis ' A! = A
= effective navigation ratio
1 + rAV,/V,
where T~ = T, + T, + T~ Figure 215a(iii) illustrates how the radome slope changes
the missile system dynamics. The radome slope r appears twice in A,,,/u. A' is
altered in terms of r effect by a factor of 1 over the quantity 1 + rAV,/V,,. For
positive radome slope, A' is reduced and the response time of the system is increased,
the effect of which is to increase the miss distance due to target maneuver. The
opposite occurs for negative radome slope, the result of which is to increase the
effect of A' and thereby increase the miss distance due to RIN [Fossier and Hall,
19671. System damping is reduced in the case of a negative radome error when
higherorder terms are concerned. Figure 218a shows a typical missdistance sen
sitivity to r. The figure shows that there exists a negative threshold value of r, below
which miss rapidly escalates. This value depends on the flight condition through
a/$ and on the control system design through the value of T,. Given the variation
of a/$ with altitude, the value of T, must be increased appropriately so as to maintain
acceptable performance [Fossier, 19841. The radome slope r also enters in the de
nominator of Arn,lu, where the time constant (s coefficient) T; is modified by a
factor of r T,A V,/ V,,,. The effect of a positive r is to increase 7i, thereby increasing
the miss distance due to target maneuver. A negative r., if it is sufficiently large,
will cause T: to go negative, resulting in an unstable guidance system. The cffect of
r on 7; is of greater concern at high altitude where T, is large. Given the parameter
values, the missile system in Figures 2lja(iii) and 215b gocs unstable for r =
0.045. This secondorder missile system remains stable for all values of positivc
r, a fact whlch is not significant for the following reason. By adding to the model
a typical thirdorder autopilot as will be given later in Examples 24 and 25,
together with a firstorder noise filter, r = 0.095 is required for missile system
instability. However, fcr positive slope values much less than 0.095, the miss dis
tance due to target maneuver becomes unduly high.
Miss due to radome slope. Target maneuver and RIN are thc two dis
turbanccs evaluated. As Figure 218b shows, the miss distance increases with ra
Figure 218 (a) Representative Effect of Radome Boresight Error Slope on Miss Distance
(b) Miss Increases with Radonie Slope (c) Miss Is Less with l'eriodic Radoinc (d) Target
Maneuver Miss Is Less with Periodic lladome (e) Gimbal Angle Motion Deterniines Effective
Slope and Effective Noise (f) Target Maneuver and Noise Cause Gimbal Angle Motion (g)
Effective Slopes and Effective Noise Are Derived by Mininiizing Mean Square Error ((aJ,fmitr
/Fossirr, 1984/, 8 1984 AI AA (h)(g) jam IMuwoy, 19841 urith permissiotr j o m AACC)
3 9 TARGET MANEUVER
7. mred RANGE INDEPENDENT NOISE
TOTAL

.O.W .0.02 0 0.02 0.04 0.06 0.08
RADOME SLOPE
. ~
8 9
CONSTANT SLWE I?
8 .
4.
8 2.
5
0.
.2.
4.
1 2 3 4 d
'
TARGET MANEUVER TIME TOGO i r l
(D)
SINUSOIDAL
q = r, sin (+(up *))
RADOME
ERROR:



TARGET
MANEUVER:
 . . .   . . 
RAWME
0 ,
RANGE
I
! 0. 08. o. m  0 . ' ~ .o.b2 o 0.b2 0.04 0.05 0.08
INDEPENDENT
NOISE:
MAXIMUM RADOME SLOPE
( C) t
Effective Slope for
Target Maneuver Effective Bias
b
Gimbal Angle Due to
Target Manewer
Gimbal Angle Due to
Range Independent Noise Oggf
Effec~ive Slope for
Range Independent Noise
56 MDASE of NGC Processing Chap. 2
dome slope. This miss due to target maneuver increases with positive slope, whereas
the miss due to RIN increases with negative slope. For this example, the initiation
time of the 3g step target maneuver is uniformly distributed with 25 samples over
the 5sec terminal flight time. The amplitude standard deviation of the RIN is 2
mrad within a bandwidth of 1.8 radfsec (7 = 0.55 sec). In Figure 218b, the RMS
value for zero radome slope is 1.0 because all RMS miss distances in this example
are normalized by the same factor.
Miss i s l ess with periodic radome. Actual radome is periodic with
gimbal angle [Murray, 19841. As shown in Figure 218c, periodic radome error
results in smaller miss distance than occurs with constant maximum radome slope.
The figure shows that miss is significantly reduced for a sinusoidal radome error
with a 30deg period. Specifically, the miss distance due to target maneuver is less
for a periodic radome error. Miss distance is plotted against target maneuver time
in Figure 218d for three types of radome error. The first corresponds to r = 0,
the second to r =  0.045, and the third to a 30deg period sinusoidal radome with
a maximum slope of 1 0.045 1. At the initiation time of the target maneuver, the
gimbal angle is such that the radome slope has the maximum negative value of
0.045. While the RMS targetinduced miss is 0.7 for r = 0, it is only slightly
higher with a value of 1.1 for the case of the 30deg period sinusoidal radome with
a 10.045 1 maximum slope. These ~al ues can be compared with the RMS target
induced miss for the case of constant 0.045 radorne slope, which is much higher
at 3.4. Actually, this adjoint continues to increase with increasing flight time owing
to the fact that the missile system is marginally stable for r = 0.043.
Effective slope and effective noise. As demonstrated in Figure 218e,
the effective slope and effective noise of a radonle error are determined by gimbal
angle motion. In this figure, the effective slope r due to gimbal angle motion is less
than the maximum slope. The difference between the nonlinear radome error, u,,
and the effective slope approximation, r u,, gives the effective noise, q. Gimbal
angle motion is brought about as a result of missile system disturbances such as
target maneuver and RIN. Gimbal angle motion, particularly that component which
owes itself to target maneuver, can be a substantial fraction of a radome error. This
example looks at a sinusoidal radome error, target maneuver, and RIN disturbances
as shown in Figure 218f. The sinusoidal radome is characterizcd by amplitude,
period, and phase of ro, P, and @, respectively. The gimbal angle is incremented
as a rcsult of target maneuver by the value u,l over the flight time. A uniform
distribution with a (1/3)"2u,,/2 standard deviation is assumed. Figure 218g shows
the two effective slopes, one for each of the two nlissile system disturbances. Min
imizing the meansquare error, q, yields
r~ = ur(aE) * u ~ ~ l ( u , ~ ~ l l 2 ) , r, = u,(ux) * ~, ~f 14. (129)
02 = u,Z  r+u:I/12  r34, b = i
Ssc. 2.3 NGC System Design and Analysls 57
Evaluating Equations (229) for the sinusoidal radome given in Figure 218f results
in thc following normalized effective slopcs and effective noisc variance:
r T
 
~ . WA X  0 s ( ) [[sin (y)
rf
 
 COS
~. \ I AX
where r ~ f . 4 ~ = 2 ~ r , ~ / P and

(J,
 
2 ~ 4 ~
 sin (Y) sin
ro P
Because it is not significant for long flight times, the bias is neglected. Equations
(230b and 230c) are plotted in Figure 219a for zero phase a. As the target
maneuver and RINs increase. the effective sloves decrease, whereas the effective
noise increases. The effective slopes are much less than the maximum slope, M MAX,
as the gimbal angle increment, r,~, due to target maneuver approaches and exceeds
the radome error period, P. As this occurs, the effective noise approaches 0.7 of the
radome error amplitudes. The greater gimbal angle oscillation, +' I 2, due to RIN
accelerates this effect of reduced effective slopes and increased effective noise.
Linear radome miss prediction. Equation (231) represents the linear
radome missdistance prediction, which is the RSS of the components due to system
disturbances and the component due to effective noise
Range
RMS Miss
RMS Miss
RMS Miss
Target Maneuver RMS Miss: fM(r = rT); RIN RMS Miss: fN(r = rf)
(231)
Effective Noise RMS Miss: fN(r = 0)
MDASE of NGC Processing
Chap. 2
TARGET MANEUVER
EFFECTI VE
Sl NUSOl DAL RADOME
DENOTES EFFECTI VE SLOPE VALUE
GI MBAL ANGLE
STANDARD
I
DEVI ATI ON ldegl
EFFECTI VE
SLOPE, rf
7.5 deg
.0.06 0.04 .0.02 0 0.02 0.04
RADOME SLOPE
(B)
TRAJECTORY
DYNAMI C
MODEL WI TH
2 mrad
RANGE
INDEPENDENT
NOISE
1

3 0 dq PERIODSINUSOIDAL RADWE
0 180d.p
I NDEPENDENT
EFFECTIVE EFFECTIVE NOISE
SLOPE. rf STANDARD
DEVIATION 1rnr.d)
.0.0(5
. o . m h , :;;,,
0
0 5 10 15 0 5 10 15
GIMBAL ANGLE GIMBAL ANGLE
STANDARD DEVIATION Id41
STANDARD DEVIATION 11
( C)
30dW PERIODSINUSOIDAL RADOME
CONSTANT
2 rnrad RANGE INDEPENDENT NOISE
SLOPE
RAWME 'J 4 rmr
MISS
EFFECTIVE I
SLOPE AND \
3
(A)
SlNUSOlDAL
RADDME
1 0
.o.a . 0 . b .o.b2 o 0.b2 0.k o.'a 0.h
MAXIMUM RADOME SLOPE
Figure 219 (a) Effective Slopes Decrease and Effective Noise Increases with Target Ma
neuver and Range Independent Noise (b) Effective Slopes are Reduced with Range Independent
Noise (c) Effective Slope and Noise are Defined by Gimbal Angle Standard Deviation (d)
Effective Slope and Effective Noise Predict Range Independent Noise Induced Miss (e) Target
Maneuver Causes Gimbal Angle Motion (1) Effective Slope Due t o Noise Is Reduced with
Sec. 2.3 NGC System Design and Analyski
3 9 TARGET MANEUVER
SIMULATION SIMULATION
ANALYTICAL
Y
TARGETMANEUVERAT TARGET MANEUVER AT
% 1 5 wTOW 1 3ucTOGO 1
40
0 5
TIME TO GO lul O TIME TOGO (ucl
(E)
30 deg PFRIOD SlNUSOlDAL RADOME
DENOTES EFFECTIVE SLOPE VALUE
GIMBAL ANGLE STANDARD
DEVIATION (deg)
TRAJECTORY
INDEPENDENT
I I I I I I 1
 0. E 0.@4 0.02 0 0.02 0.04 0.06
1
rf = .0.004 RAOOME SLOPE
30 deg PERIOD SlNUSOlDAL RADOME
EFFECTIVE TARGET EFFECTIVE NOISE
MANEUVER SLOPE. '.I STANDARD
DEVIATION (mradl
RANGE INDEPENUtN'l
0.038
0.014
6 0 3 6
TARGET MANEUVER TARGET MANEUVER
(91 191
(G)
30 deg PERIOD SlNUSOlDAL RADOME
3 9 TARGET MANEUVER
. 2 mrad RANGE INDEPENDENT NOISE
I
CONSTANT SLOPE
1 RADOME
SlNUSOlDAL
RADOME
AN0 NOISE
RADOME
SLOPE
0 0.02 0.04 0.06 0.08
MAXIMUM RADOME SLOPE
(H)
30 dog PERIOD SlNUSOlDAL RADOME
4 (0.045( MAXIMUM SLOPE
2 mrad RANGE INDEPENDENT NOISE
3
MISS
SlNUSOlDAL
RADOME
EFFECTIVE SLOPE
AN0 NOISE
RADOME
0 1 2 3 4 5
TARGET MANEUVER ( g )
(1)
Target Maneuver and Range Independent Noise (g) Effective Slope Due to Target Maneuver
Is Reduced and Effective Noise Increased with Target Maneuver and Range Independent Noise
(h) Effective Slopes and Effective Noise Predict Miss (i) Effective Slopes and Effective Noise
Predict Target Maneuver Miss (From [Murray, 19841 wi t h permissionfrom AACC)
60 MDASE of NGC Processing Chap. 2
Rangeindependent npise (RIN) miss. The result of RIN is gimbal
angle motion, and the oscillation amplitude is greater for a negative radome slope.
here fore, in addition to the miss distance being greater with negative slope ( ~ i ~ i r e
218b), the gimbal angle standard deviation is larger as well. The result is a lower
effective slope and thus a reduction in miss with a periodic radome from that with
a constant slope radome as demonstrated later. Figure 219b shows the gimbal angle
standard deviation. The figure also shows the effective radome slope versus gimbal
angle standard deviation for a 10.045 1 maximum slope radome. These effective
slopes for periods of 7.5, 30, and 120 deg are obtained from Figure 219a. The value
of the effective slope due to RIN is given by the intersection of these two sets of
curves. For @ = 180 deg, corresponding to a 0.045 maximum slope (Figure
218f), the effective slope, rf, is 0.028 for a 30deg period sinusoidal radome as
shown in Figure 219c. The resultant effective noise standard deviation is 1.0 mrad.
The RIN induced miss with a sinusoidal radome is predicted by the effective slope
and effective noise, as shown in Figure 219d. When Equation (231) and the ef
fective slope and effective noise are used to compute miss, this correlates with the
miss for the sinusoidal radome. The reason for which the miss computed this way
agrees so much better than the unrealistically large miss with a constant slope radome
is not difficult to understand. In addition to increasing RIN miss, negative radome
slope also increases the gimbal angle standard deviation. The result of this is to lower
t he magnitude of the effective negative slope, which in turn reduces the miss. Con
sider a linear radome miss vrediction model for RINinduced miss as follows: a 30
deg period sinusoidal radome, a 0.045 maximum slope at 0deg gimbal angle,
and a 2mrad RIN. Based on this model, the RMS RINinduced miss is 1.5, while
the RMS miss component due to effective noise is 0.3. The RSS for this model is
therefore 1.5. This can be compared to a value of 1.2 for the RSS of the sinusoidal
radome error model. In this examvle the RIN comvonent for a 0.028 effective
slope is dominant. The effective noise component is relatively small.
Noise and target maneuver miss. Gimbal angle motion is induced as
a result of target maneuver as shown in Figure 219e. Here, both simulation and
analytical results are displayed for target maneuvers initiated at 3 and 5 sec to go.
The gimbal angle increment, a,,, due to target maneuver can be expressed analyt
icall y as
An arialytical expression for a missile acceleration, A,,, due to target maneuver.
AT, , for a zero time lag missile system can be found in Fossier and Hall [I9671 and
Jerger [1960]. Equation (232) is obtained for computing 8, given A,,,, and assumirlg
perfect seeker stabilization and therefore that q, = 8. This equation is not highly
Sec. 2.3 NGC System Design and Analysls 61
sensitive to radome slope, r. There is a variation of 12 deg, from 22 deg to 34 deg,
in u, ~, for r varying from 0.045 to +0.045 with a value of 27 deg for r equal to
0.0. The results that follow therefore neglect r in Equation (232). That is, A, =
A. As can be seen in Figure 219f, the effective slope due to RIN is dramatically
reduced with target maneuver and RIN. This reduction is primarily a consequence
of the 3g target maneuver, which results in a 27deg gimbal angle increment,
u,~,. This caused the effective slope, r,, to decrease from 0.028 (no maneuver) to
0.004 for the 30deg period sinusoidal radome. As shown in Figure 219g. there
is also a big falloff in the effective slope due to target maneuver as target maneuver
is increased. Thc 27deg gimbal angle increment, q,,, owing to a 3g target ma
neuver causes the effective slope, r ~ . , to fall off from a value of 0.038 to 0.014 for
the 30dcg period sinusoidal radome. The effective slopes and effective noise predict
the miss with a sinusoidal radome as shown in Figure 219h. Using Equation
(231) together with the effective slopes and effective noise to compute miss gives
values that correlate well with the miss with the sinusoidal radome. These miss
distances are the RMS of four sets of 25 flights each, with the sets having the initial
gimbal anglc at the radome phase angle, 0, of 6.0, 13.5, 21.0, and 28.5 deg. Thus,
these miss distances are the RMS over RIN, uniformly distributed target maneuver,
and gimbal angle. Consider a linear radome missdistance prediction model as fol
lows: a 30deg period sinusoidal radome; a 1 0.043 / maximum slope; a 3g target
maneuver; a 2mrad RIN; and an RMS miss of four radome phases. Using this
linear radome missdistance prediction model, the RMS missdistance component
due to target maneuver is 0.8, while that due to RIN is 0.8 and that due to effective
noise is 0.8. With these values, the RSS is 1.4, which can be compared with a value
of 1.5 for the sinusoidal radome. In this example, the effective noise component is
equal to the target maneuver and RIN components. The effective slopes and effective
noise predict the miss with increasing target maneuver as shown in Figure 219i.
Empirical radome slope calculation. I t is not difficult to find in the
literature empirical relationships for radome slope [Donatelli and Fleeman, 1982;
Giragosian, 1979; Travers, 1982; Youngren, 19611. That found in Travers [I9821 is
examined here as an example to illustrate certain key points.
where p is the radome fineness ratio (radome length divided by radome diameter),
E is the dielectric constant, f~ is the deviation from design frequency, A is the signal
wavelength, K, is the performance measure, and Dd is the dish diameter. The
dielectric constant is a function of both temperature and radome material. Walton
[I9701 gives the dielectric constant for different radome materials at various tem
peratures. Generally, radome slope error decreases with increasing seeker dish di
ameter, with decreasing fineness ratio, and with decreasing signal wavelength. The
thickness of the radome is usually constructed to be one half of the wavelength to
avoid multiple reflections. The performance measure k, reflects how sophisticated
the manufacturing process is, higher numbers indicating an advanced radome grind
62 MDASE of NGC Processing Chap. 2
ing process. While a hemisphere ( p = 0.5) possesses ideal electromagnetic prop
erties, it is possible to achieve lower drag with shapes having a higher fineness ratio.
Therefore, a compromise must be struck between these opposing factors. Radome
slope is related to the total radome swing by r = + r ~ / 2 which is treated as a
maximum expected value for 90 percent of the slopes for a given radome [Nesline
and Zarchan, 1984(b)].
Higherorder system analysis. In Figure 215a(iii), Nesline and Zar
chan [1984(b)] consider
The guidance system transfer functions are
The effective guidance time constant, T;, can be approximated as the coefficient of
the s term in the denominator of ~ ~ u a t i o n (235) anh is the same as that in Equation
(228). Here, as in the case of the firstorder system, the effective navigation ratio,
A', is modified by radome slope according to Equation (228). It is easily seen that
rand T, have an effect on the guidance time constant and effective navigation ratio
the same as occurs in the firstorder system of this example. It is possible to achieve
larger stability regions if one can keep small any or all of the following: the navigation
ratio, the ratio of the turning rate to guidance time constant, the ratio of closing to
missile velocity, and the radome slope [Nesline and Zarchan, 1984(b); Peterson,
19611.
Because for a given radome, increasing A acts to destabilize the system, the
designer must strike a balance between having A to be sufficiently small so as to
satisfy stability requirements and at the same time sufficiently large so as to ensure
effective homing. For a given higher Ta, radome effects were responsible for sta
bility problems as well as an increase in miss distance. Higher T, is found at higher
altitude and lower missile velocity. While T, is usually increased at higher altitudes
to improve stability, this brings about a corresponding increase in miss distance.
Consequently, the designer is faced with attempting to make 7 , as small as possible
to reduce the miss distancc without sacrificing too much stability. Of course thosc
components of miss distancc caused by saturation and radomc/parasitic effects will
not be affected by lowering 7,. The minimum achievable guidance time constant,
(~~), i , , , given T, and the expected r, can be determined on the basis of a useful
stability criterion originally developed by Nesline and Zarchan [1984(b)] as  0.79
< r h, (VJ V,,,)(Ta/rg) < 2.07. The lefthand side of the preceding inequality gives
the lower limit of the allowable negative radome slope, while the righthand side
establishes the positive upper limit of radome slope. If the guidance time constant
is increased, there is a slight degradation in miss accompanied by a decrease in the
system scnsitivity to radome swing. If the guidance time constant is decreased below
Sec. 2.3 NGC System Design and Analysis 63
the minimum predicted by the stability analysis, it becomcs impossible to attain
satisfactory performancc over the expected radomc swing range. When thc resultant
performance estimatc is not compatible with the allowable warhcad size, eithcr r or
T, must be reduccd. Reducing thc former may involvc blunting the nose, using
compensation, or somc other techniquc, while reducing the latter can be done by
increasing the lifting surface area, reducing the maximum operational altitudc, in
creasing missile velocity, reducing missilc weight, and so on [Ncslinc and Zarchan,
1984(b); l'etcrson. 19611.
Example 24: Homing missile guidance and control analysis.
Trimming thc missile at high altitudc may require that the fin be deflected through
large angles. If the fin angle is limitcd, the missile's acceleration capability will also
be limited. Determining the fin dcflection required for deterministic inputs can be
aided through the use of zerolag guidance system results. Neglecting guidance
dynamics in Equation (4) of Table 22, fin angle can be expressed according to
Nesline and Zarchan [1984(a)] as
Achieving in a rapid fashion the large control fin angles necessary to trim the missile
at high altitudc requires that the control fin move at high rates. The result of an
inability on the part of the control fin actuator to attain these rates can be instability.
Combining Equation (235) and Equation (4) of Table 22, the fin rate response
due to LOS rate for the fifthorder binominal guidance system becomes
As was true in the case of fin angle, zerolag guidance system results are very useful
for determining fin rate response due to deterministic inputs. When guidance system
dynamics are neglected, Equation (237) becomes [Nesline and Zarchan, 1984(a)]
Following Examples 22 and 23, if the structural filter, actuator, accelerometer,
and gyro dynamics are relatively fast, the FCS can be represented by the ideal third
order transfer function described by
where T, 5, and o are the FCS desired time constant, desired damping, and desired
natural frequency, respectively. The values for the zeros are determined by the
aerodynamic configuration (the way in which these values are determined i~ pre
64 MDASE of NGC Processing Chap. 2
sented in Book 1 of the series). The FCS gain is represented by K. This thirdorder
model of the autopilot dynamics is useful in generating a nominal system design.
The model supposes only two homing loop disturbances with white glint noise
with PSD +,, in addition to a uniformly distributed sinusoidal target maneuver
shown later in Figure 221d. These are two important factors that contribute to
high miss distance in a radarguided PNG system. An adjoint model similar to that
to be presented in Chapter 3 for Example 22 is constructed based on the homing
loop shown in Figures 215a(iii) and 2ljb, which follows the adjoint rules pre
sented in Chapter 3. From such an adjoint model, an adjoint simulation is created
using representative values for error sources and system parameters, the results of
which are shown in Figure 220. Neglecting parasitic effects, the guidance system
transfer function is given by
o 2 i 6
EFFECTI VE NAVIGATION RATIO, A
(A)
NORMALIZED RADOME SLOPE
TOTAL rmr
TARGET
MANEUVER
CONTRIBUTION
NOISE
CONTRIBUTION
0 0.2 0.4 0.6 0.8 1.0
FLIGHT CONTROL SYSTEM Tl ME CONSTANT k c )
(B)
NORMALIZED RADOME SLOPE
(D)
Figure 220 (a) Effective Navigation Ratio Influences System Performance (b) Flight Control
System Ti me Constant Influences System Performance (c) Decreasing Flight Control System
Time Constant Makes System Performance More Sensitive t o Radome Slope (d) Decreasing
Flight Control System Damping Makes System Performance More Sensitive t o Radomc Slope
(From / Nesl i nes, 1984(a)] and / Nesl i ne G Zarchan, 19821 utith permissions from AACC and
ACARD)
Sec. 2.3 NaC System Design and Analysls 65

where A,, = KA is the desiredlactual effective navigation ratio. Since the gain K is
varied around unity, the actual and the desired navigation ratios are almost identical.
140, which varies due to changes in the flight condition, is one major determinant
of homing system performance. Typical performance results displayed in Figure 2
20a show that if A,, is too high, miss distance increases due to noise and, if i t is too
low, miss distance increases due to target maneuver. Therefore, A. has an optimal
value based on the error sources and system parameters, and in no case should exceed
certain bounds. This imposes limitations on the allowable variation in K, as a varia
tion in gain is equivalently a variation in A,]. For example, a variation in from
unity along with the corresponding variation in A,, makes it impossible to attain
optimal homing performance. Neglecting parasitic effects, T , ~ can be approximated
as the coefficient of the firstorder term in the denominator of Equation (240a) as
Therefore, increasing the FCS time constant T increases T,,, while decreasing T de
creases T , ~ [Nesline and Zarchan, 19821. The system performance is also substantially
affected by T.
Autopilot response characteristics necessary to achieve homing.
The speed of response of an FCS can be measured to firstorder accuracy by 7. The
maximum system time constant permissible to achieve successful homing depends
primarily on the maneuverability of the targets the missile is expected to engage
and the reauired miss distance necessarv to intercept these targets. Seventenths of
"
a second would be an acceptable maximum for a moderately difficult homing en
gagement. Figure 220b shows the effect of T on miss distance [Neslines, 1984(a)].
As shown in this figure, in which it is assumed that the time constants T,, T,, and
2510 are all known, if 7 is decreased, the miss due to target maneuver will also
decrease, but that due to noise will increase. Increasing 7 produces the opposite
result. For the set of inputs considered it appears from Figure 220b that T can be
made arbitrarily small to optimize the miss distance, but this cannot be done because
of radome refraction effects. When the parasitic radome loop is considered, the
guidance transfer function becomes

A*,,
ir
KAV,(l + Ails + AI2s2)s
cr (1 + ?,$)(I + T, s ) ( ~ + rs)(l + 2[s/w + s2/w2) + (i7i\vCr/v,,,)(l + T,s)
where 7; and A' are the same as those in Equation (228) except that T, is given by
Equation (240b). The effect of radome slope error on system stability is itself
strongly dependent on T,. At high altitudes, where T, is large, the guidance transfer
function can become unstable due to either excessively positive or negative radome
slopes. Thus, small T yields a large guidance system sensitivity to radome slopes as
shown in Figure 220c [Nesline and Zarchan, 19821. Therefore, the optimal value
66 MDASE of NGC Processing Chap. 2
of 7 is bounded from above by target maneuver (especially at low altitude) consid
erations, and from below by radome refraction effects (especially at high altitude).
The minimum amount of damping required in order to maintain performance, given
a reasonable radome. should be determined using a detailed complete missile model:
u
however, a damping ratio of 0.3 is a reasonable estimate of the minimum value that
a radarguided missile could tolerate. Figure 220d shows the effect of reduced
damping and radome slope on miss distance [Neslines, 1984(a)]. The figure also
shows typical highaltitude performance for a FCS with high and low damping. As
shown in this figure, the FCS damping becomes more crucial when radome effects
are considered. A system with low damping is far more sensitive to radome effects
than one with higher damping. This means that if the unaugmented airframe is to
be used in a radar homing application, a FCS must improve the low damping.
Example 25: Radome error compensation. Following Example
24 and Figures 215a(iv) and 215b, assuming 7, = Ilk = 0 sec infinity bandwidth,
and assuming
7y  effective FCS time constant ; 27A
(242a)
Combining the guidance equation (216) and autopilot Equation (242a) then gives
 A V<u;
A,, 
1 + h A s + 275s2 + 7i s3
Substituting for 6 yields the guidance system transfer function
where 7; and A' are the same as those in Equation (228) except that 7, = 2 7 ~ +
7,. With AV,/V,,, = 6, r = 5. 02, and T, = 10, A V,rT,I V,,, can be & 1.2 sec and
hence the guidance system becomes unstable (that is, 7,; <0 ). The radome crror
slope can be the dominant factor in the guidance response time [Hiroshige, 19861.
A guidance and control system is designed to compensate for the stability problcm
caused by the radome error. To alleviate the severe radome stability problem for a
highaltitude engagement scenario, one of the commonly used engineering "fixes"
is to introduce pitch rate compensation G,0 with gain G, feedback to either before
or after the guidance filtering network as shown in Figure 22. I t can somewhat
symmetrize the positive and negative slope stability region at the cost of slowing
down the autopilot response [Yueh and Lin, 1984, 1985(a)]. Adding the pitch ratc
compensation and the guidance filtering (1/(1 + 7.5)) to the guidance cquatiorl
Sec. 2.3 NOC System Design and Analysis 67
(242c). The guidance system transfer function bccomcs
A,,,, 
 
( I + r)AV<s
urn,<.
s(l + T~ ~ ) [ ~ / G, , ( S) + G,AV,(I + Tas)lV,,,llGs(s) + r AV4 + ?, s)/ Vm
The transfcr function for thc FCS, G.d(s) can be modeled as a thirdorder transfcr
function as described in Equation (23'9) or (342a). If thc nonlinear elcmcnts are
not included in the analysis, Equation (243a) based on the linear FCS model is
easily solved. Howevcr, if it bccomcs necessary to employ the nonlinear FCS model,
i t is difficult to obtain an analytical solution using the classical frequencyresponse
approach. Assuming the input to the saturated nonlinear elements is a sinusoid, then
the nonlinearity can be represented by a variable gain N obtained from the describing
function of the nonlinear element to be presented in Chap. 3. The transfer function
for the FCS would then be given by G. 4( ~) = N(ao + als + azr2)l(bo + bls + bzs2
+ b3s3) where the parameters are specified according to a particular condition. If
G,(s) = G, = constant, Cs( s) = 1/(1 + 7,s) have been assumed, then from Equa
tion (243a).
(1 + G,A V,i C',,,) (T, + T,) + 7, + (G, + r) T,A V,I V,,
T,; '= (243b)
1 + (G, + r)AV,/V,,,
A' = (I + r)Al[l + (G, + r)AVclV,,,] (243c)
where the effective autopilot time constant 7,  ~ T A , the guidance filter constant
T,, and the radome compensation gain G, can be selected to compensate for the
stability problem caused by the radome error. In comparing Equations (228) and
(243), one can see that the radome compensation G,0 has reduced A' and increased
7;, both of which tend to stabilize the system of a given radome but at the expense
of decreasing the guidance response time. The rootlocus technique is applicable
only to a linear, timeinvariant system. The root locus for a linear, timevarying
system of Equation (243a) can be obtained with the roots at different t,. The
evaluation can be performed on the transfer function given in Equation (243a) for
T,, T,, and G,, which vary with respect to t,.
Example 26: Gyro sensitivity gain design. In this section, a method
of approximating aeroelastic effects on the dynamic behavior of a rate gyro is de
veloped. More detailed derivations of a flexible body transfer function from control
surface deflections to body rotation rates have been presented in Book 1 of the series.
A gyro sensitivity gain expression of bodymounted rate gyro coming from body
acceleration due to the aeroelastic vibration is considered here. The following as
sumptions are made in this derivation: (1) the first mode of vibration considered
here is excited by body accelerations, (2) only longitudinal and lateral vibrations are
considered, and (3) superposition of the aeroelastic angular rate at any given point
68 MDASE of NGC Processing Chap. 2
on the rigidbody angular rates is valid. The transfer function from the generalized
acceleration f to the normalized bodybending curve can be written as
where 51 is a structural damping rate, w l is the natural frequency, and Z is the
reference displacement to which the mode shape 1 shown in Table 23 is normalized.
The location of the bodymounted rate gyro on the normalized body bending mode
shape 1 shown in Table 23 is arbitrary, and it is desired to derive an expression
for the aeroelastic body angular rate at this station. To this end, the slope of thc
normalized bending curve at the rate gyro station is determined first. Then, the
time rate of change of this slope, due to acceleration, is approximately equal to the
aeroelastic body angular rate at the rate gyro station. The product of the normalized
displacement ZN and the reference displacement Z located at the rate gyro body
station give the instantaneous reflection ZD at this station. That is, Z D = ZAjZ.
The slope of the normalized bending curve h at the rate gyro station is h =
ZN/XD and the actual slope at the same station is K = ZD/ XD = hZ. The rate of
change of the actual instantaneous slope is K = h i . For smallamplitude oscillations.
the slope of the tangent to the curve at the gyro station can be approximated by the
angle between this tangent and the reference xaxis. In this case, the aeroelastic
angular body rates 8 , at the rate gyro station is
8 , = K = / z ~ (243)
Thus, the transfer function from the generalized accelerations f to the aeroelastic
angular body ratcs a t the gyro station is found by substituting Equation (245) into
Equation (244) giving
8, / f = s / ~ / ( s ~ + 251wls + ~ f ) (246)
Because the firstordcr bending frcqucncy is typically very Iargc, thc gyro sensitivity
gain to the step accelcration can be expressed to an approximation as
K, = hlw: (247)
For missile applications, the gyro sensitivity gain is a very .small value since the
normalized slope h is a small value and the bending frequency wl is a large value
of first bcnding modc.
2.4 TARGET TRACKING STATE MODELING
2.4.1 Target Noi se and Target Maneuver Modeling
Targct noise has been presented in Section 2.3. I , and is applied hcrc to gencratc the
target mancuver signaltonoise ratio. Figure 221 shows thc cquivalcnt signal noisc
diagram, where the signal, representing a target maneuver, is in turn represcntcd
by a shaping filter. As was done in Section 2.3.1, it is possiblc to convert thc total
Sec. 2.4 Target Tracklng State Modeling
Target Position Noise
.
n
Target Maneuver Model T ~ ~ ~ ~ , position
 Target Position
Spectral Density 7 Signal yT Measurement z
Shaping Filter H(s)
a) De~ermine Maneuver: b(l)
b) Brownian Target Position: u,   @J L+
C) ZeroMean White Gaussian Targel Acceleration: ,,
d) Uniformly Distributed Targel Maneuver: us
e) Poisson Jinking Maneuver: u,
St),,.
Note: u, = white noisc with PSD 9,
Figure 221 Target Maneuver Model
seeker angular noise to a positlon noise by multiplying the angle noise by the range
to go. In general, it is possible to generate a number of random processes by passing
a white noise w through a suitable filter. If it is assumed that the target noise n in
Figures 21% and 221 is a firstorder GaussMarkov process with correlation time
constant T,, and white noise input w, then the corresponding equivalent white noise
PSD of the position noise is
where r , and 4, are given by Equation (225). Figure 221a shows a deterministic
model, which is the simplest case. In most applications, target position or velocity
or acceleration is assumed to be filtered white noise (see Figures 221b through
221d).
Uniformly distributed target maneuver. For a target acceleration of
step form with r a g o m starting time varying uniformly over the flight time, the
autocorrelation function of this model is identical to that of the integrated white
noise (see Figure 221d). The uncertainty in target position y + is described by a
thirdorder integrator with a constant PSD 4, whitenoise input us as:
where n T is the magnitude of the step maneuver, and tr is the flight time over which
the maneuver is uniformly distributed. Two integrators are used in tandem in order
to convert the acceleration to the target position y T , as shown in Figure 221d.
70 MDASE of NGC Processing Chap. 2
With regard to the uniformly distributed target maneuver, it can be seen by ex
amining Figure 221d that the noise spectral density level is constant, but the signal
spectral density passes through three integrators. As a consequence, the target signal
is frequency dependent while the target noise is not at a particular range to go.
Moose et al. [I9791 give a short exposition on the evolution of the relationship of
target acceleration modeling to stochastic processes. This evolutionary development
is graphically depicted in Figur6222 [Cloutier et al., 19881. Initially, as shown in
Figures 222a and 221c, target acceleration was simply accounted for with white
noise (depicted by a correlated process whose spectrum is flat over the system band
width). Consequently, tracking could be maintained only for those maneuvers re
maining within the envelope of the white noise, and even then performance suffered
due to the incorrect assumption of uncorrelated acceleration.
Correlated acceleration process. A correlated acceleration process,
Figure 222b, can be achieved using GaussMarkov models [Fitts, 1974; Pearson
Figure 222 Historical Development
of Maneuvering Target Acceleration
Models (a) ZeroMean White Gaussian
Process (b) ZeroMean Correlated
Gaussian Process (c) White Gaussian
Process with llandomly Switching Mean
(d) Correlated Gaussian Process with
Randomly Switching Mean (Frotn
/Clourirr et a!., 19881 with prmisrion porn
(D) AACC)
Sec. 2.4 Target 'Itacking State Modeling 71
and Stcar, 1974; Singer, 1970; Vcrgez and Liefer. 19841. The wellknown Singer
model [Singcr, 1970) has been used with various Kalmantype filters to achieve
excellent tracking characteristics over a broad class of large scale maneuvers. Its
primary drawbacks arc the need to specify apriori both the acceleration time constant
and power of the driving noise and the inability of the modelbased filter to track
target motion resulting from abrupt changes (jumps) in the acceleration process.
The velocity at which the target is moving is constant, but thc target's lateral ac
celeration is described as a Poisson jinking maneuver. Such a maneuver, which is
one whosc magnitude B (RMS target acceleration) is constant but whosc sign is
randomly switching, can be modeled as white noise through a singlepolc filter.
This is because the acceleration autocorrelation function (RA.,.)I (7) = ~ ~ e  ~ ' ' ' . f =
average frequency) corresponding to this maneuver process is identical to the Poisson
process. Thus, the target maneuver models are as shown in Figure 221e
AT, = 2f Ar, + 2B d? w, = A,AT, + h, u, (250)
where u, is a zeromean Gaussian noise, that is,

~ v , with PSD =  (251)
w, is a white noise with unit PSL), and A, = 2f = the target maneuver bandwidth.
Gholson and Moose [I9771 modeled rapid, major changes in target motion by a
semiMarkov process. The mean of their process, Figure 222c, randomly switched
to a finite number of states according to a Markov transition probability matrix,
with the time duration in each state itself being a random variable. Successf~~l track
ing with this method necessitates a large number of preselected states, and the er
roneous assumption of uncorrelated acceleration is still retained. Moose et al. [I9791
extended this work by employing the Singer model to represent correlated accel
eration within each of the states, Figure 222d. Larimore and Lebow [I9871 de
veloped a similar model based on a parameterized GaussMarkov process with the
parameters changing according to a point process [Cloutier et al., 19881. Lin and
haf froth [1983(a)] concluded that oneof the most versatile representations of target
acceleration is that of the sum of a continuoustime Gaussian process and a finite
basisljump process. The continuoustime process can be obtained by means of a
classical shaping filter, while the jump process which is characterized by its basis,
jump size distribution, and interjump time distribution, can be obtained by driving
a shaping filter with a white sequence.
Other target acceleration modeling. As stated in Cloutier et al. [1988,
19891, another aspect of target acceleration modeling is a consideration of the aero
dynamic characteristics of the target. A winged aircraft accelerates mostly ortho
gonal to its velocity vector, in particular, orthogonal to the plane of its wings. The
magnitude of the acceleration also has asymmetric bounds (positive or negative g)
which are set by pilot and/or aircraft limitations. Modeling based solely on target
pointmass motion fails to take many of these characteristics into account. Kendrick
72 MDASE of NGC Processing Chap. 2
et al. [I9811 modeled normal load acceleration with a random variable whose prob
ability density function (PDF) was asymmetrically distributed between small neg
ative g and large positive g. Nonnormal accelerations were modeled as firstorder
GaussMarkov. It was assumed that the orientation of the threedimensional target
could be obtained by means of an EO seeker in conjunction with pattern recognition.
Bullock and SangsukIam [I9841 developed a nonlinear Cartesian model of target
dynamics by using polar coordinates to model planar, circular turns under the as
sumption of constant velocity magnitude. Similarly, Hull et al. [I9831 used polar
coordinates to model both acceleration magnitude and angle as random processes.
This led to a Cartesian model characterized by statedependent noise. Finally, the
parameterized GaussMarkov model developed by Larimore and Lebow [I9871 took
into account aerodynamic parameters such as bank angle, lift force, and thrust minus
drag. A particular maneuver has a given set of parameters, while any abrupt change
in the parameters corresponds to the initiation of a new maneuver. Merging a point
process, or jump process, with a continuoustime Gaussian process, either addi
tively, as recommended in Lin and Shafroth [1983(a)], or through parametric embed
ding as performed in Larimore and Lebow [1987], is an excellent way to model the
acceleration of a highly maneuverable target. However, of the models of this type
developed to date, only one [Larimore and Lebow, 19871 has given any consideration
to the aerodynamic characteristics of the target. The natural next step in this tech
nology area is to merge the concepts of those models based on aircraft flying char
acteristics with those symbolized by Figure 222d.
2.4.2 TwoDimensional Target Tracking State
Modeling
Consider the twodimensional target tracking problem illustrated in Figure 210.
For simplicity, let velocity VT be in the xdirection while V,, = 0 and y = 0 for
a fixed tracking station. From Equations (22),
R = v7 cos u, 6 =  (VTIR) sin a
(252)
Differentiating these equations yields the nonlinear state equations
R = VT cos u  l,/6 sin g, ii =  [ ( v ~ R  v ~ R ) / R ~ ] sin u  (VT/ R)6 cos cr
(253)
Following the treatment of Lewis [1986], assume that the target is not accelerating,
that is, VT = 0. Then, assuming also very small changes in R and u during each
1 to 10scc radar scan, one has that R ;= 0 and & = 0. Hencc, random disturbances
O R ( [ ) and ow(() are introduced to account for the small changes in R and b during
the scan time T, giving
Sec. 2.4 Target nacklng State Modellng 73
The processes wR( t ) and w,(t) are known as maneuver noise. Because the Kalman
filter is robust in the presence of process noise, R and & can be tracked. The addition
of process noise is done to offset unmodeled dynamics introduced as a result of
excluding nonlinear terms. The state equations then become linear as
The measurement model, given that the radar measures range R and azimuth a is
defined in Equation (23) and is given by
Suppose independent disturbance accelerations are uniformly distributed between
t n T, then wR( t ) is a radial acceleration with variance n$/3. Since w,(t) is an angular
acceleration, w,(t)R is distributed according to the maneuver noise PDF and w,(t)
has variance n$/ (3R2). The covariances of process noise w( t ) and the measurement
noise v ( t ) are given respectively by
where u : and a: denore the variances of the range and azimuth measurements, and
a: < a: is assumed. For each scan, the scan time for which is denoted by T, the
measurements z ( t ) are available. Given that the square of the system matrix A is
zero, the series representations for the sampled matrices are easily used, giving
where
74 MDASE of ROC Processing Chap. 2
2.4.3 ThreeDimensional Intercept State Modeling
Twelvestate guidance law design modeling equation. The linear
state model, consisting of relative position, relative velocity, target acceleration, and
the FCS and the airframe and propulsion dynamics, is given by Equation (3) of
Table 21 with N = I and x, A, B, u, w defined as follows:
T
x = [x,, y,, z,, xr, j l ?, i,, AT, , AT^, AT=, Am,, Am,,, Am,I
where subscripts T and m denote target and pursuer, respectively; x,, y,, and z,
are, respectively, the x, y, and z components of the relative position in inertial axes;
ir, jl,, and 2, are, respectively, the x, y, and z components of the relative velocity
in inertial axes; and AT, , ATl , AT, are target accelerations which are modeled as
a Poisson jinking maneuver shown in Figure 221d with target maneuver bandwidth
A and with w T as the white process noise with covariance matrix Q. Definitions of
A and Q are as follows:
where A, and 4, are the same parameters as those in the horizontal plane case defined
in Equation (251). The states A, , , A, , , A,,, represent the pursuer accelerations,
and the firstorder model defined in Example 22 is assumed here with its bandwidth
o defined as
o = (262)
0 0 0,
The nonlinear measurement equations for a sensor measuring range, range rate, and
t wo LOS angles can be represented as the true values corrupted by additive noise
as
when /I is a nonlinear function of the states and v is a white measurement noise with
covariance r. The target tracking sensor is assumed t o provide measurements of
LOS angles u,, and a, slant range R, and range rate R (see Figure 29). Thus, the
z vector is given by
2 112
R,,,, = 11, = (xf + yt + z, )
[;] = [
R,,,,. = /I, = (x, i , + y , j , + z,i,)l(x: + yt + xf)'12
2 112
I
+ v (263b)
u,,,, = h, = t an' [z, l (x? + y,)
]
urmr = h4 = tan' (y,lx,)
Sec. 2.4 Target nacklng State Madeling 75
where the subscript true denotes the geometric relationship, and the subscript k
denotes time index. The measurement noise v is defined as
R m + Rf + R, + R,r,,,
(263~)
u t , + u , + a,, + 0, ,,,,,
urn + Of + u, + ~ g l , , , #
where, as in the case of twodimensional engagement, the subscript rn denotes the
receiver noise, f the fading noise, c the clutter noise, and glint the glint noise. Spe
cifically, the LOS angle measurement noise v , is the same as that in the horizontal
plane case defined in Equation (222).
Ninestate guidance filtering equation. The nineelement state vector
of the linear kinematic targetpursuer engagement model is simplified from the
twelvestate one, and is written as
where the measurement equations are the same as Equations (263), and x, u, A.
B, and w are defined as follows:
where the target bandwidth A and the process noise covariance matrix Q are defined
in Equation (261). The achieved pursuer acceleration u is assumed to be measured
very accurately by accelerometers so that an estimate of u is not needed. For a sensor
with a constant data rate, that is, sampling state every T sec, the discrete form of
the system equation in Equation (264) is
x ( k ) = O ( T, A) x( k  1 ) + Wu( k  1) + w( k  1 )
(265a)
where the state matrix @ is
D(A, A)
A' (13  e KA A )
I
(265b)
e
 AA
where D( s, h) = ( e ' h  I + sh) hK2, the deterministic forcing term. T u ( ~  1)
depends on pursuer acceleration, which is assumed to be known exactly and is given
by
76 MDASE of NGC frocesslng Chap. 2
If U(T) is assumed to be u(k  1) between the time intervals (k  1) T and kT, then
T2
T
V ( k  1 = (  I ,  T I 0 u(k  1)
(265c)
and the discrete form of the process noise w(k  1) is a whitenoise sequence
where
D( kT  T, A)
 e(kT~)A]
(kT, )A
(265e)
E[w(k  I)] = 0, E[w(k  l)w(k 
= a
and the discrete process noise coGariance matrix a is
where, as shown in Singer [1970],
Modern Multivariable
Control Analysis
Modern multivariable control analysis, which is the second ofthe five primary topics
as shown in Figure 1 of the Preface, is mainly concerned with the analyses of ro
bustness, performance, dynamics, and stability. This chapter deals specifically with
the first two analyses, while stability and dynamics analysis is covered in Book 1
of the series. Robustness analysis (Sections 3.1 to 3.6) is particularly important for
examining multivariable control systems design. Performance analysis (Sections 3.7
to 3.12) includes the various statistical methods used in the analysis and synthesis
of any modern NGC system. The material of this chapter is based in large part on
AGNC [1986(a), (b)].
Robustness analysis. The background material for this discussion on
robustness analysis, such as the use of matrix theory and the property of singular
value, is presented in Book 1 of the series. Robustness means that the closedloop
stability and performance are insensitive to uncertainties which include modeling
errors, nonlinearities, unmodeled dynamics, measurement errors, and unknown
external disturbances. The more the system can preserve its performance and sta
bility under uncertainties, the more robust it is. Robustness analysis is essential since
all models of physical processes are to some extent approximations of the true plant
or state. The existence of uncertainties due to incomplete system knowledge, sim
78 Modem Multluarfable Control Analysis Chap. 3
plified assumptions in the model, external disturbances such as air turbulence around
a flight vehicle, or measurement noises are the primary reason for employing feed
back. Feedback aims t o compensate for the uncertainty, thus preserving system
stability and performance. T6 characterize how robust a system is, a reliable and
nonconservative measure of the robustness margin is essential. For a singleinput
singleoutput (SISO) system, this is generally relegated to the gain and phase mar
gins. For a multivariable system, the singular value, structured singular value, and
other robustness margins have to be used. All these robustness measures will be
discussed in Sections 3.1 to 3.6.
Performance analysis. The rest ofthis chapter is devoted to a comparison
of various computerized statistical analysis methods employed in the synthesis and
analysis of guidance systems. Through examples, the advantages and computer costs
of each method are examined in detail. The design that emerges in the synthesis of
a guidance system must specify allowable measurement noise, determine subsystem
bandwidths that guarantee adequate stability margins, prevent component satura
tion, and evaluate total system performance (see Books 1 and 4 of the series and
Yueh and Lin [1985(a) & (b)]). Several statistical analysis techniques can be applied
t o both linear and nonlinear noisedriven systems for the purpose of studying systcm
performance. Linear analysis has as exact methods the adjoint technique and co
variance analysis. Approximate methods that exist for nonlinear analysis includc
Monte Carlo techniques, CADET, and SLAM. These performance analysis rncthods
are all examincd with the help of a unifying example involving missile homing
guidance and digital simulation. The unif>;ing example from inissilc homing guid
ance prcscntcd in Example 32 is uscd to demonstrate thc utility of each of thc
pcrformancc analysis tcchniqucs via digital simulation IZarchan, 1979(a), 19881.
When trcating thc complctc nonlinear dynamics of thc vchiclc's n~ot i on, anal
ysis must be pcrformcd on thc systcm of equations govcrning thc complctc NGC
loop. Thc analysis n~us t consider both detcrininistic inputs such as impulses and
steps, and random or stochastic inputs such as white noise and turbulence. In prin
ciple, any type of problcm involving NGC systems can be solvcd using the mcthods
of pcrformance analysis. However, theoretical analyses of NGC loops almost always
involve the use of cornputcrs owing to the prcscncc of nonlincar differential cqua
tions with variablc cocfficicnts, and thc stochastic nature of thc actual NGC pro
ccsscs. Whilc thc importance of numerical solutions obtaincd from thc application
of computers cannot bc ovcrcn~phasizcd, analytic analyscs of NGC loops arc cqunlly
i ~ n p o r t a ~ ~ t for purposes of estimating thc gcncral laws governing the NGC proccss.
3.1 SINGULAR VALUE APVU,YSlS
The idca of gain and phase margins has bccn uscd in spccifying and evaluating the
robustness of an SISO systcm. Consider thc fccdback systcln dcpictcd in Fig~lrc
31. Thc transfcr function C(s) incorporatcs both opcnloop plant dynamics and
Sec. 3.1 Singular Value Analysis
??3+ Figure 31 Feedback System
any con~pensation employed. The Nyquist stability theorem states that the closed
loop system is stable if and only if the graph of Cfjo), for all o, encircles the point
 1 + j O as many times counterclockwise as C(s) has right halfplane poles. The gain
and phasc margins are derived by perturbing C by KG and eimC, respectively. More
precisely, the system has a gain margin k,, if PC, for all p < I*(,, satisfies the Nyquist
stability theorem. Likewise, the system has a phasc margin 40 if the perturbation
P'+, for all 4 < 40, does not destabilize the system. This concept of gain and phase
margins has been extended to multivariable systems by Rosenbrock 119741 and
MacFarlane and Postlethwaite [I9741 in which the locus of the determinant of the
return difference matrix, that is det[l + G(s)], is evaluated.
It is, however, not possible to identify the design robustness under plant un
certainties by examining solely the Nyquist plot of det[l + G(s)]. As demonstrated
in Dovle and Stein 119781, the effects of cross coupling in the internal system model
are not dircctlv rcflcctcd in the stability margins obtained from the polar plots of
det[! + C(s)]. Generally, one finds that multivariable generalization of the Nyquist
stability criterion does not directly relate the conditions of multivariable robustness
to tolerance of openloop modeling errors except in cases where nominal systems
and perturbations thereof are diagonally dominant. M3thematically, this can be ar
tributed to the inadequacy of the eigenvalues as indicators of the singularity of the
matrix (there is a pole crossing the joaxis if I + G( j w) is singular). Any measure
of robustness or relative stability should predict how far I + G( j o) is from being
singular or what is the magnitude of the perturbation that can be tolerated without
destabilizing the system. This observation leads to the singular value analysis in
feedback system designs.
The singular values of a complex p x m matrix M, denoted by ui (M), are the
nonnegative square roots of the eigenvalues of M*M, that is,
a i ( M) = ~ A; ( M* M) ( i = 1, 2, . . . , k) where k = min ( p , m)
Ordering ui such that u, ( M) 2 u,(M) 2 a3( M) 2 .., 2 ak( M) , the maximum and
minimum singular values can be alternatively defined by

a( M) = UI (M) = max [ 11 MX 112/11 X llr] = II M 112 and
I .Y 11220
(31)
In the casep = m and M is nonsingular, the smallest singular value can be computed
by g(M) = uk(M) = \\ ML1 \\ZJ' which measures how near the matrix M is t o
being singular or rank deficient. As is well known, the matrix M + E is singular
if there exists a nonzero vector .Y sach that ( M + E) x = 0. In robustness analysis,
80 Modem Multiuariable Control Analysis Chap. 3
at each frequency w, E represents a certain stable perturbation while M stands for
some nominal closedloop transfer matrix. If the minimum singular value of M is
greater than the maximum singular value of E for all frequencies, then M + E is
nonsingular, which implies that the system remains stable if it is nominally stable.
In fact, the singular value is the exact measure of robustness if E is unstructured
(normbounded only). In the case that E is structured (subject to certain constraints),
a singular value may be conservative.
Consider the following two possible representations of uncertainties.
1. Addi t i ve. The plant is perturbed as G + E for some stable E. The return
difference matrix becomes (I + G + E)I. If the system is nominally stable,
(I + G) is nonsingular for all frequencies, then it remains stable as long as I
+ G + E is nonsingular. A sufficient condition for this to be true is z ( I +
C) > II E 112.
2. Mul t i pl i cat i ve. The plant is perturbed as C(I + E) for some stable E. The
system is stable if [I + C(I + E)] or [ I + C + GE] is nonsingular or if [I
+ G ' + E] is nonsingular or IT(I + G ' ) > ( 1 E ((7.
Singular value analysis is a powerful tool for checking whether the system is robustly
stable. This notion leads directly to the generalization of gain and phase margins
for multiloop systems. The multiloop gain margin is the pair of real numbers c1
and c2 defining the largest interval ( c l , c2) such that for all Ci(s) = Ci E R in Figure
32 satisfying the inequalities, ci < C, < c2 (i = 1, 2, . . . , m), the closedloop
system remains stable. On the other hand, the multiloop phase margin is the number
c defining the largest interval (  c, c) such that for all C,(s) = e'"('") in Figure 32
satisfying the inequalities  c < &(o) < c ( i = 1 , . . . , IN) , the closedloop systcm
remains stable.
The following arc obtained using the preceding definitions and the concept of
singular values: (1) If the original system is stable and ~ ( l + C) > a , then c l 5 111
(1  a)], c2 2 [1/(1 + a)], and c r 2 sin' [a/2]; and (2) If the nominal system is
stable and ~ ( 1 + G ' ) > a , then 5 1  a , ( 2 2 1 + a, and c 2 2 sin' [a/2].
Clearly, the singular value plays a crucial role in determining the robustness of the
system. Depending on thc typcs and characteristics of the uncertainty, therc are
diffcrcnt robustness mcasures for diffcrcnt sources of unccrtaintics such as plant
uncertainty or cxternal disturbanccs that have to bc considcrcd. In the next scctiotl,
Figure 32 Configuration for
Multiloop C;aiti/Phasc Margin l )cfi ~i i t i ~)~l
Sec. 3.1 Slngular Value Analysb 81
suitable robustness measures are identified and more general robustness analyses are
discussed.
To show the necessity of using singular values instead of eigenvalucs, consider
the following 2 x 2 matrix:
While the determinant of this matrix is always unity for any E, an additive permr
bation
produces a singular matrix which cannot be predicted by the eigenvalues. The sin
gular values of M 6 defined by Equation (32) are the square roots of the eigenvalues
[(E' + 2) t E s c2 + 4112 of the matrix M*(E)M(E). Note that the singular values
depend on E, while the eigenvalues and determinant do not. Note also that
clearly shows that ~ ( M( E ) ) , 0 as c t m. A more interesting example is discussed
in Laub [1985]. The Ostrowski matrix is an n x n matrix whose upper triangle
elements are all + 1, whose diagonal elements are all  I , and whose lower triangle
elements are all zero. That is,
This matrix is nonsingular and its eigenvalues are all equal to  1. Its determinant
is (  1)" for any n. However, the Ostrowski matrix becomes increasingly nearer to
a singular matrix as the dimension n gets larger [Laub, 19833.
In fact, the smallest singular value of the matrix P is 2"+I and approaches zero as
n + cc. Let AP be the perturbation matrix
82 Modem Multfuariable Control Analysls Chap. 3
that is, P  h P is a singular matrix. g( P) is in the order of a(AP). Looking at
Equation (3j), the disturbance AD has therefore caused the closedloop system P
 AP to have zero eigenvalues even though the eigenvalues of the nominal system
P are all equal to  1 [Hewer et al., 1988(a)].
3.2 SENSITMTY AND COMPLEMENTARY SENSITMTY FUNCTIONS
Consider the system depicted in Figure 33. In control system design, typical re
quirements are (1) closedloop stability, (2) disturbance rejection, (3) tracking ca
pability, (4) noise insensitivity, (5) robustness against plant uncertainty, and (6)
functionality under component failures. It will be shown in this section that, under
mild assumptions, the sensitivity and the complementary sensitivity function play
crucial roles in characterizing the feedback performance. That is, the singular values
of the sensitivity and the complementary sensitivity function can be measured in
order to assess the robustness.
First, consider the disturbance rejection property; the transmission from the
disturbance source d to the output y is the sensitivity function So:
The smaller the sensitivity function, the better the disturbance rejection prop
erty. Similarly, the tracking error as a function of the reference input r is e = (1 +
GK)' r. Again, the smaller the value of (I + GK)' is, the smaller the tracking
error will be. Next, consider that the plant is perturbed as (I + A)' G for some
uncertainty A. The uncertainty block matrix A can be used to represent lowfre
quency parameter errors or the changing number of right halfplane poles of the
plant [Doyle et al., 19821. After some manipulations, it can be shown that the system
remains stable if A is a stable transfer function and [I + (I + GK)  ' A] is nonsingular
for all w. This implies that the sensitivity matrix (1 + GK)' must be small such
that g (1 + GK) > 5 (A), which in turn means that I + GK + A is nonsingular.
Since I + GK + A is nonsingular and det(1 + (1 + GK)'A) = det(I + GK)'
det(1 + GK + A) , the matrix I + (I + GK)' A will be nonsingular. Another
function that is useful in characterizing the robust stability is the complementary
sensitivity function To(s) = GK( l + GK)' . Let the plant transfer function be
disturbed as ( I + A(s))C(s) for some stable A(s) representing sensor error or ne
Controller
K(s)
Figure 33 Feedback System
Sec. 3.2 Sensitivity and Complementary Sensitivity Functions 83
glected highfrequency dynamics. Assume that the maximum singular value of A(s)
is bounded by the inequality d[A(jw)] < e m ( j w) for all w 5 0. Then the robust
stability in the highfrequency region is guaranteed if the nominal system is asymp
totically stable and the following condition is satisfied [Doyle and Stein, 19811:
d[GK(;o){l + GK(; ~)}' 1 < l/ern(;w) for al l o such that e m( o ) B 1
(37)
The system remains robustly stable if Equation (37) is true. That is, the smaller

u[ GK( I + GK)' (j w)] is, or the smaller the maximum singular value of the com
plementary sensitivity function is, the better the robust stability will be. Also, the
noise effect at the output node y is y =  GK(1 + GK)' r. Hence, the smaller
GK(1 + GK)  ' is, the better the noise immunity will be. Similar arguments can
be made for the sensitivity function (I + KG)' and the complementary sensitivity
function KG( 1 + KG)  ' at the plant input node. More interpretations of the sen
sitivity and complementary sensitivity functions can be found in Cruz and Perkins
[I9641 and Kwakernaak [1985]. Hence, many feedback properties can be represented
in terms of these two functions, and the robustness analysis can be done by inves
tigating the size (singular values) of the sensitivity and the complementary sensitivity
functions.
For a particular class of problems, the control design technique that reduces
the size of these two functions or their combinations directly leads to a robust design.
There are, however, important fundamental limitations that restrict the achievable
performance. The most important one is due to the fact that So + To = (I +
GK)' + GK( 1 + GK)' = I and (I + KG)' + KG(1 + KG)' = I. Thus,
it is impossible to make both functions small at the same time, and tradeoffs have
to be made. In general one requires the sensitivity function to be small in the low
frequency range (to reject disturbance) and the complementary sensitivity function
to be small in the highfrequency range (to be robust against highfrequency un
certainties). Since at low frequencies the loop gain is high, the sensitivity function
in the lowfrequency range can be approximated as So( j o) = (I + GK)' ==
( GK)  ' ( j o) . Also, since at high frequencies the loop gain is low, the complemen
tary sensitivity function in the highfrequency range can be approximated as To(jo)
= GK( 1 + GK)' = GK(j w). These two requirements simply show that the loop
gain GK must be large at low frequencies for good tracking performance and small
at high frequencies for robustness.
one' drawback of using the singular value in measuring robustness is its con
servativeness. Conservativeness results from the structure and the nature of the
uncertainty. For a repeated, blockdiagonal, or real uncertainty, a less conservative
measure has to be adopted. The structured singular value (to be discussed in Section
3.4) represents one attempt in reducing the conservativeness of the singular value.
In the following section, another feature of singular value will be discussed,
that is, how the singular value analysis of the complementary sensitivity and sen
sitivity functions is translated into feedback design requirements.
84 Modem Plultivariable Control Analusis Chap. 3
3.3 DESIGN REQUIREMENTS
Design requirements which the control system must satisfy in general are: (1) low
sensitivity property, a lowfrequency requirement; (2) fast response characteristic,
an intermediatefrequency requirement; and (3) large stability margins, a highfre
quency requirement. One of the design methods which can handle these require
ments explicitly is the frequency response method of classical control theory. How
ever, these classical techniques cannot be directly extended to multivariable control
systems in general. Performance specifications and stability robustness requirements
for multivariable control systems can be examined by singular value plots in the
frequency domain. The plots corresponding to the maximum and minimum singular
values over a given frequency range can be established as the design criteria for a
multivariable control system design.
Lowfrequency requirement. From Equation (36), the largest singular
value of the sensitivity matrix can be written as
where, as defined in Equation (3I), E and g represent the maximum and minimum
singular values, respectively. In general, the upper bound p( o) must satisfy 0 <
p( o) 1 to obtain a sensitivity reduction property. Using the wellknown inequality
o[l + A] 2 g [ A ]  1 in Equation (38), a sufficient condition of Equation (38)

can be given as
1
d c K ( j w ) l > dw) + 1 f o r o < o,
Since g [ GK( j o ) ] rolls off with the gradient of 20 dB1dec above the maximum
frequency of the openloop poles, the upperbound frequency in Equation (3
9) has to be lower than the maximum openloop pole frequency. Following Ohta
and Fujimori [1988], the bound p( o) is studied more carefully as follows. To restrict
p( o) to values less than unity means that the sensitivity and the response to dis
turbances are reduced to at least k ( ~ ) x 100%. This also means that the maximum
steadystate error will be decreased by a factor of p(0) as follows. When r(s) in
Figure 33 is a step function given by r(s) = [I, . . . , 1IT/s = Hls, following
Figure 33, the steadystatc crror e, can be written as
1
e , = lim SSO  H = So(0)H (3 10)
P= 5
The maximum singular value of e, becomes E[e, ] = i f [So(O)H] S F[ So( O) ] ] E[ H] .
Therefore, E[e,] 5 p(O)if[H].
Highfrequency requirement. The rcquircmcnt in thc highfr~qucnc)~
region is to make a [ GK( j w) ] as small as possiblc. As shown in Ohta and Fujimori
[1988], the upper bound of a multiplicative uncertainty of the model is assumcd to
be denoted as t',,(w). Then, the condition of stability robustness can be expressed
as F[GK(j w)] < l/t,.(w) for t',,,(w) > 1. Thus, the singular value of the comple
mentary sensitivity matrix has to be less than a given upper bound. This condition
 
is effective for suppressing the effect of measurement noises as well.
Intermediatefrequency requirement or crossover frequency.
The crossover frequency w, is related to the response speed of the system. The larger
w, is, the faster the achievable response speed can be. However, a tradeoff between
the requirement in the highfrequency region and the response speed must be taken
into acount. This consideration restricts the maximum crossover frequency w,,,,
below the crossover frequency of t',,(w), and the minimum crossover frequency
w,,,, will be determined from the settling time T,, which is an alternative measure
of the response speed. Both measures ofw, and T, are closely related with the closed
loop poles. As shown in Ohta and Fujimori [1988], a unity feedback system is
considered with the transfer function G(s) = o:/[s(s + 25w,)]. When 0 < 5 < 1,
the crossover frequency and the settling time within 5 percent error of the command
input are given as w, = w,,[(4i4 + 1)'12  2(2]1'2 and
T, is inversely proportional to the real part of the closedloop pole. The smaller 5
is and the larger o, , is, the larger w, becomes. In addition, the value of w,,,, that
gives a desirable settling time will be determined according to Equation (311). A
typical requirement is shown in Figure 34. Design engineers then shape the loop
transfer function to meet the desired requirements. There exists a fundamental lim
itation here due to the right halfplane poles and zeros. For the system to be stable,
when the plant (or controller) has right halfplane zeros, the sensitivity function
dB
RollOff C.baracIcristiu
Robust Stability
Requirement
Figure 34 Singular Value Plots and Constraints for the Loop Transfer Function
GK(jw)
86 Modem Multluariable Control Analysis Chap. 3
must be greater than 1 over some frequency range. On the other hand, for a plant
having right halfplane poles, its complementary sensitivity function must be greater
than 1 over some frequency range. These fundamental limitations set up the bottom
line for design engineers in judging the achievable performance.
3.4 STRUCTURED SINGULAR VALUE
It is a fact in engineering practice that any model used in the design process is at
best an approximation tb t he actual system. The difference between the physical
svstem and its mathematical model is called plant uncertaintv. This inevitable mod
eling error will cause performance degradation and stability problems if plant un
certainties are not accounted for during the design process. For singleinput single
output (SISO) systems, the standard frequency domain techniques such as Nyquist
diagram, Bode plot, root locus, inverse Nyquist, and Nichol's chart can all be used
effectively to ensure robust stability and certain desired performance characteristics.
.
However, these techniques do not readily extend to multivariable systems in general.
Singular value analysis discussed in Section 3.1 was introduced as a candidate
for a multivariable robustness measure in the late 1970s. In principle, the stability
margin of a multivariable system can be measured in terms of the maximum singular
value of a certain transfer function matrix if the plant uncertainty is unstructured
[Chen and Desoer, 1981; Doyle and Stein, 1981; Kimura, 1984; Lehtomaki, 19811.
Unfortunately, using singular value analysis for testing stability robustness is usually
too conservative because the actual plant uncertainties are more or less structured
in some way. This motivates the definition of the structured singular value.
In Doyle 119821, it is shown that any normbounded perturbation problem,
regardless of structure, can be rewritten as a structured block diagonal perturbation
problem. Consider, for example, a linear multivariablc plant G(3) with two mu]
tiplicative perturbations appearing simultaneously at the inputs and outputs as shown
in Figure 35. Hcre, K(s) is a stabilizing controller for the nominal plant G(s). In
a straightforward way Figure 35 can be equivalently redrawn as shown in Figure
36. In Figure 36, the combination of G(s) and K(s) inside the square box can be
denoted by a nominally stable closedloop system M(s), a transfer function matrix
T T T
from [ d r d' vT] to [ , I , r12 e 1. It is clear that the perturbations can then be rcp
rescntcd by a block diagonal feedback matrix, that is.
Note that the pcrturbed systcln in Figurc 36 is just a special casc of the gcncral
structured block diagonal perturbation problem as shown in Figurc 37 with 11 =
2, A = block diag { A, , A,), 2 = [ dl , d2IT. Z = [n, , n2IT, 1,. = r, and = E . 11,
Figure 37, M(s) has the following form:
Sec. 3.4 Structured Singular Value 87
G(s) t+l
I+A,(s) I+Az(s)
Figure 35 Two Multiplicative
Perturbations Appear Simultaneously at
the Plant Input and Output
The issue of robust stability becomes one of characterizing the set of allowable
perturbations such that the closedloop system remains stable. Note also the ap
pearances of the sensitivity and the complementary sensitivity functions in the matrix
M( s ) .
I t is well known that the systcm in Figure 37 is stable if and only if the
polynomial 'PIlnr(s)'PA(s) det [I  i bl (s)A(s)] has roots with strictly negative real
parts, where ' Pi cl ( s) and ' PA( $) are the characteristic polynomials of M( s ) and A( s) ,
respectively. Since M( s ) is stable, all the roots of 9 m( s ) have strictly negative real
parts. Thus, if A( s) is also stable, the system is stable if and only if det [I  M( j w)
A( j o ) ] + 0 for all A and o E R. A set of structured block diagonal perturbations
is defined as
A( s) = block diag [ A, ( s ) , Az( s) , . . .
(3 13)
Ak( s) stable, EI Ak ( j o ) ] 5 6( w) , for all k
Then the structured singular value (SSV) [Doyle, 19821 is defined as
The following theorem is just a direct result of the definition (314)
Theorem 31. The system in Figure 37 is stable for all A(s) E X( 6 ( o ) ) if
an only if
p [ M( j w) ] < 1/ 6( w) for all u E R (3 15)
Note that the perturbation 6( w) and the structured singular value p[ M( j w) ] are
frequency dependent rather than constants. From the preceding theorem it can be
seen that the stability margin of the system M( s) can be defined by the structured
singular value p [ M( j o ) ] .
While the p function is conceptually simple, its computation poses a challenge.
e +
Figure 36 Equivalent System Diagram of the System Shown in Figure
88 Modem Multluarlable Control Analusis Chap. 3
. T
a = [dl, 4 . . .. %? n= [nl, nz, .... bl Figure 37 Structured Block Diagonal
Perturbation with A = Block Diag { A, ,
I
. . . , Am)
When complex perturbations are allowed, some earlier results by Doyle [I9821 prove
t o be very useful:
where p(M) is the maximum modulus of the eigenvalue of M [Horn and Johnson,
19851. Moreover, let it = { U E Q I U*U = I ) and CT) = { D I DA = AD for A
E Q), then
p( M) = k ( UM) = p( DMD ' )
for all U E and D E 9
It follows that
max p(MU) I k(M) 5 inf ~ ( D M D  ' ) (31 7 )
UEU DEm
It turns out that the left part of the preceding inequality is actually an equality, and
this fact provides an approach to compute the p function involving multiextremum
optimization. Under some restrictive conditions, namely the number of blocks
m a 3, the right part of the inequality in Equation (317) also becomes an equality
[Doyle, 19821. It should be noted, however, that when only real perturbations are
allowed, the preceding relation no longer holds, and the other methods hare t o be
pursued. At present, there are several algorithms to compute structured singular
values [Doyle, 1982; Fan and Tits, 19861. However, no single algorithm is univcr
sally superior. The situation is worse where there are mixed (real and dynamic),
repeated uncertainties.
I t must also be noted that the structured singular value is merely an analytical
tool, offering no assistance for controller design if the robust stability test (315)
fails. Recent progress in robust controller synthesis using a combination of the H"
optimization technique and structured singular value has been reported in Doyle
11983, 1984). Although this socalled synthesis approach does not provide an exact
solution for the robust perforn~ance problem, it often yields a satisfactory (sub
optimal) solution. Further research is thus necdcd in this area.
Auothcr alternative measure of stability margin is called the blocklimiting
norm, proposed by Fan and Fu [1989], who extcndcd thc notion of a limiting norm
[Pokrovskii, 19791 by associating with it the block structure that forms thc basis of
the structurcd singular value. It is shown t hat the blocklimiting norm is no ICSS
than the structured singular value and no grcatcr than the infimum of the scalcd

maximum singular value. More interestingly, where thcrc are no morc than thrcc
blocks, the blocklimiting norm is cqual to thc structurcd singular value. Unfor
tunatcly, a computational mcthod for the blocklimiting norm is also unavailable
to date.
See. 3.5 General Robustness Analysis 8Q
3.5 GENERAL ROBUSTNESS ANALYSIS
As described in Section 3. 4, the general framework of robustness analysis can be
represented in Figure 37. Any system may be rearranged to fit in this general
framework, although the interconnection structure can become quite complicated
for complex systems. The uncertainty considered here may be modeled in two ways,
either as external inputs or as perturbations to the nominal model. The performance
of a system is measured in terms of the behavior of the outputs or errors. Robustness
analysis is heavily related to the assumptions made concerning the input signal, the
uncertainty, and the performance requirement. Assume that the transfer matrix from
I, to can be represented in the linear fractional map
where M, , are real, rational, proper, stable transfer functions. This assumption can
be made without loss of generality because nonlinear or nonrational parts can be
regarded as uncertainties, and the system has to be stable before robustness analysis
is carried out. Depending on the assumptions made on the input, uncertainty, and
performance, diffcrent robustness measures are used as shown in Table 31, which
is similar to Table 1 of Doyle [1983]. Thus, robustness analysis boils down to the
"
computation of a certain norm" of a particular transfer function. In some cases,
this transfer function is a combination of the sensitivity and the complementary
sensitivity functions. Also, the weighting functions used in design process are ab
sorbed into the interconnection structure. The definitions of each "norm" follow.
where ui is the ith singular value, E is the maximum singular value, and p,(M),
defined in Equation (314), is a measure of the amount of structured disturbance
that can be tolerated without destabilizing the system.
To conclude this subsection, two important theorems from Table 31 are
stated. Let
BA = { A E Q 1 ll A 112 5 1 )

This leads to the following theorems.
Theorem RS (Robust St abi l i t y). F,,(M, A) is stable for all A E a if and
only if II M22 1Iw = SUP ~[ M2 2 ( j w) I < 1 .
0
90 Modern Multivarlable Control Analysk Chap. 3
TABLE 31 VARIOUS ROBUSTNESS MEASURES
w Perturbatiqn P e r f o m Robustness
Measure
1
YI c( t ) I ~ ) I = I b(tII) A = 0
weT@) e(t)l < 1
 2z 11%<12 < 1
Ie(t) = Ieo6(t )
T 1
qI c oI c o) = I A = O w T ( t ) e(t)l < 1  2x ~~~~~2 1

!\lc\12 1 A = O Ilel12 < 1 lly7J= < 1
IIIcllz 5 1 IlAllm < 1 Ilel12 < 11M1111= < 1
II1cll.c 5 1 A = O llella < 1 11%111 5 1
llAll.c < 1
~ ~ I e ~ ~ 2 5 1 A = Diag (A, ... A$ JlelJ2 c oc l l ~ ~ l l p < 1
llAll= < 1
I I I c ~ ~ ~ 5 1 A = a g ( A A I l el 12<1 IIMllr < 1

Theorem RP (Robust Peuformance). F, (M, A) is stable and sup I I F. ( j o) 112
W
5 1 for all A E &$ if and only if 1 ) M 11, < 1.
3.6 ROBUSTNESS OF REAL PERTURBATIONS
The general robustness analysis provides a framework in robustness margin com
putation. However, for all practical purposes, there are other definitions or alter
native algorithms that achieve the same goal. Robustness measures using graphic
metric [Vidyasagar, 19841, hypersphere radius [Bhattacharyya, 19871, and Khari
tonov's theorem [Barmish and DeMarco, 19871 have been proposed. A particularly
important problem in feedback analysis is to compute the multivariable realper
turbed stability margin. Using p. computation to evaluate the realperturbed stability
margin tends to be conservative. In the following, several techniques for assessing
the realperturbed stability margin will be discussed based on Hewer et al. [1988(a)
(c), 19891. A statespace model for real additive perturbation errors that is algebra
ically and dynamically equivalent to Doyle's SSV is introduced here. Based on this
theory the problem is cast as a spectral assignment problem employing output feed
Set. 3.6 Robustness of Real Perturbattons 91
back, where the variable feedback matrix is restricted to the block diagonal elements
represented in Figure 37. Next, a link between root locus and SSV is established.
To bring out the utility of this theory a Monte Carlo search algorithm is used in
conjunction with some graphical convergence strategies to compute for third
order systems. The Monte Carlo algorithm was used by Hewer et al. [1988(a)] to
compute the SSV for the autopilot example first studied by De Gaston and Safonov
[I9881 with good numerical agreement. For this example, the bounds resulting from
the Monte Carlo algorithm are sharper than those obtained with the algorithm used
in Fan and Tits [I9861 and Doyle's estimates [Doyle, 19821, which is in line with
the wellknown fact that their estimates are valid for both complex and real per
turbations. The Monte Carlo algorithm is a "brute force" approach and should only
be used in a concurrent manner with other structured singular value algorithms and
inequalities.
3.6.1 StateSpace Model for Additive Uncertainty
Similar to a frequencydomain formulation, in state space formulation the system
can also be arranged such that it consists of a nominal forward block
k = Ax + [Bl , Bz] [::I.
[::I = [S:]
(319)
with uncertainty expressed as feedback perturbation
The matrices A, B1, B2, C1, C2 are of dimension n x n, n x [, n x k, p x n,
and k x n, respectively. The state vector x, the input vectors rl and r2, and the
output vectors yl and y2 all have compatible dimensions. Taking the Laplace trans
form of Equation (319) yields the following twoport (p + k) X ([ + k) block
transfer matrix [Hewer et al., 1988(b)]:
with the transfer matrices G;,(s) = C, (sl  A)'B, (i = 1, 2; j = 1,2). The triples
(A, B1, C1) and (A, B2, C2) are both minimal (that is, controllable and observable)
realizations of the respective transfer matrix G ~ I (s) and G22(5). The conditions under
which the transfer matrix Gl l (s) is exponentially stable (exp. st.) [Desoer and Chan,
19731 are that it is strictly proper (that is, Gll(m) = 0) and that all of its poles are
contained in the open left halfplane. The p x 4 loop transfer matrix Gl l (s) in
corporates both openloop plant dynamics and any compensation employed. The
advantage of the statespace formulation is that it is convenient to treat parametric
uncertainty, where the perturbations are necessarily real. In effect, the matrix A is
perturbed to A + AA, where AA = BzSACz. The matrix S is a k x k realvalued
92 Modem Multiuariable Control Analusis Chap. 3
diagonal scaling matrix, and A is a k x k member of Q. The p function is defined
as (where S has been absorbed into B2 or CZ)
A E Q and det(jw1  A  B2AC2) = 0 for some 0 5 w I a:
I
Introducing the set
48) = {A E Qs 1 det(jw1  A  B2AC2) = 0 for some 0 I w 5 m)
The k function can be written as p,,(A, B2, C2) = SUP
Ae() 11 A 11'
3.6.2 StateSpace Singular Values
The following theorem, which is proved in Hewer et al. [1988(c)] is a statespace
robust stability theorem.
Theorem. Let (A, B1, C1) be an exp. st. system, assume e(8) is nonempty,
and assume that ( A + AA, B1, C,) is a minimal system for every A E Qs. The
system in (319) and (320) is exp. st. with respect to the real perturbation set Qs
if and only if p,(A, BZ, C2).6 < 1.
The following corollary, which establishes the basic link between the fre
quencyderived SSV and the eigenvaluebased SSV, depends on the following well
known identity. Let Wand Z be n x k and k x n dimensional matrices, respectively;
then
det(lk + ZW) = det(1, + WZ) (321)
Corollary. For every s with real part 2 0 and every A E e(8), p.,(A, B2,
CZ) = p(Cz(s1  A)' Bz).
The proof of this corollary is given in Hewer et al. [1988(b)]. These results
make it evident that the additive perturbation structure laid out previously produces
a workable and rigorous model that yields a nonconservative statespace test for
real perturbations. With Equation (321), it is possible to construct a Monte Carlo
based algorithm that reduces the computation of p., to an eigenvalue search. The
corollary forms the basis for the Monte Carlo search algorithm outlined in Section
3.6.4 and in the appendix of Hewer et al. [1988(b)], reducing the computation of
p. to an eigenvalue problem. The Monte Carlo eigenvalue search is proposed as a
heuristic tool to supplement other algorithms.
3.6.3 Root Locus
This section focuses on the link between root locus and SSV and is based on Hewer
et al. [1988(b)]. A comparison is made between the stability margins predicted by
root locus for second and thirdorder polynomials and those predicted by SSV
For secondorder polynomials they are identical, but for thirdorder systems they
are distinct. Let g( s ) denote a strictly proper nthdegree transfer function, and let
( A , b2, c2) be the minimal controlcanonical form realization such that g( s ) =
c2 ($1  A)  ' b 2 . Using the basic matrix identity Equation ( 3 21) results in the
following equation which relates root locus and the spectral set e( 6) , for some pa
rameter A:
for every s such that s l ,  A is nonsingular. Any polynomial subject to additive
perturbations can be represented as a dynamical control system such that ( A, b) is
in controller canonical form, and the nonzero coefficients in the row vector c r e p
resent the additive perturbations of A . Thus, as an additive robustness measure,
root locus represents a uniform affine shift of all the perturbed coefficients. Consider
the thirdorder stable polynomial p ( s ) = s3 + a2s2 + a l s + a. and the canonical
form
Let the perturbed polynomial be pp( s ) = s3 + a2s2 + a l ( l + Al ) s + ao( l + Ao) .
The Hermite matrix [Lancaster and Tismenetsky, 19851 for the thirdorder perturbed
polynomial is
Given that the original polynomial is stable, it can be concluded that the perturbed
polynomial is stable if and only if Hp ( A) is positive definite, or, equivalently, its
leading principle minors are all positive. Applying the latter test to Hp ( 0 ) produces
the wellknown result that p ( s ) is stable if and only if a0 > 0 , at > 0, a2 > 0, and
al a2 > ao. The perturbation matrix A A for root locus is Ab2c2, and the perturbation
matrix A A for the structured singular value is A A = B2AC2
where the diagonal matrix is A = diag(A0, Al ) . By Hermite's test pp( s ) is unstable
when the first leading principle minor in H, ( A) is zero. The gain margin predicted
by root locus would be unity at w = 0 . The structured singular value spectral set
e( 6) = { A E Qs I det(jw1  A'  B2AC2) = 0 for some 0 I w < m)
would contain the matrix A = diag(1, I ) , which is not necessarily the minimum
element. Now, consider the second leading principle minor of Hp ( A) , which can
94 Modem Multivarlable Control Analysis Chap. 3
vanish whenever the linear equation A. = mAl + m  1 is satisfied, where the
positive real variable m = al azl ao. The matrix
A = diag ( 0, l i m )
is always a member of e(S). Moreover, the maximum singular value of A is always
less than 1 inasmuch as in is always greater than 1. Thus, the results of the root
locus and the structured singular value tests are not the same even for this simple
problem. Retracing these steps for the secondorder polynomial a(s) = s2 + al s +
a,,, it is easy to see that p,(A, b, c) is always equal to the rootlocus value as long
as the 2norm is used for comparison.
3.6.4 A Monte Carlo Computation
As an application of this theory, the Monte Carlo search algorithm is used t o com
pute a pe(A, Bz, CZ) for a thirdorder system, following Hewer et al. [1988(b)].
The system matrices are structured as in Equation (322) with a" = 1, a, = 2, a 2
= 2. To estimate the 1. 1. function, Equation (317) is used. Standard eigenvalue
routines were employed in the computation of the spectral radius. Its upper bound
is computed using a balancing algorithm. These inequalities hold true for real and
complex perturbations, so they will be generally conservative for real perturbations.
However, they do establish the following range where the robustness margins are
smallest. Also, they serve as a useful guide to the variation in the robustness margins
as functions of frequency. The Monte Carlo robustness margins predict 1 1 A l l ~ =
,7268 at the frequency w = ,7678. Doyle's inequality predicts p = 2.3789 at the
frequency o = .8214. To transform this to a comparable delta, first take the recip
rocal of p. which is ,42036 and then compute 11 diag(.42036, .42036)
= 0.5945.
The Monte Carlo search uses an Fnorm, which represents a 2sphere for the
Qa set that describes the robustness region. The Monte Carlo algorithm is described
as follows:
1. Generate A randomly with uniform probabilistic distribution such that
k
Z A ? = 1.
% I
2. Start with known upper bound a for e(6).
3. Set a C 2a until either (a) or (b) as follows happens:
a. A + aB2AC2 has an eigenvalue with a positive real part. Go to Step 4.
b. a is greater than some cutoff value. Let a a. Start Step 3 again.
4. Use bisection to obtain an a such that A + aBzAC2 has an cigenvalue suf
ficiently close to the irnaginary axis.
Sec. 3.6 Robustness of Real Perturbations 95
5. Save a. Repeat Steps 1 to 4 a sufficiently large number of cirncs. The minimum
a is an estimation of robust margin I( A 11, ,.,,.
These same Montc Carlo techniques arc used to compute the robustness margin for
the example of a typical SISO autopilot problem. These examples provide firm
support for using the Monte Carlo scarch algorithm to find y for interesting control
problems. However, as mentioned previously, the Monte Carlo scarch is only a
heuristic tool that is best utilized in conjunction with other algorithms. I t must
always be kept in mind that the Montc Carlo scarch may deliver a reasonable result
but not ncccssarily the supremum.
3.6.5 A Monte Carlo Analysis for SecondOrder
Systems
As a second example, consider the following secondorder system:
A = [:  1 , BI ='[:I, CI = [ I , 0,. B2 = [:
c2 = [i :]
Let 0 be a random variable that is uniformly distributed in the interval (  a , a) ,
and let A = diag(r sin 0 , r cos 0) where r is a scaling parameter such that A E e(8).
The characteristic equation for this problem is the random polynomial
A' + (3  r cos @)A + (2  r sin 0) = 0
Now A E e( 6) if and only if the following two cases occur:
These equations define a random variable r ( 0) which is a member of P(8) on the
interval [2, 3/cos(arc tan(2/3))]. The cumulative distribution function for the random
variable can be derived using standard transformation formulas in Papoulis [1984].
Upon integrating,
P(r(0) 5 d} = [2/ a arc cos(3Id) + f(2/d)]/2 3 5 d 5 3.6056
where f(a) = 1  2/ a arc sin a. The density function corresponding to this random
variable has a discontinuity at d = 2 and d = 3. In the absence of a numerically
robust and efficient algorithm to compute y, the Monte Carlo search algorithm
combined with graphical convergence tools make for a practical, working method
that can be used to augment the Doyle bounds, and the De GastonSafonov and
FanTits algorithms.
Sec 3.6 Robwtnes of Real Pemubatlons
Frequency At A2
A3
Monte
Carlo 7.753 .I473 e.2645
. 1933
Penalty
Function 7.697 ,1229 .3 164 .?391
.
Figure 38 Robustness of Real Perturbations (From [Hewer et at . , 1988(a)] with
permission from S CS )
1
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98 Modern Multiuarlable Control Analysis Chap. 3
3.6.6 Stability Margin Computation
For the example problem considered here, the original block diagram is shown in
Figure 38a. This example is found in De Gaston [I9851 and includes a number of
essential features of an NGC system. The purpose of this example is to demonstrate
statespace modeling and to illustrate Doyle's claim that a linear system can be
rearranged to match Figure 37 and include some compound bounds for IJ.. The
nominal parameter values are: K = 800, z = 2, p = 10, o2 = 6, w, = 4, o,, =
4, o,, = 6. The block diagram in Figure 38a is transformed into one with scaled
perturbations, and results in the diagram shown in Figure 38b. The scaling is
selected such that a value of + 1 for the perturbation represents 100 percent of the
nominal parameter. The Ai (i = 1, 2, 3) represent real perturbations and o,( (i =
1, 2) are the nominal poles and scaling parameters such that the perturbation rep
resents a percentage of the nominal parameter [Hewer et al., 1988(a)]. Transforming
the block diagram in Figure 38a to the desired form is accomplished by rearranging
the loops at the inputs to the perturbation blocks, which is illustrated in Figure 3

8b. Treating the inputs and outputs of these blocks as separate system inputs and
outputs, respectively, conventional block algebra can then be used with Figure 3
8c to obtain the desired M matrix by evaluating all nine transfer functions in Figure
38d. The original system inputs and outputs are no longer represented in Figure
38c. The exact entries for M are found in Figure 38e. The values are identical
with De Gaston except for sign differences. Following Hewer et al. [1989], the
controllable and observable linear dvnamical svstem for Figure 38a can be derived
"
using the following state variables xl , x2, x,, and x4 that are identified in the same
figure.
These equations yield the following dynamical system ( A, B1, C1):
with perturbation matrices:
0
B 2 = [ ; !] c2 = [. : :] A = diag(Al, A2, A;)
0  1
0 0 0 1
Sec. 3.6 Robustness of Real Perturbatlons B9
and scaling matrix S = diag(K, w2, ~ 3 ) . The perturbation matrix 6A with 6K =
KAl, 6w2 =  oS, A2, 603 =  w,,A3
factors into the product 6A = BzSACz. Before the statespace equivalence of M(s)
in Figure 38e can be determined, the inverse of the matrix (sl  A) must be
determined. Let (sl  A);, denote the ( n  1) x ( n  1) matrix formed by deleting
row i and column j from A, and define the cofactor matrix
Then s l  A has an inverse equal to det ' (sl  A), multiplied by the transpose
of the matrix obtained from (sl  A) by replacing each element by its cofactor
whenever r 65 R( A) where R(,l) is the spectrum of A. Now for the De Gaston
example, it is easily shown that 6 = det(s1  A) where 6 is defined by the equation
in Figure 38e. The transpose of the cofactor matrix for ( s l  A) is:
It is not difficult to verify that the matrix M(s) = SC2(sl  A)  ' B2 is identical to
the transfer matrix in Figure 38e. The transfer matrix with input scaling Ml(s) =
Cz(:l  A)'BZS is not equal to ,W(S) with output scaling. However, by the
fundamental determinant identity the polynomials in the three variables A1, A2, and
113 defined by the equations det(1  Ml(s)A) and det(1  M(s)A) are identical.
This observation leads to the following theorem about inputoutput scaling.
Theorem.
If a( A) < 0 and e(A, B2, CZ. A) is nonempty, then for any
nonsingular transformation T that coinmutes with the members of A
p(A, B2T. Cr , A) = k(A, Br, TC2, A)
Using standard rootlocus techniques on the nominal system in Figure 3Sa, the
following stability margins can be obtained [Hewer et al., 1988(a)]: A1 = ,931, A2
=  ,481, A, =  ,652. However, the simultaneous use of these marginal values
results in an unstable perturbed system. The scaling bound in Figure 38g predicts
instability for Ai > .15 ( i = 1, 2, 3) at the frequency 7.326. Note that the margin
of stability occurs at the reciprocal of the peak. Using the Monte Carlo algorithm
and one called the penalty function technique, Figure 38f lists two possible near
minimum values for the joint variation in A. Figure 38g shows some bounds for
CL. Curve n is a plot of the minimum singular value of M, while curve b is a plot
100 Modem Multluariable Controf Analysis Chap. 3
of the spectral norm of DMD' using a balancing algorithm in Garbow et al. [1977].
A balancing algorithm is discussed in Osborne [1960]. An algorithm due t o Fran
and Tits [I9861 was used to generate curve c, and curve d is a plot of the spectra]
radius of M. Recall that the svectral radius is the maximum absolute value over the
eigenvalues of M. Curves a an2 d can be computed using standard routines in arbo ow
et al. [1977].
3.7 MONTE CARLO ANALYSIS
The Monte Carlo method [Hammersley and Handscomb, 19641 is the most general
method available for estimating the performance of noisedriven timevarying sys
tems, being applicable to linear as well as nonlinear systems. The method is founded
on direct and repeated simulation,'involving a large number of random error factors.
Because of this, much of the computational work revolves around looking at a
sufficient number of test cases plus postprocessing of the resultant data in order to
determine the average system behavior. If there is a minor drawback to this method,
it is the often large number of simulations needed to achieve an adequate level of
confidence in the accuracy of the results. For this reason, it is primarily used as an
evaluation tool. Owing to its wide range of applicability and the ease with which
it can be used, however, it remains perhaps the most widely used tool for performing
nonlinear statistical analysis. In the case of systems that are driven by whitenoise
disturbances, these disturbances are approximated by Gaussian random number gen
erators. The standard deviation of these generators, which are used to approximate
white noisc, relate to thc spccial density of the white noise being simulated by:
where R k is the covariancc of the Gaussian N(0, Rk) noise gencrator, @ is the power
spectral dcnsity of the white noise in Hertz, and At is the interval of simulation
integration (time spacing bctwccn random nunlbcr calls). Equation (323) allows
for the approximation of white noise since elements in the rcal covariance matrix
Rb(t) take on infinite valucs. If the bandwidth of thc noise is much greater than the
systcm bandwidth, then Equation (323) is accurate to thc cxtcnt that the noisc
appcars white to thc systcm. Bccausc thc integration intcrval At is usually taken
much sn~aller than the sn~allcst systcm time constant, the noisc in fact looks white
as far as thc systcnl is concerned. Statistical cstialation by the Montc Carlo tccl~niquc
begins by computing thc standard dcviation of the rcsults according to
whcre y (1,) is the mcan valuc of final rcsults 2nd Aidenotes thc numbcr of simulations
in the Montc Carlo proccdurc. Bccausc only a finite numbcr of simulation runs arc
performed, thc standard dcviation dcrived in this mcthod is only approximatc and
Sec 3.7 Monte Carlo AnalysLs
NORMALIZED
CONFIDENCE
INTERVAL
I I I I I I
0 50 100 150 200 250
NUMBER OF SAMPLES
X.200 RUN MONTE
CARL0 SAMPLE
SIZE
Figure 39 (a) Theoretical Confidence Intervals for Gaussian Distributed Random
Variable (b) Acceleration Limit Study Utilizing Monte Carlo Approach (From [Zar
chan, 19881 wi t h permission from AGARD)
102 Modem Multluariable Control Analysls Chap. 3
must itself be treated in a statistical fashion. This gives rise to expressing confidence
in a particular estimate of the standard deviation. The confidence level rises as the
number of simulations is made larger. As an example, for the case in which these
statistics are Gaussian distributed, confidence intervals can be calculated like those
shown in Figure 39a. In the case of 50 simulations, the confidence level can be
shown to be around 95 percent, that is, the standard deviation is found to be between
0.85 u and 1.28 a. The uncertainty is reduced even more by increasing the number
of simulations to 200, a sample size that would give rise to a 95 percent confidence
that the standard deviation in fact lies between .91 u and 1.12 u [Zarchan, 19881.
For this reason, confidence levels are usually presented in conjunction with Monte
Carlo data.
Example 31. Following Equation (324), the missdistance standard de
viation is calculated from:
where jj(tf) is the miss distance from the ith run. Following Example 22, a 200
run Monte Carlo simulation was performed of the homing loop of Figure 2l5a(ii)
and 215b, corresponding to the nonlinear mode. In the study conducted by Zarchan
[1988], one of the parameters was the missile acceleration limit. The results of the
study are displayed in Figure 39b, which includes the 95 percent confidencc in
tervals. This study highhghts the effect of the acceleration limit on miss distance.
It can be seen that results approach those of the linear analysis only in the case of
large acceleration limit. I t is interesting to note that, even with the large number of
simulation runs, the 95 percent confidence limits point out the high degree of un
certainty in the answers.
3.8 COVARIANCE AFWYSlS
It is important to be able to calculate the vchicle responsc to random process modcls
such as atmospheric turbulence. Calculating the response of dynamic systems to
random processcs can be achievcd through the use ofthe covariance matrix equation,
which is applicable to both deterministic and random excitation functions. Using
the computerimplemented method of covariance analysis, only one computcr run
is required to do an exact analysis of linear and nonlinear, timevarying noisedriven
systems. Uy directly intcgrating a linear or nonlinear matrix differential equation,
the covariance matrix of thc system state vector is propagated in time to generate
exact timedependent statistical performance projections of any state. Extensive use
Sec. 3.8 Covariance Analysls 103
of this nlcthod is found with problems involving optimal cstimators, as is shown
in Chapter 4. The linear differential equations rcprcsenting the vehicle's equations
of motion are first written as linear timcinvariant statc equations. The statc equation
includes a term representing the random process input function. The statc vector
is then augmented to include the components of the original statc vectors, the orig
inal systcnl input, plus any required auxiliary variables, that is, thc auxiliary dis
turbance statc variables, as shown in Equation (3) ofTable 21 where, for simplicity,
D and E are assunled zero from this point on. and where w is a whitenoise vector
having PSI1 matrix Q( t ) which gives the 1'SD function of the whitenoise process
a constant value of ( l I 2n) Q over all possible values of the circular frequency w. For
example, the properties of the turbulence field are usually specified as PSD functions
making the preceding representation suitable for aeronautical applications. Equation
(3) of Table 21 can be used t o analyze wholebody motion, flexible motions, and
control system dynamics. Handling unsteady aerodynamic effects can be achieved
through a quasisteady assumption, through the use of approximate liftgrowth
functions, or by the numerical matching of unsteady aerodynamic matrices. Bias
and drift, which are both types of nonwhitenoise inputs, can be handled by white
noise passing through an appropriate shaping filter. I t is also interesting to take note
of the covariance matrix of the augmented state and output as follows:
P(t) = E[(x(t)  x)(x(t)  x ) ~ ] , x = E[x(t)]
(326a)
~ , ( ~ ) = E [ ( Y ( ~ )  Y ) ( Y ( ~ )  Y ) ~ ] , Y=E[ Y( t ) l (326b)
For the augmented state, the covariance takes on the following matrix form:
...
u;,,, u;, is used for the variances of the
u u:.> ... u?. ~~, ~ 1
individual states .u,.
...
is used to represent the covariances
between different states xi and xj .
To take it one step further, the diagonal elements of P(t ) denote state variable
variations when the expectations of the disturbance responses are zero. Furthermore,
the offdiagonal elements denote the degree of correlation between the state vari
ables. In the proceeding discussion, both the system states x and the forcing functions
w are vectors, the elements of which are random variables. For simplicity, the
deterministic inputs u are neglected here. There are t wo situations (continuous and
discrete cases) to be analyzed. In the first situation, the state vector obeys the linear
relationship Equation (3) of Table 21 without the input term Bu. The covariance
matrix is defined as in Equation (326a) and the covariance matrix P satisfies
This equation is used to study the parameters that characterize the state during the
vehicle's flight. Since Equation (327) can be integrated, the statistical properties
104 Modem Multluarlable Control Analysis Chap. 3
of P(t) can be analyzed directly in only one computer run. The solution of Equation
(327) gives the augmented state covariance matrix, which can be written as
Stability of the augmented dynamic matrix A guarantees that P(W) = 0. SO that, if
A is stable, at steady state 0 = AP + PAr + NQNr. Using Equation (326a),
the covariance matrix Equation (326b) is given by P, = CPCr. In the discrete
state model given by Equation ( 5) of Table 21, assuming ' 4' = 0, the equation for
projecting the error covariance is given by
Furthermore, for a continuous nonlinear dynamic system described by Equation (1)
of Table 21, the nonlinear variance equation is approximated by
~ ( t ) = A(x(t), t)P(t) + P(t)AT(x(t), t ) + N(t)Q(t)Nr(t) (330)
where A(x(t), t) is the matrix with its ijth element defined by Aci(x(t), t) = [ af , ( x( t ) ,
t)]l[dxj]. In the nonlinear discrete case, similar results can be obtained.
Example 32. This example, following Zarchan [1979(a)] and Example
22, again uses the linear homing guidance loop of Figure 215a(ii) and 215b to
illustrate here the usefulness of covariance analysis. The system equation expressed
in matrix form is
The state covariance P( t ) is obtained by intcgrating the covariance propagation
equation, Equation (327), with N equal to an identy matrix. With respect t o Equa
tion (327), the preceding equations define A( t ) , and can be uscd to determine Q( t )
as follows:
Fi ure 310a plots the RMS relative separation between the missile and target,
h, as a function of time, which war found by intcgrating Equation (327).
This value becomes the RMS miss distance at if, or the end of flight. That is, RMS
TlME lrecl
a) corariance Ana1y.i~ Provides
RI Trajectory Profile
TlME lucl
b) cwariuc. Malyml. Provldoa
mm Accoloretion Protile
Figure 310 Covariance Analysis Provides RMS Trajectory Profile (From [Zar
than, 1979(a)], 0 1979 AIAA)
106 Modem MultIuarlable Control Analysis Chap. 3
miss distance = v ~ ( 3 , 3) (,,,,. Because covariance analysis is capable of generating
statistical information corresponding to each state, like the RMS acceleration of
Figures 3lob, it is possible with this technique to establish the correctness of as
sumptions concerning system linearity. That is, such an assumption would be val
idated if there were no acceleration saturation.
3.9 ADJOINT METHOD
The method of adjoints [Besner and Shinar, 1979; Derusso et al., 1970; EASAM,
1969; Howe, 1965; Laning and Battin, 1956; Peterson, 1961; Zarchan, 1979(a)] rep
resents a widely used technique in guidance system design. This adjoint technique
is founded on the system impulse response, and is capable of analyzing exactly linear,
timevarying noisedriven systems such as a guidance loop in one computer run.
The exact performance projections of any quantity at any instant can be estimated
using this method. Additionally, the information that measures the contribution of
all disturbances (inputs) to the total performance projection (output) can be ex
tracted. Although it has been used mainly in the past in missile guidance system
design and analysis, the adjoint technique can certainly be applied to many other
problems.
3.9.1 A4joint Philosophy
The impulse response of the adjoint system I* is related to the impulse response of
the original system 1 in the following manner:
I*(tf  ti, tf  t o) = I(to, t i )
(332)
where t , and to are the impulse application and observation times of the original
system, respectively. If it is desired to observe the impulse response of the original
system at the final time tf after several impulses are applied at times t , ( i = 1,
. . . , n) , then the system response must be simulated for each of the impulse ap
plication times to generate [(I/, t , ) , as demonstrated in Figure 3lla. For the adjoint
system, however, if the observation time is the final time ( t o = t,), then only one
adjoint response must be generatcd. Equation (332) reduces to I*(tf  I,, 0) =
I((/, 1,). The impulse response of the adjoint system, except for being generatcd
backwards, is identical in evcry aspect to that of the original system. Figures 31 la
and 3l l b illustrate the way in which the two responscs are relatcd [Zarchan,
1979(a)].
The system rcsponse y(t) at time t to any input u is given by
To dctcrminc how the method of adjoints becomes handy in this situation, Equation
(332) is substituted into Equation (333) to obtain [Pctcrson, 19611
~ c c 3.9 Aaolnt Method
I
Uto, t , )
crvation
0

Impulse Application Time. t i t O=t i
Time
Figure 311 (a) Generation of I(tf, ti) in Original System (b) Impulse Responses
of Original and Adjoint Systems are Related (From [Zarchan, 1979(a)], 6 1979
AIAA)
using
t Z = t  T
y ( t ) = u l I*(tf  T. tf  t ) U( T) d i
3
y ( t )
0
= l I * ( t f  t + z , y  t ) u ( r  z ) d z (334)
108 Modem Multiuariable Control Analysis Chap. 3
If the final time t k is the time at which the response is desired, then Equation
(334) becomes
The concept of adjoint system can be extended to account for stochastic inputs. A
linear timevarying system that is driven by white noise has a mean square response
[Zarchan, 1979(a)]
where 4, is the spectral density of the whitenoise input in units of Hertz, and is
assumed doublesided and stationary. Unfortunately, the many computer runs re
quired to generate I(tf, t i ) render the direct simulation of Equation (336) imprac
tical, as mentioned previously. Substitution of Equation (332) into Equation
(336) yields
For the case in which the final time is of interest ( t = tf), Equation (337) can be
expressed as
Therefore, the integral of the square of the output of the impulsively driven adjoint
system from t = O to t = tf is equixralent to the meansquare response at time t, of
a linear timevarying system driven by white noise. The RMS value of the output
of the terminal time is the square root of Equation (338). The RMS value of the
output of the original system in the presence of a whitenoise input is then computed
by first squaring, then integrating, and finally taking the square root of the adjoint
system's impulse response.
3.9.2 Applications
From any linear system, an adjoint system can be constructed by the following stcps
[Besncr and Shinar, 1979; Pctcrson, 1961; Zarchan, 1979(a)]:
1. Substitute tf  t for t in the arguments of all variable coefficients, that is,
gains.
2. Reverse all signal flow, redefining branch points as summing junctions and
vice versa.
3. The input to the adjoint system is a unit i~npulse 6(t), whose application point
corresponds to the output of interest in the original system.
Sec. 3.9 AdJolnt Method 10g
Using the systcnl adjoint together with the outputs described previously, it
is possible to plot llMS miss at interception versus range at the start of hotning for
each computer run. Because the RMS miss caused by each of the input quantities
can likewise be obtained, it is also possible to isolate which factors have the greatest
influence on RMS miss. Using the adjoint system technique is therefore much less
time consuming than using Monte Carlo techniques and applying noise generators
to the r cg~~l ar analog circuit. By going to acceleration adjoints, one can also study
the RMS lateral acceleration requirements for the missile. A balanced design can
then be achieved by comparing miss and acceleration statistics. It is easily seen that
the adjoint technique is well suited to the problem of statistical atlalysis and opti
mization of linear timevarying systems. Using this technique, quick estimates of
the required gains, natural frequencies and damping, acceleration limits, and ailow
able radomc tolerances can be obtained for several initial geometry and other input
conditions. As a preliminary design tool, the method of adjoints can significantly
lower the amount of work involved in the ensuing analysis of a refined nonlinear
system model [Peterson, 19611.
Example 33. The adjoint solution resulting from only one simulation
supplies a tremendous amount of information concerning system performance and
behavior as shown in this esa~llple from Zarchan [1979(a)]. What has been presented
can now be used to study thc homing loop shown in Figures 215a(iii) and 215b
of Examplc 22. In the deterministic input, the homing loop has a step target ma
neuver xvhich has been converted to an impulsive input through integration. The
output to be considered is the miss distance y ~ ( t f ) due to the step target maneuver.
Figure 3  1 3 shows an adjoint model of the homing guidance loop of Figures 2
13a(ii) and 215b, constructed according to the rules laid down previously. The
idea is to apply an i n~pul se to the adjoint system at the location X4, corresponding
to xvhich the output ofinterest in the original system is denoted by y,. In the actual
simulation, however, an initial condition of unity is specified at X4 as opposed to
a unit impulse on the derivative. In the process of constructing the adjoint model,
the three inputs of the original system, target maneuver, glint noise, and fading
noise, all become outputs. That is, the outputs in the adjoint system are now miss
sensitivities due to target maneuver (y=(tf) for deterministic, y.ar,(tf) for stochastic),
miss sensitivity due to glint noise y,, and miss sensitivity due to fading noise yf(tf).
Stochastic inputs. Because there is no dependence of the sensitivity coef
ficients of the adjoint system on the spectral density levels of the error sources,
changes in the latter do not necessitate additional simulation runs. The total RMS
miss distance, [E(yz(tf))]1'2 applying the principle of superposition, is given by
uy,(tf) = {u;,(tf) I Tgt Mvr + u:,(tf) I Glint + uf,(tf) I RI N
+ u;,(tf) I Range Dep.)Ii2
yT(Q Step Target Maneuve~
Miss Distance Sensitivity
4
GLINT NOISE
4r ('t)
FAD. NOISE
=m
s ( 1 ) 2
M = 11
~2 1 + I
q1 ( I f ) 9, ( 1 0
1
AT,
FAD. NOISE 1' + I GLINT NOISE
I'
= ,/+ = ~ ~ Y L ? ~ ) I + E I Y ~ ($)I + YI: (141
ADJOINT TIME (wcl
( 8)
ADJOINT TlME l u)
( C)
Figure 312 (a) Adjoint Model ofLinear Homing Loop (b) RMS Miss Distance Error Budgct
Is Automatically Generated hy Adjoint Method (c) Adjoint IJrovides information on Perfor
mance Sensitivity l>ue to Target Mat~cuver (From / Zarchan, 197Y( a) l . Q 1979 AIAA; and
/ Zar r hat ~, 19881 ulirh prJnnissiot# .jam ACARDJ
Sec. 3.1 0 Statistical Linearization 111
Figurc 312b plots the individual RMS contributions to miss distance together with
the total RMS miss distancc as functions of adjoint time. Hence, adjoint time implies
cithcr timc of flight or time to go at which disturbances occur. The figure shows
that the biggest contributor to miss distancc in this homing guidance loop is glint
noise.
Deterministic inputs. I t is, howcvcr, neither a difficult nor expensive
task to compute othcr disturbance sensitivities as well. For example, thc miss dis
tance scnsitivity due to a step in target acceleration y T(t f) was also calculated and
plotted against timc in Figure 312c, which suggests an optimal time of 0.6 sec for
the targct to maneuver in ordcr to rnaximizc miss distance before intercept. The
figure also indicates that miss distance will bc small if the target maneuvcrs too
soon, that is, if the adjoint timc is too large. As the adjoint time approaches infinity,
y T(tf) will always approach zero if the guidance system is well designed. The actual
adjoint timc required for the missdistance scnsitivity curve to settle down is a
function of the overall guidance system time constant.
3.10 STATISTlCAL LINEARIZATION
When it is desired to treat nonlinearities in a stochastic guidance system, that is,
acceleration saturation, Monte Carlo techniques must be employed to compute
meansquare miss distance. The problem lies with the large number of trials that
must be run to achieve even moderate results. Most often, system nonlinearities are
dealt with through the construction of a linear model. Using suitable conditions
(for example, assuming the actual trajectory of the vehicle is close to its nominal
trajectory), a nonlinear function can be expanded in a Taylor series about some
operating point (nominal state vector) of the nominal trajectory and only the first
order or linear terms kept. This approximates a nonlinear function for small per
turbations about the operating point and can be used to obtain small signal lin
earization. When an input is no longer accurately represented by a particular lin
earization, the input is relinearized about a new operating point. The entire trajectory
can be segmented so that the small linearization approximation is valid over each
segment to reduce the analysis errors. The perturbations of the system states around
the nominal values can be studied using the covariance method. If changes in the
variable NGC loop parameters are very slow in comparison with the rate of the
associated processes, then the errors introduced by treating the timedependent coef
ficients in the linearized equation as constants will be correspondingly small. More
over, significant analysis errors are not introduced by the process of linearizing the
NGC loop equations if: (1) the quantity in question is deterministic; or (2) if the 3u
value of the random signal at the input to each of the elements does not exceed the
112 Modem Multiuarlable Control Analysis Chap. 3
linear region of the element; or (3) the linearized function is differentiated. An even
more subtle restriction is posed by the fact that the linearization procedure involves
the system state vector itself. Thus, any results obtained will require a lot of com
putation. These types of restrictions therefore lead to Monte Carlo approaches.
However, discontinuities in the system (for example, jamming and sudden target
maneuver in i nt erce~t guidance) such as a limiter and twolevel switches restrict
. "
these techniques and render linearization in the ordinary sense impossible [Gelb and
Warren, 19731.
When Monte Carlo techniques are required in the linearization procedure, or
when the conditions for ordinary linearization are lacking, statistical linearization
may be used. A statistical linearization that approximates a nonlinear operation, but
depends on some properties of the input signal, is often referred to as a quasi
linearization. This technique can produce different linear approximations to the same
nonlinear function applied to different input signal forms. Quasilinear approxi
mation, unlike linear approximation, can be used for any range of signal magnitudes,
and is dependent on the input signal amplitude [Gelb and Vander Velde, 19681.
What has emerged as an immensely useful tool for the analysis of nonlinear systems
having random inputs is the method of statistical linearization. When statistical
linearization is used to analyze nonlinear systems with random inputs, the nonlinear
element is replaced by an equivalent gain which depends on the form of the input
signal. A method for determining the equivalent gain was developed by Booton
[I9531 and Gelb (19741. Consider an approximation of the nonlinear function f(s)
by a linear function, in the sense suggested by Figure 313, using statistical lin
earization. The input x in the nonlinear system can be decomposed into a mean
component m plus a zeromean illdependent random process I., giving x = PI + r.
For this systcm, it is desired to replace the nonlinear element by an equivalent gain
Figure 313 Statistical Linearizatiori
Approxinlation (Frorn /Grlh, 1Y80/ ufirlr
pcrrrriuiorl ,fnorn Tltc Arrillyti( Sricriic~
Corp. )
K,,. The error signal e(t) is defined as the difference bctwcen y = f ( x) and the
equivalent gain output, and has a meansquare value defined by
Using standard calculus, the minimum value of E[e2] can be found by differentiating
this quantity with respect to K,, and setting the derivative equal to zero. When this
is done, the result is
It is assumed that the signal r ( t ) is a zeromean Gaussian random process whose
probability density function is p(r) = e'2'('"2) /(6 u) where u is the RMS value
of r(t). The equivalent gains can therefore be written as
1 1
K,, = d3 dr, K, =
,. f(,,, + r)er21(zo2) dr
7 utn d 2 7 ~ u
Now, when it is known that the signal x itself is a zeromean random Gaussian
process, m is zero, that is, x = r and the equivalent gain reduces to
In Gelb and Vander Velde [I9681 inputsensitive gains of the preceding type which
approximate the transfer characteristics of the nonlinearity are called random input
describing functions. These functions are tabulated for several important nonlin
earities.
Example 34. This example, following the work of Zarchan [1979(a)] and
Example 22, centers around the limiter shown in Figure 314a. The describing
function given by Equation (343) becomes
1
lim
xe  ~ 2 / ( 2 ~ 3
dx + * Jlim x2ex21(2u:) dx
(344)
lim
m
+ Lim xe s1(2u:) dx
Modem Multlvariable Control Analysls Chap. 3
LINEAR (INFINITE LIMIT)
PERFORMANCE
0 l b h ;O do 50 60
MISSILE ACCELERATION LIMIT (g'sl
(C)
Figure 314 (a) InputOutput Characteristics of a Limiter (b) Randoni Input Describing
Function Approximation t o Limiter (c) Acceleration Limit Study Utilizing CADET Approach
(d) SLAM Model of Nonlinear Homing Loop (e) Describing Functions for Various Accel
eration Limits vs. Forward Time (0 Acceleration Limit Study Utilizing SLAM Approach (g)
SLAM Provides Information on Performance Sensitivity Due t o Target Maneuver (From [ Zar 
t han, 1979fa)). 0 1979 AIAA; and / Zarchan, 19881 u~i rh prnnirsion.fiom ACARD)
REVERSED GAIN FROM CADET
PORTION OF PROORAM
RMS =
FAD. NOISE
A ~ Y
FORWARD TI ME lkal
(E)
MISSILE ACCELERATION LI MI T Ig'sl
ADJOINT TIME l wcl
('3
116 Modem Multluarhble Control Analysis Chap. 3
which can be evaluated to give
1
lim
x2/(20f) dx
Finally, rewriting this last equation in terms of the probability integral yields as the
describing function .
Abramowitz and Stegun [I9641 give the following approximation to the preceding
integral, which can also be found by table lookup, that is accurate to five decimal
places
K,, = 1  (21fi)e""'~'(~":) (0.43618360  0. 1201676w2 + 0.937298w3)
(347)
where
Figure 314b plots the describing function for the limiter against values of lim/u,,
the ratio of the limit to the RMS value ofthe input signal. As expected, the describing
function is determined by these two values only.
3.10.1 Techniques and Tools for Statistical Linearization
Recent techniques involving statistical linearization of nonlinear system elements
with covariance analysis allow for the direct statistical analysis of nonlinear systems
and have been used on nonlinear missile guidance systems [Pricc and Warren, 19731.
An important tool for analyzing and evaluating the statistical behavior of nonlinear
stochastic systems is an approximate computerimplemented technique known as
the covariance analysis describing function technique (CADET). I t involvcs the
direct statistical linearization of nonlinear systems, combining in the process clc
ments of covariance analysis with those of random input describing function analysis
[Booton, 1953; Gelb and Vandcr Velde, 19681 to yield statistical pcrformancc pro
jections in one cornputcr run. Thc dcrivation of the describing functions makcs usc
of a Gaussian assumption, which may at first glance seem unduly restrictive. How
ever, because lincar elements outnunlbcr their nonlinear countcrparts in the majority
of dynamical systems, this turns out not to be the case. Morcover, nonlinear outputs
that are not Gaussian in nature are easily converted to nearly Gaussian inputs through
the use of lowpass filtering. What has been shown is that the large nurnbcr of
Monte Carlo runs can be replaced by one computer run with this ncw method, and
that the meansquare miss distance can be computed about as accurately. For 111any
types of nonlinear systems the CADET method [Gelb and warren, 19731 can often
be used as a less expensive alternative to the Monte Carlo approach in order to
obtain approximate performance projections. CADET has proved itself to be a useful
and efficient tool in the preliminary evaluation of nonlinear missile guidance system
performance. To apply CADET to guidance systems, the following principal steps
must be implemented.
1. Substitute the appropriate random input describing function gain for each non
linear element in the original system, assuming a Gaussian probability density
function for the input to the nonlinearity.
2. With the linear system model that results from the preceding substitution, use
conventional covariance analysis techniques (Section 3.8) to propagate the sta
tistics of the system state vector. Note that the describing function gains are
themselves functions of these statistics.
3. Use the elements of the system covariance matrix to calculate the meansquare
output at t,, for example, meansquare miss distance at the intercept time.
Example 35. This example follows the work of Zarchan [1979(a)] and
Example 22. I t illustrates how CADET can be applied to the system of Figure 2
lja(ii) and 215b when the latter is operating in the nonlinear mode with saturation
effects. Following the previous discussion, the first step is to replace the acceleration
saturation nonlinearity by a random input describing function Kl,,. The linearized
system equation is then given by
118 Modem Multluariable Control Analysls Chap. 3
At this point, P(t) is found by integrating Equation (327), in which A is obtained
from the preceding linearized system equation and Q is still given by Equation (3
31). The previously derived describing function gain for the limiter is a function of
the statistics of the unlimited commanded acceleration u, and the limit level nli,,
and can be computed from Equation (347). To compute the RMS level of input
signal t o the nonlinearity u:,, u, is first expressed as a function of the states. The
resulting meansquare value can be written as 02, = (AV,)'P(5, 5). Example 22
provides the input values that were used to perform CADET analysis of the homing
guidance loop. As in the case of the previous Monte Carlo analysis, the parameter
that was selected for the simulation runs was the missile acceleration limit MI,,,.
Figure 314c displays the results of this study, which were generated from six
CADET runs. This can be compared with the 200 runs used to generate the Monte
Carlo results, which are superimposed on the results of this study in Figure 314c.
The results shown in the figure point to the high degree of accuracy that can be
obtained using CADET. A study undertaken by Price and Warren [I9731 showed
that CADET was capable of producing results comparable in accuracy t o those
obtained by Monte Carlo analysis involving several hundred simulation runs.
3.10.2 Statistical Linearization with A4joint Method
Statistical linearization has also been used in connection with adjoint techniques to
produce successful results. The combination of the two methods allows for the
assessment of primary factors in the overall measure of performance as well as the
ability to cvaluatc the stability of the guidance system. SLAM [Zarchan, 1979(a)]
in particular, is one of the approaches that have combined statistical linearization
with an adjoint method, and is another example of an approximate, computerized
technique that is available for the complete statistical analysis of nonlinear noise
driven systems. It basically combines CADET with an adjoint tcchnique, the result
of which is capable of generating accurate statistical performance projections and
producing an approximate error budget that quantifies the influence of each dis
trubance on the total system performance. In addition, SLAM has been successfully
applied to preliminary analyses of guidance system performance. The following
discussions on SLAM are based on [Zarchan, 19881. The principal steps to be fol
lowed for using SLAM are:
1. This stcp is identical to stcp 1 of the CADET method.
2. This step is identical to stcp 2 of thc CADET mcthod.
3. Store thc resulting dcscribing function gains for cach nonlinearity as a function
of time.
Sec 3.10 Statistical Linearization l l D
4. Convert the linearized system modcl t o an adjoint model in the following way:
(a) substitute tr  t for t i n the arguments of all variable coefficients including
the described function gains; and (b) reverse signal flow, causing the original
systcm inputs to become adjoint system outputs.
5. Propagate the systcm in adjoint time.
Steps 4 and 5 together replace the linearized system model of the original system
by its adjoint modcl. As pointed out previously, the RMS miss distance derived
from SLAM is identical to that derived from CADET. However, SLAM can ad
ditionally generate an approximate error budget that shows how each individual
error disturbance contributes to the total RMS miss distance. The approximate
nature of this error budget, which is valid only so long as the time history of the
gain K,,,,, of the describing function is valid, renders suspect any estimates of miss
distance for different error source input levels based on extrapolations. Such an error
budget is still useful inasmuch as it serves to put in relief those error sources that
have the greatest impact on the total RMS miss distance in the nonlinear system.
I t is also much less expensive to generate than its counterpart derived from the use
of Montc Carlo or CADET techniques. These methods, in order to examine in
dividual contributors to the total RMS miss distance, must rely on running simu
lations with one error source a t a time, the results of which are combined in some
fashion to compute the total RAMS miss distance. For nonlinear systems, this method
of combining individual error sources does not always produce the same total RMS
miss distance that would have resulted from running all error inputs at once.
In addition to the aforementioned error budget, another product that arises
from the use of statistical linearization methods are sensitivity functions. Although
they cannot be used to compute miss distance, being more qualitative in nature,
these functions relate system sensitivity to a steptarget maneuver, and provide
insight into the relative stability of the system. Finally, another meritorious feature
of the SLAM concept lies in its selfchecking nature. Should the adjoint and CADET
portions of the program fail to yield identical RMS miss distances, then it is certain
that the program is flawed in some manner, conceptually or otherwise. While it is
not possible for any program to totally eliminate the possibility of undetected errors,
the SLAM concept makes great strides toward this goal.
Example 36. Following Zarchan [1979(a)], the example presented here
 .
looks again at the nonlinear stochastic guidance system of Figures 215a(ii) and 2
l j b to illustrate the usefulness of SLAM. Using the inputs of Example 22, the
time history of the describing function Kli, is first generated from the CADET
module of the program. Substituting t f  t for t as described earlier, the SLAM
program then generates K*,,,, the gain of the reversed describing function, which
120 Modem Multiuarlable Control Analysls Chap. 3
is entered into a linearized adjoint model of the original nonlinear system. This is
shown in Figure 314d. An approximate error budget for the nonlinear system is
then generated by running the adjoint module of the SLAM program. The parameter
selected in this study was, as in the case of the previous examples in this chapter,
the acceleration limit nli,. Figure 314e plots the describing function gains resulting
from the CADET analysis as a function of forward time for different values of nl,,.
It can be seen from the figure that, as long as no saturation occurs, the gains are
unity, and that these decrease with increased saturation. This is, of course, as the
theory predicted. Figure 314f plots the total RMS missdistance error budget ob
tained from SLAM as a function of the missile acceleration limit. As expected, the
total computed RMS miss distance corresponding t o each of the acceleration limits
is identical to that obtained from running the CADET program alone in Example
35 (see Figure 314c). When the system is slightly saturated, that is, ittin, = 60 g,
glint noise can be seen t o be the greatest contributor to the total RMS miss distance,
which can also be confirmed by Figure 312b. This is quickly superseded by random
target maneuver as saturation increases, or as nl,, decreases. Conversely, the con
tributions from fading and glint noise slightly decrease. This is understood by re
alizing that saturation acts t o provide additional filtering.
The sensitivity function due to a steptarget maneuver is also plotted in Figure
3149 as a function of adjoint time for various values of titi,,,. These functions
represent mathematically the impulse response of the quasilinearized system, but
cannot, as mentioned before, be used to compute the miss distance due t o step
target maneuver. The sensitivity curve of Figure 314g corresponding to t~l,,,, = 5,
that is, the linear casc, first peaks then rapidly decreases to an asyn~ptotic value of
zero. This situation, which is also depicted in Figure 312c, would be found to
occur in a welldesigned missile guidance system en~ploying I'NG. I n this casc. a
target maneuver initiated at a time to go of not less than ten guidance time constants
should have no bearing 011 the total miss distance. Figure 314g demonstrates that
the missdistance sensitivity asymptotically approaches values other than zero as
soon as an acceleration limit is introduced. Such a situation is typical of PNG systems
whose effective navigation ratio is not sufficiently large. In the case of acceleration
limits smaller than those indicated in the figure, there would be a monotonic increase
in the sensitivity function, representing a system that is stable yet incapable of guid
ing effectively on maneuvering targets. Such information, while not of a purely
quantitative nature, noncthclcss provides the guidance system designer with insight
into thc details of system behavior.
3.10.3 Applications
It has been shown [Zarchan, 1979(a)] that the preceding CADET and SLAM tncth
ods produce the same degree of accuracy demonstrated in Monte Carlo methods
applied to missile guidance system evaluation. In gcncral, though, thc missile ac
Five to Seven Times the Acceleration Capability of the Tar et
8 Is Needed by the Missile in Order to Intercept the Target sing PNG.
Two to Four Times the Acceleration Ca ability of the Tar et Is Needed
duidance Law.
.F r$ b the Missile in Order to Intercept the arget Using AP or Advanced
Linear Analysis
I I I I I I I I
10 20 30 40 50 60 70
Missile Acceleration Limit (g's)
Figure 315 Missile Acceleration for Target Intercept: Nonlinear System Analysis
celeration limit greatly influences the RMS miss distance. Figure 315 shows that,
for 7g maneuvering targets an acceleration capability five to seven times greater
than that of the target is required by the missile to be able to intercept the target
close to the accepted level if PNG law is used. However, the use of augmented
proportional navigation (APN) guidance or modern guidance laws requires the mis
sile to have an acceleration capability two to four times that of the target to be able
to intercept the target. For further details, see Chapters 6 and 8.
3.11 QUALITATIVE COMPARISON
The qualitative comparison presented in this section is based on material presented
in Zarchan [1988]. The selection of a particular computerized method for performing
statistical analysis is not always a straightforward matter. Depending on the system
being analyzed and the type of information required, there are occasions that call
122 Modem Mu(tiuariab1e Control Analysis Chap. 3
for the use of more than simply one method to gain a complete system understand
ing. Because it requires basically a random number generator and a postprocessing
routine, in addition to a simulation program for the system equations, the Monte
Carlo method is the most general and most easily applied of these techniques. In
spection of a block diagram of the system is often easily translated into the system
equations. When it is desired to use the adjoint technique, the modified diagram
can be obtained from the original block diagram of the system, and these are also
easily translated into system equations. For this reason, the adjoint technique is
almost as easy to utilize as the Monte Carlo method. The same is not true of co
variance analysis, which requires the system equations to first be expressed in state
space form. Covariance analysis is therefore more difficult to implement, and sys
tems composed of both analog and digital sections must be handled very carefully.
Problems that are basically linear except for the inclusion of specific nonlinearities
such as saturations or dead zone lend themselves well to analysis by application of
the CADET and SLAM techniques, both of which are more difficult than the Monte
Carlo method t o utilize yet no more so than covariance analysis.
Besides difficulty of implementation, another way in which the methods differ
from one another is their CPU usage, or computer running time. The greatcr the
number of differential equations needed to describe the system and the number of
computer runs required to perform a statistical analysis, the higher is the cost of
doing the analysis. The Monte Carlo method requires many more computer runs
than any of the other methods to obtain accurate results; whereas, in the casc of
linear systems, the adjoint and covariance methods only require one run because
they are both exact methods. For an 11state system, n differential cquations must
be integrated for the adjoint technique compared to ti' differential equations for a
covariance method. Thcrc arc no exact methods of statistical analysis for nonlinear
system analysis. The accuracy obtained by using CADET and SLAM is close to
that obtained from several hundred Monte Carlo runs [Gelb and Warren, 1973; Price
and Warren, 1973; Zarchan, 1979(a)]. For an 11stable system, 17 differential equations
must be integrated with CADET, while ,I' + rr cquations must be integrated with
SLAM. A comparison of the different statistical analysis techniques can therefore
be made on the basis of cost, which is defined hcre as
cost A number of equations x number of runs (348)
Figurcs 316a and 316b comparc the costs of using these methods. The): s l ~ o \ ~ ~
that, in spite of the usually large number of computer runs required, thc Montc
Carlo mcthod can be chcapcr to i~nplcmcnt than covariance analysis, CADET. or
SLAM. In the previous discussions of the quantitative and qualitative aspects of thc
various computerized statistical analysis mcthods, it has been dcmonstratcd for thc
case of linear systems that the mcthods of adjoints and covariance analysis yield
exact pcrformancc projections. In the casc of nonlinear system analysis, the Montc
Carlo mcthod is easily rivalcd by the CADET and SLAM techniques.
COS
NUMBER OF RUNS
COVARIANCE
ANALYSIS
100
10 100 1000
NUMBER OF STATES
a) coat Cmparlmn lor Linear Syatema
COST
NUMBER OF STATES
b) Comt C11 lor Nonlinear Syatema
Figure 316 (a) Cost Comparison for Linear Systems (b) Cost Comparison for
Nonlinear Systems (From [ Zarchat ~, 19881 wi t h permission from ACARD)
124 Modem Muitiuarhble Control AnalysIs Chap. 3
3.12 OTHER PERFORMANCE ANALYSES
Stochastic disturbances that greatly affect NGC performance must be identified and
accounted for in the NGC system synthesis. The turbulence and gust velocities
produce incremental aerodynamic forces and moments acting on the vehicle. The
turbulence and gust disturbances are applied to the aerodynamic terms in the equa
tions of motion. but not to the inertial or acceleration terms. Similarly. their effects
, ,
 ..
are included for the aerodynamic sensors but not for the inertial sensors. For ex
ample, a 30ftlsec horizontal crosswind hitting a flight vehicle with a 300ftlsec
forward speed will create a 5.7deg aerodynamic sideslip while the inertial sideslip
still remains zero. Turbulence and gust are responsible for random variations in
airspeed VtOt,r, in the angle of attack a, and in the sideslip angle P. The model
accounts for turbulence and gust through gust components of a, P, Vt,,,l as a =
ai + a,, Q = Qi + f&, and Vt,,,l = Vi + V,, respectively, where If,, ol,, and p,
are the increments of VtOtal, a, and p, respectively, due to the turbulence and gust.
The dynamic model includes three channels of independently generated Dryden or
von Karman model turbulence.
Dynamic loads due to atmospheric turbulence, discrete gusts, and discrete
control inputs must be calculated in order to analyze vehicle's flexibility effects. In
the dynamic load analysis, the following data are needed: (1) externally produced
structural data composed of mode shapes, lumped masses, generalized masses, and
generalized stiffness; (2) vehicle geometry; (3) control law; and (4) information of
flight condition, for example, velocity, altitude, Mach number, and mass distri
bution (centerofgravity location). The maximum expected load varies as a function
of the atmospheric turbulencc environment and the maneuver level of the vehicle.
It is the sum of the steadystate load and the predicted peak incremental value. Results
of a dynamic load analysis are rcpresentkd in terms of statistical quantities (for
example, RMS responses), PSD response, time response of the dynamic loads (for
instance, torsion, bending moment, acceleration, and both deflection and rate con
trol surface activity), and singular value response.
Recall that spectral (PSD) analysis is used to obtain vehicle responses to random
disturbances. ~hkr es ul t s of PSD analysis can then be used to estimate fatigue damage
rates, maximum expected loads, stability information, and crew compartment ac
celeration environmcnts. In gcncral, vehicle response is constraincd by aerodynamic
and structural restrictions. Control surfacc activity is limited by actuator and hinge
momcnts. As an cxamplc, the closedloop system RMS control surface rate must
be significantly below lld2 times the rate limit, sincc the boundary value (maxi
mum and minimum valuc) is about ~ times the RMS valuc. Generalized harmonic
analysis is an cxtcnsion of thc spectral analysis in obtaining a more comprehensivc
vehicle's dynamic response to atmospheric turbulence. In generalized harmonic anal
ysis, the theoretical frequency response functions are derived from the nonlincar
Sec. 3.12 Other Performance Analyses 125
flexible dynamic equations of motion. Letting the gust input be a unit impulse and
taking the Fourier transform of the flexible dynamic equations of motion yield the
frequency response equations. The response equations are then solved algebraically
to obtain complex motion frequency response functions. Summing the resulting
airload and inertial load responses allows the load and stress frequency responses to
be obtained. Consequently, the complex load and motion frequency responses are
computed.
Modem Filtering
and Estimation
Techniques
As the caption of Figure 41 suggests, this chapter is concerned with modern filtering
and estimation techniques. As can be seen from the figure, the fundamental (purely
classical) aspects of filtering and estimation are covered extensively in Book 1 of
the series, which also includes discussions on signal reconstruction and observers.
Filtering and estimation techniques can be divided into two approaches, determin
istic and stochastic, the latter of which is applied to systems with noisy inputs. The
deterministic approach leads t o the design of the Luenberger observer, treated in
Book 1 of the series. Both deterministic and stochastic methods are related t o the
classical elements of complementary filtering, also covered in Book 1 of the serics.
The bulk of the current chapter deals with optimal estimation techniques, which
make up Sections 4.1 to 4.5. These are stochastic methods including linear minimum
variance estimation, nonlinear filtering, prediction and smoothing, Kalman filtcr
analysis, and operational considerations. Finally, in Section 4.6, a combined com
plementary1Kalman filter approach is presented t o close the gap between the hcu
ristic classical dcsign and the analytical modern estimator dcsign.
Many dynamic modeling and control applications require at some time during
operation estimates ofunknown variables in the equations and/or state of the system.
Ultimately, the values of these quantities depend on measurements and the assumcd
model structure, and on statistics related to measurements, the model, and inputs
t o the system. This section develops techniques designed t o produce such estimates,
Chap. 4 Modem Fllterlng and Btlmatlon Techniques
Filtering & Estimation
(Book 1)
Deterministic Stochastic
Luenberger Complementary Optimal Estimation
Observer Filtering (Kalman Filter)
( Bo ~ k 1) (Bopk 1) (Secs. $14.5)
+
Combined ComplementaryiKalman
Filter Approach to Estimator Desig
(Sec. 4.6)
4
Adaptive and Digital Applications Figure 41 Modern Filtering and Esti
(Books 4 & 5 )
rnatlon Techniques
which can be applied in either a batch or a recursive mode. In a batch mode, the
estimate is determined after all of the measurements are recorded, whereas in a
recursive mode, an updated estimate is obtained after each measurement is recorded.
Recursive techniques take on special importance in the case of online applications
involving digital computers. Modeling of a timevarying dynamic system for which
there are uncertainties associated with inputs, outputs, or the system itself, is for
mulated through state vectors. Modern estimation methods make use of known
relationships to compute the desired information from measured information, taking
into account measurement errors. the effects of disturbances and control actions on
the system, and prior knowledge of these variables for which the new information
is desired. Filters designed from modern estimation methods for noisy data reduce
the effects of drift with regard to the desired information. State estimates of a dy
namic system are not confined solely to being estimates of the current state. In fact,
there are occasions where it is desirable to obtain an estimate of the state at a specified
future time. Such a problem arises in the application of intercept guidance. This and
other types of similar problems are known collectively as the prediction problem,
and estimation techniques can easily be modified to treat these. The smoothing
problem represents yet another extension of basic estimation techniques. It is desired
in this problem to determine the state at some previous time based on measurements
recorded up to the current time. Both the prediction and smoothing problems are
covered in subsequent sections.
Kalman filtering is a method for estimating the state variables of a dynamic
128 Modem Nlterlng and Estimation Techniques Chap. 4
system recursively from noisecontaminated measurements. The filter determines
the system's present state by optimally combining theoretical estimates with mea
surement noise characteristics, based on a knowledge of the system model. In con
trast to methods that process measured data simultaneously and require substantial

datastorage capability, such as leastsquares methods, the Kalman filter processes
measurements sesuentiallv and thus reauires much less data to be stored. Each new
.
measurement results in a new state estimate. In addition to the estimate itself, a
covariance matrix of estimation errors representing uncertainties in the estimate is
also generated by the Kalman filter. For linear systems, the actual, measured data
are not required to generate the covariance matrix, so that the latter can be calculated
in advance based on different models or measurement arrangements. Consequently,
estimation errors are known before the dynamic system is actually implemented,
allowing a determination to be made of the effect of additional state variables on
estimation accuracy. This in turn permits a prediction of improvements in accuracy
that can be achieved by using additional sensors. The Apollo space program is
generally accepted as being the first known application of the Kalman filter. Since
then, Kalman filtering has proved eminently useful in such applications as the de
 
termination of spacecraft orbits, satellite tracking and navigation, digital image pro
cessing, economic forecasting, industrial processes, and nuclear powerplant in
strumentations. Some particular applications of the use of Kalman filter theory
include ascent guidance at Cape Kennedy and orbital determinations for Voyager
1 and Voyager 2. In this last problem, spacecraftbased optical observations were
combined with earthbased radiometric observations to accurately determine the
orbit during the Jupiter encounter approach phase. In the case of nuclear powcr
plant instrumentation, online instrument failures are detected and faulttolerant
computer control systems are designed, each by making use of Kalman filter theory
[Baheti, 19871.
As powerful and useful as Kalman filter theory is in so many diverse areas of
application, it still cannot circumvent unacceptable results arising from poor system
modeling and improper conditioning of the covariance equations. Modeling is pri
marily concerned with the definition of state variables, selection of the coordinate
system to be used, the method of linearization, and the effects of bias, disturbance,
and modeling errors. Even in the same area of application, the dynamic model
developed for a particular problem may no longer be suitable if changes or new
restrictions are introduced into the problem. The following sections provide a revicw
of approaches and advances in Kalman filtering. The reader who is also intcrcsted
in a chronological account of the development of this mathematical filtering thcory
and its widespread engineering acceptance should consult Schmidt [I9811
4.1 LINEAR MINIMUM V A M C E ESTIMATION: WMAI Y FILTER
The Kalman filter technique is summarized in this section and is shown in Figure
42.
Sec. 4.1 Linear Minimum Variance Estimation: Kalman Filter
a) Syucm Model and Discrete Kalrnan Filter
w(t.1)
i ( k, +
b) Linear Continuas Kalrnan Filter
, Optimal Stale Gnimalion
Figure 42 (a) System Model and Discrete Kalman Filter (b) Linear Continuous Kalman
Filter
4.1.1 Discrete Kalman Nlter
Table 41 defines the wellknown Kalman filter [Kalman, 19601. A historical treat
ment of this subject is documented [Gelb, 19741. The Kalman filter is the optimal
state estimator that provides a systematic scheme for computing the estimator gain
matrix Kk. A flow chart is drawn in Figure 42a. Table 42 defines the multiple
rate Kalman filter.
4.1.2 Continuous Kalman Nlter
In Gelb [I9741 and numerous other places the Kalman filter is derived for a linear
system with a continuous measurement equation given in Equations (3) of Table
21 by performing a limiting process involving Atk = tk+,  tk on the discrete
filter solution. The result is a natural generalization of the discrete case and only the
result will be presented here [Powers, 19781.
I
1. Given the state equations (3) of Table 21 and the initial values E[x(t o)] = 20
and E[(x(to)  i o)(x(t o)  2 0 ) ~ ] = Po. The matrix R ' ( t ) must exist at each t.
2. Integrate the matrix differential equation using P(to) = Po as follows
130 Modem Nltering and Estfmation Techniques Chap. 4
TABLE 41 DISCRETE KALMAN FILTER STEPBYSTEP PROCEDURE
Step I : Problem Formulation
Given Eq. (5) of Table 21, no measurement is made at time to, and k(0)' is used to
represent the estimate of x at to with known covariance
P: = E[x(O)  i(0)') (x(0)  k ( ~ ) + ) ~ ]
(1)
Application of the exbectation operator to Eq. (1) produces an apriori estimate of x(1)
which is denoted by %(I)'. The associated covariance P; is obtained in a similar manner.
The notation [ ](k)  represents the value of [ ] at 1, before the measurement z(k) is
performed, while I ](k) + represents the value of [ ] at t, after the measurement. The latter is
called the apmeriori estimate. The equations for fr(k)+ and P: are functions of %(k) PI, and
..
z(k), and represent the linear unbiased minimum variance (LUMV) estimate of i(k)'. In
this recursive approach, each time a new measurement is performed, immedialely
afterwards an updated estimate of x is obtained.
Step 2: Time Update
i
Since E[w(kl)]=O, then given %+(kI), and fj , the expectation operation on Eq. (Sa) of
k1
Table 2 1 gives
i(k) = Q(k1) 8(k1)' + Y(k1) u(kI)
( 2 )
Based on the definition.
P; = E{[x(k)  i(k).] [x(k)  i(k)lT)
(3)
The following equafon is derived:
Pi = @(kl)~;., QT(k1) + N(k1) Q,., liT(kI)
(4)
Step 3: Meastrrenrerlr Update
Given $,(k) and P: , calculate
P; = [I  K, H(k)]PL
(6)
i(kf = %(k) + K,[z(k)  H(k) k(ky]
(7)
Step 4:
If measurements are exhausted, stop; otherwise, set k=k+l and return to step 2.
  
It should be noted that in many cases, Eq. (6) is replaced  by

P; = [I  K, H(k)] P i [I  K, ~ ( k ) ] ' + K, R, K:
(8)
because of its superior numerical properties. That is, Eq. (6) may result in
bad subtraction,
whereas Eq. (8) involves the sum of two positive definite matrices (which will keep
P:
positive definite).
Sec 4.1 Linear MInlmwn Varknce Estlmatlom Kalman Fflter Dl
TABLE 42 MULTIPLERATE MLMAN rlLTER
S~ep I : Problem Formulation
Given Eq. (5) of Table 21, the problem formulation is the same as that in step 1 of Table
41. Let the measurement vector be defined as
zf = fast measurement available every Tf sec.
=
q = slow measurement available every T sec.
L J
and zf is available 1 times as often as q, i.e.. T, = Tf. Time is defined by the index (k, i),
where k refers to the basic time period T, and i refers to the short time period Tf. At time
index (k, 0) both q and z, are available giving the multirate measurement equation.
Hp (k, 0) + v, (k, 0) v, (k, 0)  N(0, r,)
. = [ ' I  [ &  H,x (k, 0) t v, (k, 0)
v, (k, 0)  N(0, r,)
equation is
I
At the remainder of the time instants only q is available and the corresponding measurement
H? ( k, i ) t v , ( k, i ) i =1 , 2 , ..., 111
.=[a\ =[ 0 vf (k, i)  N(0, rf)
Step 2: Time Updare
Repeat for i = 0, 1, 2, ..., 11.
i(k, i+l)' = @(k, i) k(k, i) + Y(k, i) u(k, i )
Step 3: Measurement Update
For i = 0. P(k, 0)' = k(k, 0) + Kf[zAk, U)  H&(k, O).] + &[q(k, 0)  H,k(k, Or ]
For i = 1, 2, .  1 , S(k, i)' = i(k, i)' + K,[z&k, i)  ~ $ ( k , i)']
Step 4:
If the measurements are exhausted, stop; otherwise, set k = k+l and return to step 2.
The above results can also be applied to multiple sampling rates. Following [Lewis,
19861, let the continuous system be discretized using a period T = Ti, where Tf is much less
than the data sampling period T,, where T, = k Tt. No data arrive between kT,, so during
these intervals only the time update (step 2) should be performed. For this update, use the
system dynamics discretized with period TI. When data are received, at times kT,, the
measurement update portion (step 3 but treat K, = 0) should be performed. For this update,
the measurement noise covariance R' = R,T, is used.
and define rhe Kalman gain
~ ( t ) = ~ ( t ) ~ ( t ) ~ ~  l ( t ) (4 1 b)
The state estimate is defined by integrating
i ( t ) = A(t )?(t ) + B( t ) u( t ) + K( t ) [ r ( t )  H( t ) i ( t ) ] ,
$(t o) = i o
(4lc)
132 Modem Filtering and Estimation Techniques Chap. q
The estimation is corrected by the residual term x  H2 through K. Figure 42b
presents the linear continuous Kalman filter. The Bu(t) term includes all the known
inputs t o the model dynamics so that the filter can use this information t o improve
its estimate. If E[ w( t ) v ( ~ ) ~ ] = S(t)8(t  T) is a whitenoise process, then only
Equation (4lb) is modified t o give
K(t ) = [ p ( ~ ) H ( t ) ~ + N(t)S(t)]R ' (t) (4 1 d)
In many cases the filter solution is studied in two phases: the transient phase and
the steadystate phase, with the steadystate characteristics defined by the solution
as t approaches infinity. In classical linear differential equation terminology, these
correspond exactly to the homogeneous (steadystate) and particular (transient) so
lutions. There exists a steadystate Kalman filter gain which is the most useful for
control problem applications. Supposing a t this point that the matrices A, B, N, H,
Q, R, and S in Equations (41) are all constants, it can be shown that the limit of
the covariance matrix P(t) as t approaches infinity, exists, for example, P,, and
furthermore that it is defined by the algebraic Riccati equation
This last equation is nothing more than Equation (4la) with P = 0. The resultant
Kalman filter gain is the constant matrix
and thus the steadystate estimate by Equation (4lc) is
Given that these arc the statc equations o i thc stcadystate Kalnlan estimator, thc
stability of this last differential cquation is strictly a function of the matrix A 
K,H. A great deal of information about the bchavior of Equation (44) can be
obtaincd by analyzing the roots of the characteristic cquation corresponding t o det[sl
 (A  K,H)] = 0. A sufficient condition for the steadystate filter estimate to
be asymptotically stable is that thc system is observable. Assuming Q 2 0 (positive
sernidcfinite) and R > 0 (positive definite'), the system is observable if and only if
the 11 x r ~p matrix [ HT I A ~ H ~ i (AT)' HT i ... i ( A ~ ) "  ' H ~ ] has a rank 11.
Example 41: Firstorder altitude rate Kalman filter.
As in Book
1 of thc scrics, thc altitudc rate h can bc infcrrcd from t wo mcasurcmcnts, a bar
omctric tncasurctncnt iln and an accclcromctcr mcasurcmcnt /;:. It is worth\vhilc
here to apply the stcadystatc Kal~nan filtcr to thc samc problem. First, I;, is trcntcd
as a stochastic input with known noisc charactcristic w(t), that is, ?(I) = 1 ) =
/;,(I) t uf ( t ) , whcrc ul(r) is a zeromean whitcnoise process with variance q. Scc
ondly, /IB is trcatcd as a nlcasurclncnt z = = 11 + v = x + v where v(r) is a
zcromean whitenoise proccss with variancc r , and r is a constant. With rcgard to
Equations (41). A([) = 0, B(r) = 0, N(r) = 1 , H(r) = 1, Q = q, and R = r.
Applying the steadystate Kalman filter produces the algebraic Riccati cquation
 ~ ' l r + q = 0 whose solution is P, = d:. The stcadystate Kalman filter gain
i
is K I = d& and the estimate equation is h = I;:, + g& ( i l H  i). Comparing
i
this solution with the complementary filter solution of Book 1 of thc series, h =
1 .
1 ; +  ( I l l ,  j l ) , shows that T = VG. If T E 12, 61, then, physically, the h B( t )
T
measurement is about two to six times noisier than thc I;:, measurement, with respect
to variance [Powers, 19781.
4.2 NONLINEAR FILTERING
The linear filtering problems of the previous sections are basically solved by a single
approach. In many applications, the system dynamics and the measurement models
are nonlinear. Nonlinear problems in general require more problemoriented tcch
niques, along with considerably more knowledge of stochastic process theory. For
tunately, one of the most successful techniques for treating nonlinear problems
developed to date is a natural extension of the linearoriented Kalman filter known
as the extended Kalman filter (EKF).
4.2.1 Extended Kalman Filter (Em)
The Kalman filter is a standard filter for state estimation in linear systems. For
systems with nonlinear dynamics, a natural extension is to linearize the system
around the current state estimate 2(t) and apply the Kalman filter to the resulting
linear, timevarying system. This is the EKF which has been described in detail in
Jazwinski [1970]. This filter has also been widely used for the combined (nonlinear)
problem of estimating th'e state and the parameters of a linear system. Discussions
of the latter application are presented in Book 4 of the series. The EKF is presented
in this section along with the procedure for treating the continuous dynamic model,
discrete measurement case. The continuous nonlinear system is described by Equa
tion (1) of Table 21. The main idea is to use expansions of the nonlinear functions
f and h about the estimate 2 whenever linear forms are necessary in the development.
There is not a great deal of difference in the structures of the covariance and gain
computation equations for the Kalman filter and for the EKF, and these are sum
marized as follows. The initial condition is also assumed to have a normal distri
bution, E[x(to)] = 20, E[(x(to)  20)(x(t0)  20)T] = PO.
134 Modem Filtering and Estimation Techniques Chap. q
1. Define
A[i(t), t] =  H[?(t), t] = (45a)
2. Integrate the coupled (in general) differential equations
where
K[2(t), t] = p(t)HT[2(t), t ] ~  ' ( t ) (45d)
The EKF yields very nearly optimal estimates if +e linearization is accurate. The
EKF involves the integration of n + [n(n + 1)/2] '(since P is symmetric) coupled
differential equations in the variables 2 and P with the initial conditions given by
Equations (45b and 45c). As mentioned previously, the idea behind the EKF is
that of linearizing the nonlinear equations about the current state estimate 2(t ), a
technique which is termed relinearization. In utilizing such a procedure, the ap
proximation remains linear because the estimated state is as often as not closer to
the actual state. The structure of the algorithm for the EKF is illustrated in Figure
43. Because of the linearization procedure, the EKF covariance (and hence the
gains) depends on the current state estimate and the measurement data. Conse
quently, it is not possible to compute the EKF covariance and gain matrix as a
function of time off line as in the linear case of Section 4.1 since the state estimates
of the EKF are no longer optimal. On the other hand, if an a priori nominal tra
jectory, for example, x*(t) replaces 2(t) as the base trajectory in the expansion
procedure, then Equations (45a to 45d) will involve known functions of time
(for example, A[x*(t), t], H[x*(t), t ] , and so on) and the Kalman gain can be
computed a priori. However, this procedure has not met with the same success as
the EKF in actual applications. Note that the standard KF guarantees stability while
the EKF does not.
Figure 43 Structure of an Extended Kalman Filter
E~s. (4k&d)
 Eqs. (45a)
Initial Estimation
Error Covariance b
P(t,)
Calculation of
Estimation Error
Covariance p(t) and
Kalman Gain K(t)
State Variable Model A
4
Linearization of
Model About
State Estimate
State
of Nonlinear System K(t)
Measurement Data + Computation of
* +Variable
Estimates
Initial State
Variable Estimate
State Estimate
Eq.(4Sb)
Sec 4.2 Nonlinear Flltertng 135
TABLE 43 CONTINUOUS DYNAMICS, DISCRETE MEASUREMENTS: EXTENDED
KALMAN PILTER
T
Given Eqs. (2a&b) of Table 21, and E[x(to)] = 4, E[(x(to)  $,) ( ~( 1, )  to) ] = PO.
Step I: Defme
Step 2: Given a(!;), Pi, integrate forward to ti+,
8 = qa(t), u(I), ti, P = ~i ( t ) . 11 P + PA[$(^). 1 1 ~ + Q(0. P(!,) = P( ~; )
Set k = k+ 1 and go to step 3.
Step 3: Given $(ti), Pi, z(k), deternine
&ti) = $(ti) + K,{z(k)  h[!!(t;), kl)
P: = [I  KrHk[%(t;)]] P;
where
= Pi ~:[ft(ti)l {Hk[a(ti)l Pi H:[s(~~)] + %I'
Go to step 2.
Note that if t o < I,, then the definitions %(t:) = ko, P; = Po are made, and step 2 is
implemented as the first step. If a measurement is given at to, i.e., I, = to, then the
definitions $(ti) = 9,. P; = Po are made and step 3 is implemented as the first step.
Several modified versions of the EKF have been proposed and implemented
to deal with nonlinearities in the model. Some of the more successful variations of
the EKF are represented by the secondorder filter, the iterated EKF, and the J
adaptive filter Uazwinski, 19701. The algorithms developed are capable of yielding
significant benefits only in certain applications and are not of a very general nature.
For this reason, the application of any of these algorithms must be carefully examined
and acccomvanied bv a substantial amount of simulation studies. The EKF filter
for the continuoustime nonlinear system with discretetime nonlinear measure
ments (see Equations (2a & b) of Table 21) is presented in Table 43, from which
the linear case of continuous dynamics, discrete measurements can be easily deduced.
4.2.2 Statistical Linearization Technique
A linear approximation is desired for a vector function f(x, t) of a vector random
variable x, having probability density function p(x). Following the statistical ap
proximation technique, a statistically linearized filter is given in Table 44 in which
it should be observed that the structu2e is similar to the EKF in Table 43; however,
\
now K, and Kh have replaced A and Hk. The computational requirements of the
statistically linearized filter may be greater than for EKF derived A by .. taking Taylor
series expansions of the nonlinearities because the expectations f , h[x(tk), k], and
so on, must be performed over the assumed Gaussian density for x. However, the
136 Modem Filtering and Estimation Techniques Chap. q
TABLE 44 CONTINUOUS DYNAMICS, DISCRETE MEASUREMENTS: STATISTICALLY
LINEARIZED FILTER
T
Given Eqs. (2aBrb) of Bbl e 21, and vx(to)] = kO, E[(x(to)  9,) (~(t,)  9,) ] = Po.
It is reasonable to approximate f(x,t) by the linear expression
f(x, t) m a(t) +
x(t)
(1)
where a(t) and K,(t) are a vector and a matrix to be determined. Defining the error
e f(x, I)  a(t)  %(I) x(t)
(2)
it is desired to choose a(t) and K, such that the quantity
J = ~ [ e ~ We] (3)
is minimized for some symmetric positive semidefinite matrix W. Substituting Eq. (2)
into Eq. (3) and setting the partial derivative of J with respect to the elements of a(t) and K,
to zero, gives
a({) = ?(XI  yk, K, = {[fxT],,,  ?kT} PI
(4)
To derive approximate minimum variance filtering algorithms, Eq. (4) is substituted into
Eq. (1) yielding
f(x, 1) m kx) + &(x  8). h[x(tk). k]  h[k(tk). k] + I$,(k)[~(t,)  9(ti)l
( 5)
This formulation necessitates computing f, hi, &, and Kh, each of which depends on the
probability density function for x, a quantity that is generally not readily available.
Consequently, an approximation is needed for p(x) that permits the above quantities to be
calculated. For this purpose, it is frequently assumed that x is Gaussian. Since the
probability density function for a Gaussian random variable is completely defined by its
mean k and its covariance matrix P, both of which are already computed in any filtering
algorithm, it is possible to compute all the averages in Eqs. (5). Assuming that the right
sides of Eqs. (5) are calculated by making the Gaussian approximation for x, the statistical
linearization for f and h can be used for the nonlinear filter. The step by step procedure of
the statistically linearized filter is summarized as follows:
Srep 1: Definitions
[fxT],,, ?, Et are expectations calculated assuming x N($, P).
k, k(t i ) and [h xT(t;)],,, are
expectations calculated assuming ~ ( t k )  N [$(ti), pi ].
Step 2: Given kcti), P;, integrate forward to t i +,
Et = REt(t), u(t), I], P = K$P + PC+ QI ) , P(1,) = PO;)
&( I ) = {[fxqC,,  ?kT} pl(r)
Set k = k+l and no to step 3.

Step 3: Given a(&). Pi, ak) , detlrmine
%(ti) = k(tk) + Kk { ~ ( k )  h[k(tk), k]}
= [I  $K,,(k)] PC
where
Kk = Pi KL( ~) ( q ( k ) Pi ~ l ( k ) + RI,)'
From [Gclb. 19801 with prrmission from The Analytic Scie~lccs Cor p.
Sec. 4.2 Nonlinear Mitering W7
performance advantages offered by statistical linearization may make the additional
computation worthwhile. A detailed derivation can be found in Gelb [1974].
4.2.3 Multiple Model Estimation
A multiple model approach considered here is to assume two or more levels of
process noise. A filter is set up for each model and, based on their likelihood func
tions, the probability for each model being correct is obtained [BarShalom and
Luh, 19861. Let Ae ( e = 1, . . . , m) bc the event that model e is correct with prior
probabilities P{Ae} = pe. The likelihood function of measurements up to time k
k
under the assumption of model Ae is Le(k) = P( z k 1 Ae) = n P[ v e ( i ) ] where z k
, = I
= { z ( l ) ... z ( k ) } and, under the Gaussian assumption, the probability density func
tion of the innovation from model e is
Using Bayesian rule, the a posteriori probability that model E is correct at time k
is
PIAe I zk} = P { A ~ } P { z ~ ( Ae}
P{A, }P{zk I A,} = Le ( k) pe
j = l j = 1
(46)
I t is assumed in Equation (46) that the same model has been in effect from the
initial time. However, this is obviously not true if the model changes at some time
during the interval [ I , k] . In view of this, a "slidingwindow" likelihood function
has to be used. It is now assumed that the model changes at time k  N, so that
one considers only the likelihood functions of the measurements from k  N + 1
to k. Each filter starts from the same initial condition at k  N. The likelihood
function corresponding to model e is then
Le( k  N, k) = P[ z ( k  N + I), . . . , ~ ( k ) I Ae, ~ ( k  N) , . . .
z ( l ) I
probability of model
and t at time k:
P{Ae I zk}
138 Modem N1terin.q and Estimation Techniques Chap. q
The state estimate is a weighted average of the modelconditioned estimates with
the preceding probabilities as weights:
, , 2
E{ x ( k ) I z k} = E{ x( k) 1 A,, z k} P{ Aj 1 z k )
j =1
(48)
A "fading memory" approach to the computation of probabilities in a multiple
model situation is now considered. The discounted (fadingmemory) average norm
of innovations with discount factor 0 5 a, 5 1 ( j = 1, . . . , m) is
k  e
P.;(K) =  1) + ~ ; r ( k ) s ; l ( k ) ~ , ( k ) = 2 a ~  C ~ ~ ( t ) ~ . ; l ( e ) ~ j ( e ) (49)
E = O
where v j ( k ) is the innovation from the filter based on model j. The "effective"
memory length is (1  aj )I. Let S j ( k ) = S, be the steadystate covariance of the
innovations from filter j. Then, it is possible to replace Equation (47) with
I
1 1

/:I
,P<(k) ?(I  a, )
P ( k ) _I = ~ , e  ' ~ " ~ ' P;(O) Cce1 Pe(O), C, = I S j I (4 10)
where Pc ( 0) are the prior model probabilities. If these prior probabilities are equated
to the posterior probabilties, then Equation (410) simplifies to Pi =
I 1
c,~$"~) / c ce 7,:')  A typical multiple model estimation is drawn in Figure
44 in which the combination of the estimates is done according to Equation
(48).
4.3 PREDICTION AND SMOOTHING
The methods of the previous sections are concerned with the problem of estimating
the state of a system at time t based on the measurements from time io to i . This
problem is called the filtering problem. In this section, formulae for the predicted
state, that is, ? ( t ) based on nleasurements fro111 t o to I., < I , and the smoothed state,
that is, 2( t ) based on measurements from t o to I,,., t E ( t o, tn) are presented. Since
prediction and st ~~oot hi ng involvc state estimates at times othcr than the measure
ment time, the follo\ving notation is employed in this section.
2(f I t ~ ) : expected value of x ( t ) based on measurements from to t o t N
P(t I I,.): covariance matrix at time t based on measurements from to to I~
(411)
Ssc. 4.3 Predlctlon and Smoothing
+% Calculation of
System
Dynamics
+ Combination $ p
I Probabilities I
Measurement of Estimates
System
Figure 44 Multiple Model Estimation

In a discretetime system, Equation (411) is rewritten as
.+(k I N): cxpected value of x(k) based on measurements from k = 0 to k = N
P(k I h'): covariance matrix at time k based on measurements from k = 0 to k = N
(4 12)
I t should be noted that many intermediate and advanced books on state estimation
employ this notation for all developments including the filtering problem. Equations
(411) are simply the estimates at t conditioned under the measurements up to t , ~ ,
and thus are called the conditional expectations of the state and covariance.
4.3.1 Prediction
Actually the prediction problem has already been presented as part of the filtering
problem. Optimal prediction can be thought of in terms of optimal filtering in the
absence of measurements, that is, R = 0, and hence the filter gain is zero. In par
ticular, for the continuous dynamics, discrete measurement case, the state and co
variance propagation equations between measurements represent the best estimates
of the state and covariance. A similar situation is true for the discrete dynamics case,
and thus the prediction equations are as follows:
Linear, discrete Kalman filterEquations (2) and (4) of Table 41
i ( k I N ) = @( k  l ) i ( k  l I h q + Y ( k  l ) u ( k  1 ) f o r k > N
~ ( k ( hq = @(k  i ) ~ ( k  1 I i v)aT(k > I ) + ~ ( k  i ) ~ ~  , ~ ~ ( k  1)
(41 3)
Linear, continuous Kalman filterEquations (4la and 4lc) with R' = 0
140 Modem Filtering and Estimation Technlques Chap. q
and K = 0, that is
B(r 1 t , ) = A(t )i (t 1 tN) + B(t)~i(t) for t > t N
(4 14)
~ ( t 1 t,) = A(t)P(t 1 t,) + P(r 1 tN)A T(t) + N ( t ) ~ ( t ) ~ ~ ( t )
Nonlinear, continuous EKFEquations (45b and 45c) with R' = O and
K = O
i ( t I t ~ ) = f[t, I ( t I t N), i*(t)] for t > t~
(4 15)
P 1 t ) = A[t, q t ( tN)lP(t ( t ~ ) + P(t 1 t ~ ) A ~ [ t ,
1 t ~ ) 1 + Q( t )
With R' = O implying infinite variance, that is, no measurement or worthless
measurement, K = O gives no weighting to a measurement aspect in propagating 2.
4.3.2 Smoothing
The primary advantage of Kalman's solution is that the equations that specify the
optimum filter are recursive in nature, so that they can be adapted easily to the
digital computer. However, Kalman filtering does not consider the important prob
lem of smoothing. AGNC [1986(f)] presents a simple and elegant derivation of the
principal equations for smoothing. The derivation is based on the method of max
imum likelihood and depends primarily on the simple manipulation of the proba
bility density functions. The resulting equations of the linear discrete smoother are
summarized in Table 4Sa, while the linear continuous smoother can be derived
and is summarized in Table 45b. Finally, the stnoother of this section is called a
fixedinterval smoother since the interval [0, N] is fixed and 2(k 1 is obtained
from k E [0, S] . Two other types of smoothers are the fixed point (fixing k and
determining 2(k 1 N) as N increases) and the fixed lag (given hr = constant, de
termine 2(k  A1 I k) as k increases). Equations for each of these smoothers for
continuous and discrete time are developed in Gelb [1974].
4.4 KALMAFl FILTER DESIGN AND PERFORMANCE ANALYSIS
The design of a welltuned Kalman filter is achieved only after successfully iterating
a process that combines system modeling with performance analysis and tradeoff
studies. While system modeling is based mainly on physical insight with respect to
the problem at hand, performance capabilities arc often subject to computational
constraints and requirements imposed by the actual hardware involved. Therefore,
although Kalman filter theory embodies a good deal of mathematical formalism,
much effort is still spent arriving at an acceptable design.
When the Kalrnan filter state estimates arc used as the state feedback, that is,
when the Kalman filter is inserted into the control loop, a precise design method
ology may be as follows [Maybeck, 19791. The first step consists of developillg a
Sec. 4. 4 Kalman Filter Design and Performance Analysls 141
TABLE 45
(A) LINEAR DISCRETE SMOOTHER (6) LINtAR CONTINUOUS SMOOTHER
a) Linear Discrete Smoother
Given Eq. (5) of Table 21,
Step 1: Apply the linear discrete time Kalman filter (Table 41) for
k E[O, N], and denote % (k I k) = he)+, P(k I k) = P;
P(k I k1) = P; and %(k 1 k1) = %(ky
Step 2: Smoother State Estimate
%(k I N) = %(k 1 k) + Ck[4(k+l I N)  k(k+l 1 k)]
where Ck = P(k I k) oT(k) P(k+ll k).' and k(N I N) = &N)+
Step 3: Error Covorinnce Matrix Propagation
P(k I N) = P(k I k) + C,[P(k+ll N)  P(k+ll k)] C:
where P( NI N) =P;
b) Linear Continuous Smoother
Given Eq. (3) of Table 21 and k(to) = %,, P(to) = Po
Step I:
Apply the linear continuous Kalman filter (Sec. 4.1.2) for
t E [to, i], and denote the
resultant state and covariance by iF(t), PF(t).
Step 2:
The smoothed state and covariance at t E [to, i] are denoted by %(t I i) and P(t I i), and are
determined by integrating backward the coupled differential equations from i to I,
d 1 T 1 1 T 1 T 1 1
P =  P ~ A  A P , P;NQN P, + H R H, p B 6 j = O
dt B
T 1
~ =  ( A ~ + P ~ N Q N ~ ) ~ + P ~ B ~ + H R x, y ( i ) =o
and then substituting the resultant y(t), pB(tjl into:
p(t1ij1 = pB(tjl + p,(tj1
i(t I i ) = &,(I) + ~ ( t 1 i) [y(t)  ~ i ( t ) Qt)]
dynamic model that ideally resembles system behavior and validating the model
with experimental data. While it may not be of any benefit to develop an overly
complex physically based model, it is absolutely necessary to develop one which
lends itself well to Kalman filter design. The second, and perhaps most significant,
step is to design and tune the filter against performance requirements, comparing
estimation errors with the specifications and taking into account computational con
straints. The complexity of the filter may be influenced by the definition of state
variables and the choice of coordinate system for certain applications. In the next
step, an attempt is made to combine and remove states where possible, and to delete
142 Modem Filtering and Estimation Techniques Chap. q
weak cross couplings, in order to obtain reducedorder filters. At this stage, possible
approximations to the optimal gain are also evaluated. Following this, a covariance
sensitivity analysis and Monte Carlo simulationsare conducted, after which it is
then possible to select a final design based on a tradeoff between the performance
and the computational requirements. Finally, the last step consists of performing a
checkout, final tuning, and an operational test of the filter. Further details of Kalman
state feedback design are presented in Book 3 of the series.
4.4.1 Kalman Filter Design Process
This section highlights in more detail the second step listed in the design procedure
outlined previously. Regarding Section 4.1.2, to reiterate, the design parameters
that can be selected to design the Kalman filter are z(r), w( t ) (some of which may
be fictitious), Q, and R. The estimator dynamics gain and bandwidth are completely
determined by the measurement signal selected and the designer's specification of
Q and R for the design. Q and R are design parameters selected by the designer to
create the filter gain K, via the Riccati equation (4la), and thus determine the
dynamics characteristics of the estimator. Actual physical process noise and mea
surement noise will in general differ from these design values. For good estimator
performance, these specified noise intensities should roughly correspond t o distur
bances or uncertainties that will actually be encountered, since the estimator will
be tuned to these conditions. Sometimes, inexact inte~lsities are provided to the
Riccati equation in ordcr to achieve certain desirable filter characteristics, but the
engineer should be aware of the costs and benefits. Thc error covariancc Pi s useful
in terms of certain limiting cases where constraints are established by the openloop
model dynamics itself to bc placed on the effectiveness of the cstimator. Some very
rough Kalman filter design rules of thumb are given as follows. For small Q and
large R, the design tends to be such that the filter poles are close to the model
dynamic poles, the filter is a lowbandwidth filter, and there is slow state estimation
and good measurement noise rejection. For large Q and small R, the design tcnds
to be such that the filter poles approach the nlodel dynamic transmission zeros or
stable reflections thcreof (some actually move t o infinity in the left halfplane), the
filter is a highbandwidth filter, and there is fast state estimation and poor mea
surement noise rejection. Some useful transfer functions for design follow.
From I A) ( ~) to ~ ( r ) : H(s1  A)  I .Y (4 16)
From x(r) to i ( r ) : ($1  ('4  KH) ]  ' KH (4 1 7)
From z( t ) and rr(t) to i (f): [ s l  (A  KHJ ' IBK]
(41 8)
4.4.2 Selection of Noise Intensity Matrices
For given Q and R, specificd for a Kalman filtcr design, some propertics of the filter
follow. 111 general, the magnitude of estimator gain matrix K is proportional to the
magnitude of the Q and R ' matrices. Multiplying Q and R by the same positive
Sec. 4.4 Kalman Filter Design and Performance Analysls 143
scalar k yields the same estimator as Q and R. The initial guess of Q and R can
easily be made using thc following rule of thumb. Since K is lowest for QR ' =
0 and increases as QR ' increases, the estimator break frequency is lowest for QR I
= 0 and increases as QR ' increases. The estimator bandwidth is high for low
measurement noisc and low for high measurement noisc. It is assumcd that Q =
diag(ql, qz, . . . . q,,) and R = diag(rl, rz. . . . , r,,,). A nominal process with

noisc intensities 71, . . . , q,, is applied, and the response intensity ?', . . . , ?,, that
comes through at the sensors due to the nominal process noisc Q (as the nominal
sensor response intensity) is recorded. Then R = diag(arl, a?,, . . . , a?,,,) is chosen
as the measurement noise for the filter design wherc a is a scalar that will be allowed
to vary, and will serve as the scanning parameter for the filter design.
Q9Xl 0. In the case of stable, openloop model dynamics, as R goes to
infinity or as Q approaches zero, analysis shows that the estimator operates open
loop. Moreover, P will be zero, K approaches zero, and the Kalman filter poles
move to the positions of the openloop poles.
Exampl e 42: Stabl e, firstorder filter. The model dynamics cqua
tions are $(I) = ax(t) + b ~ r ( t ) + w(t), E[w(t)] = 0, E[IU(~)LV(T)] = q8(t  T), z(t )
= hx(t) + ~ ( t ) , E[v(t)] = 0, and E[ v( ~) v( T) ] = r8(t  T), whcre a < 0, q 2 0, and
r > 0. The model dynamics transfer function is G(s) = hl(s  a). The Riccati
equation as specified by Equation (4la) is h'P?ru  2aP  q = 0 and yields
P = r[a + q a ' + h2(qlr)]/ll'. The Kalman filter gain is k = [a +
a + h'(q/r)]/h and the state estimate equation is
The preceding equations s ho~v that the estimator dynamics are a function of the
ratio qlr, and not of either q or r alone. The root locus of the Kalman filter is shown
in Figure 45a and is discussed here. Using Equation (417). the transfer function
from x(t) to 2(t) is
k(3)
 

kh k( 0)

where the DC gain is
 
kh
(420)
X(r) s  (a  kh) X(0)  a + k h
The magnitude of x(s)/ x(~) as a function of frequency is plotted for increasing
values of qlr in Figure 45b. For a given value of r, increasing the value of q in the
design results in increased values of the gain k. From Equation (420), this means
that X(O)/X(O) will tend to unity. Also, for a constant v, increasing q will increase
the estimator bandwidth, while for a constant q, decreasing r will have the same
effect. Now, if the input u is zero, and w is a constant but unknown disturbance,
then at steadystate conditions the model dynamics equations imply that x = wl a
= constant, while, from the state estimate equation, i = 0 and
2 = (khx + kv)l(a + kh)
(421)
Modem Filtering and Estimation Tecftnlques Chap. 4
Imaginary
b\
Real
a
Imaginary
qh qir = 0
k = k = 0
1 Real
a a
OpenLoop
Model ~ ~ n a m i c s Pole
Figure 45 Selection of Noise Intensity Parameters q and r
Assuming no measurement noisc, that is, v = 0, and using Equations (420), it is
true that
2 = kkhxl(a + k h ) = X( O) X/ X( O) = k ( O) u ) / [ ~ ( O) a ]
As noted previously from Equation (420). specifying a large q means that ~ ( 0 ) l
X( 0) will be close t o unity, and that x wrill be close to 2 at stcady state. Under thcsc
conditions, the state estimate is a good disturbancc cstin~atc. If, on the other hand,
w = 0 but v is a constant but unknown disturbancc (for example, a sensor bias),
then Equation (421) at stcady state becomes 2 = kvl(  a + kh) . When q > 0 and
r > 0, then Equation (419) bccorncs
2( t ) = da2 + h 2 ( q / r ) : ( I ) + b11( t ) + l a + q a 2 + k2( ql r ) ] ~( t ) l h
and thc transfer function fro111 the measurement inputs z( t ) t o the state estimatc
Sec. 4.4 Kaiman Filter Design and Performance Analysls 145
i ( t ) , given by Equation (418) is x( s) / z( s) = [ a + g a 2 + h2( q/ r ) ] l [ h( s +
Va* + }t*(q/r))]. Two limiting cases are now considered.
Case I : q r 0. This case corresponds to zero process noise, implying no
uncertainty about the model dynamic statc, including x(O), exists. For this case, P
= 0, k = 0, and the statc estimate equation is ;(I) = o.?(t) + bu(r) and i ( 0) =
x( 0) . The filter therefore generates open loop. For a constant step input at steady
state, 2 = x = hula = constant.
Case 2: r r 0. In this case, the filter bandwidth, or break frequency, ap
proaches infinity, k also approaches infinity, but P approaches zero. Also, as shown
in Figure 45c, x(s)/z(s) = Ilh.
Unstable openloop model dynamics. When the openloop model dy
namics are unstable, the estimator gains are nonzero, and the error covariance will
not go to zero even when there is little or no process noise. In addition, the estimator
poles move toward the positions of the stable poles which are the left halfplane
reflections (about thejwaxis) of the unstable openloop poles. This is termed the
minimum measurement effort estimator, and sets a lower limit on thc estimator
gains. Even in thc Lvorst case, therefore, the Kalman filter always guarantees c l o d 
loop system stability by providing the minimum measurement effort estimator as
long as the model dynamics are completely observable. However, in classical design
approaches, when the model dynamics have right halfplane poles, the closedloop
system is unstable for low filter gains.
Example 43: Unstable firstorder filter. The openloop model dy
namics for this example are the same as the previous example, except that now a
> 0. Similarly, the model dynamics transfer function, the Kalman filter gain, and
the state estimate equation are also the same, respectively. Finally, the root locus
of the Kalman filter is sholvn in Figure 45d in which the estimator locus begins
at the stable reflection of the openloop model dynamics pole. If q > 0 and r > 0,
then not only is the state estimate equation identical to that in the previous example,
but A( s ) / ~( s ) is also identical. Again, it is possible to consider two limiting cases.
Case 1: q + 0. Here, the variance and filter gain are nonzero and are given
by P = 2aih"and k = 2a/ h, and the filter equation becomes i ( t ) = a$(t) + bu( t )
+ 2az(t)lh.
Case 2: r + 0. The results are the same as those in the previous example.
Example 44: Neutrally stable firstorder filter. In this example, the
openloop model dynamics are again the same as those in Example 42, but this
time a = 0. Setting a = 0 in Equation (3) of Example 42 also gives the model
dynamics transfer function, while the state estimate equation becomes i ( t ) = bu(t)
+ k(z(t)  h?(t)) and k = g&. Hence, as in the previous two examples, the
estimator dynamics are a function of the ratio ql r . The important point to highlight
146 Modem Filtering and Estimation Techniques Chap. 4
in this example, however, is that, if q = 0, then k = 0 and i ( t ) = bu(t), and the
estimator is neutrally stable, which is unacceptable. If q > 0, the estimator is stable
with a pole at  kh. Therefore, if the openloop model dynamics have a pole on
the jwaxis, it must be disturbed with a process noise in order to have a stable
estimator. For a zero input, u = 0, and a constant initial state x(O), at steady state,
x = x(0). From the state estimate equation, 2 = x + vl h. If v = 0, then 2 = x
= k(0).
QR', m.
In this case, all measurement covariances R go to zero (that is,
ideal sensors with excellent measurements) or the process covariance Q goes to
infinity. As R goes to zero or as Q approaches infinity, the estimator gains increase
drastically, and the bandwidth of the resulting Kalman filter increases very rapidly.
When all the transmission zeros in the model dynamics are in the left halfplane,
that is, minimum phase, the closedloop poles asymptotically approach the trans
mission zeros, and the residues of the slow model which is created by the poles
approaching zero have small values in 2( t ) = x ( t )  2(f). However, the residues
of these modes in K[z(t)  H<(t)] are not small. If the number of sensorslmea
surements is greater than or equal to the number of disturbances, the error covariance
P approaches zero under the condition of ideal sensors or as Q approaches infinity.
However, in both minimum and nonminimum phase systems, if there are more
disturbances than measurements, the minimum value P can achieve for any corn
bination of Q and R is always strictly positive. This is true even if the product QR'
becomes infinite. Therefore, even in the event of having all ideal sensors, perfect
estimation cannot be achieved as long as there are not enough sensors.
As shown in Examples 42 to 44, as ql r approaches infinity, the estimator
poles move toward the transfer function zeros located at  x (see Figures 4ja and
45b). Nonminimum phase systems impose dcfinitc restrictions on the accuracy
which the filter can achieve. When the trans~nission zeros of the model dynamics
are in the right halfplane (no~~mi ni mum phasc), as the measurcrnents approach
perfection the cstimator has high gains, and the closedloop Kalman filter eigenvalucs
move towards the positions of the stable poles which are the left halfplane reflections
(about thejwaxis) of the unstable transmission zeros of G(s). Thus, unstable trans
mission zeros are not desirable because they lead to an inefficient estimator. The
residues of these modes remain large as the estimator gains increase for the closcd
loop system. Even if the number of measurcrnents is greatcr than or equal to the
numbcr of disturbances, the resulting error covariance docs not approach zero and
is much larger than that for minimum phasc systems. Opt i n~al estimation always
guarantces closcdloop system stability evcn in thc evcnt of high cstimator gains.
Howcver, in classical design, for a nonminimuln phase syst cn~, thc closedloop
system is unstablc for high controller gains.
4.4.3 Error Analysis
,Examining thc state cstimatc equations (4I), the structural csscnce of thc Kaln1a11
filter is that which is also used in the general case. Also, the definition for K( t ) is
that which defines the optimal gain, and thus the optimal filter, and is shown to bc
Sec 4.4 Kalman Filter Design and Performance Anaiysls 147
a particular case of the general filter gain matrix developed in this section. For the
case of a general filter gain matrix, the state estimate error is defined as f(t ) = ?(I)
 x(t) and E[.f(r)] = 0, which yields the error dynamics of the estimator
The linear error dynamic system is therefore being driven by white noise, as shown
in Figure 46a. As shown in Figure 46b, the Kalman filter is thought of as a
regulator loop in error estimate .i. coordinates. The equation defining the error co
variance for the filter with a general filter gain matrix K(t) is given by
If the eigenvalues of A  KH are in the left halfplane, the estimator is stable and,
as r approaches infinity, the state estimate i ( t ) converges to the actual state x(t) and
the estimator error 2(r) approaches zero. The design procedure consists of selecting
the filter gain matrix K(t ) that places the estimator eigenvalues in the desired lo
cations. A wide bandwidth gives fast rate estimates but lets measurement noise
corrupt the estimates. Using the Kalman filter gain Equation (4lb), the error dy
namics Equation (422) is a stable linear system driven by white noise. Substituting
in Equation (423) the Kalman filter gain gives the same equation for Pas in Equation
(4la). As t becomes large, the error covariance P(t ) in Equation (423) satisfies
P(;) = 0 and the steadystate covariance matrix is obtained by solving the linear
Lyapunov matrix equation,
The Kalman filter gain minimizes P(t). That is, P( t ) from Equation (424) using a
+
A KH
b I 'f+@ I
I        _I
Figure 46 Error Dynamic Model for
Kalman Filter
148 Mdern Filtering and Estimation Techniques Chap. q
general filter gain matrix is always greater than P(t) from Equation (42) using
the Kalman filter gain Equation (43).
minimizing minimizing trace
(by Kalman gain) P =
+ u:, + u s + ... + u:,,
For the particular case in which all the states are measured, H = I and R = diag(rl,
r2, . . . , r,), and the Kalman filter gain then becomes
K = P H ~ R  ' = (425)
The ith component of the state estimate is
2
u*;pi
2
u*;,,
+ ... +  ( ( t )  2 , ) ) + ... +  @,,(I)  i t + ...
rj r,,
If the noise intensity ri is large, the gains uZ,+;lrj will be small, and the signal zi(t)
will not be weighted heavily in computing 2i (t ). If, however, the error covariance
crzjr, is large, the gains ~ : , ~ , l r , will be large, and the signals will be weighted heavily
in computing i , ( t ) .
4.5 OPERATIONAL CONSIDERATIONS
Problemdependent judgments must often be made to enhance filter performailce
(for example, reduce the transient time in the estimation procedure at the expense
of a greater variance), reduce computational requirements, furnish missing infor
mation (for example, the Kaln~an filter needs complete a priori covariance infor
mation on the initial state, process noise, and il1easuremcnt noise), and/or establish
procedures for stabilizing diverging filter estimates. In the Kalman filter in~plc
mentation, the computation of the transition matrix together with the propagation
of the error covariance matrix represent a substantial fraction of the overall COIII
putation effort necessary. Fortunately, because the accuracy of these quantities nccd
not be as great as that required by the state vector, the former may be computed
at a slower rate than the state vector update. In numerous applications, essential
Set 4.5 Operational Considerations 149
statistics information concerning the process and measurement noise, in the form
of standard deviations and correlation time constants, may cither be missing alto
gether or be poorly defined. Moreover, the analytical formulation ofthis information
rarely reflects the behavior of the actual nlcasurements, resulting in reliable data for
an extended period of time followed by a series of poor data points. Filter operation
is further affected by modeling errors, linearization approximations, and the re
ducedstate nature of practical filters. Because of all this, the covariance matrix
computed from the Riccati equation of the Kalman filter may not resemble the true
covariance matrix of errors in the cstin~ated state. For this reason, many simulations
need to be performed to adequately examine filter performance [Baheti, 19871.
4.5.1 Filter Performance
The Kalman filter is capable of solving a certain optimization problem (minimum
variance), which is an indicator of filter accuracy. For numerous problems, however,
additional considerations in the filter design (for example, settling time to a steady
state value, sensitivity to parameter variations) may be more significant than de
termining the estimation with the least variance. For instance, it may be necessary
to obtain a constant gain filter that has the minimum settling time subject to an
upperbound constraint on the trace of the covariance. Figure 47a shows hypo
thetical state estimates and variances for the minimum variance and minimum set
tling time filters [Powers, 19781. I t is also possible to design a filter that minimizes
a function of both the variance and the sensitivity of the filter to modifications in
a system parameter. Figure 47b illustrates a hypothetical case where the Kalman
filter is the minimum variance filter for a = a" (that is, the design value); however,
it is not necessarily the minimum variance filter for offdesign values. In this par
ticular case, the minimum sensitivity filter, being less sensitive to parameter changes,
would probably be the best filter for an application in which a was known to vary
over the range [a, , az]. In defense of the ~ a l m a n or minimum variance filter, it is
possible to compute the Kalman gain without iteration. In the two problems noted
previously (minimum settling time and sensitivity), iterative parameter optimization
schemes are required to determine the filter gains; thus, they would be employed
only when the Kalman filter is not adequate for the given application. An appropriate
reduction of the number of states modeled will cause a suboptimal filter to become
a noticeably smaller computer. Figure 47c illustrates that this suboptimal filter may
be employed to reduce the sensitivity to uncertain parameters.
4.5.2 Computational Requirements
Kalman filtering fundamentally represents a digital computeroriented approach to
state estimation. Thus, the analysis of a Kalman filter would consider all problems
inherent to the digital computer.
150 Modem FIlterlng and Estimation Techniques Chap. q
Minimum Variance Estimate
Minimum Settling Time Estimate
Trace P(t)
For Minimum Settling Time Filter
r
I
For Minimum Variance Filter
Trace P
Figure 47 (a) Minimum Variance vs. Minimum Settling Ti me Filter Performance
(b) Covariance as a Function o f Parameter Variation for Minimum Sensitivity and
Variance Filters (c) Conceptual Example of Minimum Sensitivity Filter
a l
C
Expected Range of Uncertainty i'
I and sensitivity tradeoff)
Figure 47 (Cont i nued)
I
I
I
I
I
I
I
Squareroot filter. The reliability of timevarying Kalman filters has been
significantly improved by the socalled squareroot or (uDu') algorithms [Bier
man, 1977; Kaminski et al., 19711. They propagate the square root of the symmetric
covariance matrix instead of the covariance matrix; this provides almost twice the
accuracy for a certain computer wordlength as Kalman's original algorithm. In
addition, this process also prevents numerical truncation from generating a covar
iance matrix that has negative eigenvalues [Bryson, 19851. Filtering problems can
result from the finite word length of the digital computer. For instance, after nu
merous measurements have been processed, roundoff error buildup can produce
theoretically impossible filter behavior. In other words, the Kalman filter is enhanced
assuming infinite precision, and accumulated roundoff errors can cause the covar
iance matrix update to result in a nonpositive, semidefinite matrix. The main way
of dealing with this problem is to utilize the squareroot filter. This filter was initially
developed [Potter, 19641 to rectify Kalman filter implementation problems in the
Apollo program. The computer employed in the Apollo spacecraft program was a
fixedpoint digital computer.
The squareroot filter involves a reformulation of the propagation and update
equations in terms of a matrix S , where P = S S T (that is, S represents the square
root of the covariance matrix). Utilizing S instead of P causes the precision of the
computation to essentially double. In addition, it also prevents P from being non
positive and semidefinite. Unfortunately, the fact that the matrix S is not unique
results in a proliferation of squareroot algorithms [Andrews, 1968; Bellantoni and
I
I
I n > m> P
I
I
I
I
152 Modem Filtering and Estimation Techniques Chap. 4
Dodge, 1967; Kaminski et al., 39711. The adverse effect of employing the square
root filter is that it requires more computer time. However, recent developments
with more efficient implementation have substantially decreased this effect. Bierman
[I9771 discusses these efficiencies and the computer program listing of the Jet Pro
pulsion Laboratory orbit determination program squareroot filter.
Suboptimal filter. Another computeroriented problem that relates to the
Kalman filter is the potentially numerous differential equations that must be inte
grated (that is, state and covariance differential equations). Because the major portion
of computer burden in Kalman filtering is typically represented by the solution of
the error covariance equations, an effective way to make the filter satisfy computer
hardware limitations is to precompute the error covariance, and thus, the filter gain.
As a result, the suboptimal filters for a simplified system model are usually imple
mented instead of the optimal Kalman filter. Suboptimal filters may deal with fewer
state variables (for example, states that produce negligible effects in the Kalman filter
are ignored), fewer covariance equations, and in many cases, simplified filter gains
which approximate the optimal Kalman gains. To avoid online covariance calcu
lations, the error covariance matrix can be computed at an earlier stage and the filtcr
gain histories are obtained. While a prerecorded set of precise gain histories could
be stored and utilized, a more effective method is to approximate the optimal gain
behavior by analytical functions of time, which can be easily computed in real time.
A piecewise constant suboptimal gain and a decaying exponential function gain can
be employed. Steadystate gains referring to the limiting case of a set of pieccwise
constant gains can also be employed by choosing each gain to be constant over all
time. A Kalman filter that utilizes steadystate gains is idcntical to a Wiener filtcr.
In numerous practical systcms, the constantgain Wiener filtcr offers estimating
accuracy that is equivalent to that of the more sophisticated Kalman filter, but a t
one third of the computational cost [Powers, 19781.
Kalman filter design software. A parameter estimation subroutine
package for the construction of efficient multipurpose estimation algorithms has
becn developed [Bicrnlan and Nead, 19781. This software was developed under
NASA contract of thc Jet Propulsion Laboratory, and has been applied to several
Kalman filter designs and simulations. More rcccnt works [Pappas et al., 1980;
Verhaegcn and Van Dooren, 19861 have rcsultcd in significant improvements in the
computational reliability obtainable in the nu111crical solution of the Riccati equation.
The algorithms arc applicable to problems with singular transition matrices \vhich
arisc in thc case of sampling a continuoustime systcm with time dclays. A softwarc
package has also becn devcloped [Arnold and Laub, 19831 that solves the gcncraIizcd
algcbraic Iiiccati cquation. Many research organizations have already dcvelopcd an
interactive Kalman filtcr analysis and design package. By making the softwarc user
friendly and easily adaptable, providing a broad range of graphics capabilitics, 2nd
supplying numerically cfficicnt algorithms, thcy have produccd a rathcr elegant 2nd
powerful tool for the dcsigncr's use. Such tools will invariably si~nplify the Kalmnn
Sec. 4.5 Operational Considerations 153
filter dcsign proccss in the future and may at the same time substantially improve
performance (Bahcti, 19871.
4.5.3 Absence of A Priori Information
Much a priori information, that is, .?(I)), P, Q(r), and R( r ) , is required by the Kalman
filter. If this information is not available, then straightforward leastsquares tech
niques (recursive or batch) should be applied. In many cases, the Kal ~nan filter
approach can still be elnployed successfully even though only a portion of the re
quired a priori statistics is known. This occurs because of several reasons. First, the
order of magnitude estimates or relative magnitudes of the statistics can be guessed,
and then a Kalman filter can be established. Often, the resultant filter performs
adequately. Second, if the first reason given prcviously produces undesirable per
formance, then an analysis of the simulations should indicate which missing a priori
statistics are most critical. An acceptable filter design can be achieved through a
parameter study involving the critical statistical parameters. Finally, in numerous
cases, .?,, and Po are the absent values. In some systems, these parameters mainly
affect initially stable, transient effects and have little impact on the longterm op
eration of the filter. Note that the steadystate Kalman gain is independent of ko
and Po. Another technique of dealing with absent statistics is to develop an adaptive
filter (that is, the statistics are generated as the proccss proceeds by analyzing dif
ferences between the model predictions and the measurements) [Powers, 19781.
Adaptive filter techniques can be found in several textbooks. Details of adaptive
filters are presented in Book 4 of the series. An identification problem occurs when
@(k) and q ( k ) in a discrete case, or A and B in a continuous case, are unknown.
This problem is the topic of Book 4 of the series. If process noise w( k ) in a discrete
case, or w( t ) in a continuous case, is known, then the online identification of the
process covariance Q h in a discrete case, or Q( t ) in a continuous case, is required.
A problem will occur if the initial value is not known and thus, P is unknown.
4.5.4 Filter Divergence
Two sources of error which may cause the measured performance of a Kalman filter
to differ from what was analytically predicted are modeling errors and computer
roundoff errors. As a result of these, errors in the estimates may become intolerably
large at some point during the operation of the filter. Filter divergence is often
explained in terms of the calculated covariance matrix, the assertion being that this
matrix becomes unrealistically small and results in placing unreasonable confidence
in the estimates. Consequently, the filter gain is reduced and subsequent measure
ments are effectively ignored. In the study of Kalman filters, divergence refers to
the situation where the estimated filter error converges t o a value less than the true
filter error. In some cases of divergence, the true error converges to a finite value;
this is known as an apparent divergence. This is typically caused by errors in the
mathematical model of the process (for example, neglected forces which generate
154 Modem Filtering and Estimation Techniques Chap. q
a boundedstate response). The resultant filter may perform satisfactorily for the
particular application, with the only deficiency being the estimate of the error by
/
the Kalman filter approach [Powers, 19781. True divergence represents the most
critical type of divergence in filter design. This type of divergence means that the
true error becomes arbitrarily large as time increases while the estimated error con
verges to a finite value. True divergence is usually the result of unmodeled effects
which can cause an unboundedstate variable response, or in some cases, the type
of instability presented in Section 4.1.2.
Several methods. of which the use of larger vrocess noise covariance and es
" .
~.
ponential data weighting have been particularly successful, have been applied t o the
problem of avoiding filter divergence and improving the estimation accuracy. The
increased noise covariance offsets modeling errors and improves filter stability, while
exponentially weighting the measurements prohibits obsolete data from saturating
the filter and sets a lower bound on the filter gain [Baheti, 19871. A primary factor
in the onset of filter divergence that surfaced after many Kalman filter implemen
tations is computer roundoff errors in the covariance propagation equations. To
maintain acceptable numerical accuracy, these equations generally require double
precision computations. As shown in Section 4.5.2, algorithms have been developed
based on matrix squareroot propagation, which are capable of producing an ef
fective precision that is double that of the conventional Kalman filter. A procedure
similar to the squareroot formulation and called UD covariance factorization, has
also been developed and tested in many applications for consistency and stability.
Studies emphasizing number of operations, actual CPU time, and data storage re
quirements have demonstrated that optimally coded UD factorization and the con
ventional Kalman filter implementations are very similar. However, for processing
large sets of data with infrequent estimates, an even more efficient algorithm has
been developed called a squareroot information filter [Bierman, 19771.
Most of the procedures that deal with true divergence are conservative,
straightforward methods that increase stability, and thus, degrade the performance.
Although one could obviously attempt to estimate unmodeled states, the resultant
filter size would most likely be This is especially significant in practical
applications where the process models are not always completely validated. In
creasing the process noise in the model (for example, making Q(t) a positive, definite
matrix) represents a simplified way to approach the divergence problem. This ap
proach implies that one does not know the model exactly, and will not allow the
state estimate propagation equation to predict 2(t) with absolute certainty (that is,
P(f) = 0). As noted in previous examples, if Q(r) = 0, then the Kalman gain may
approach zero and thus not use any additional measurements in the state propagation
equation. The effect of Q(t ) > O causes P(r) > 0. In othcr words, a nonzero lower
bound implies a nonzcro Kalman gain. An increase in the error estimate and poor
performance will be thc effects of an arbitrary selection of Q(t ) > 0. More sophis
ticated techniques that produce less pcrformancc loss are discussed in Book 4 of
series. The use of finite memory filtering represents an alternate solution for pre
venting divergence.
Kalman filter divergence and suboptimal design.
If the eigenvalues
of Equation (424) arc in the right halfplane, the estimator is unstable and, as t
becomes large, the state estimate i ( f ) diverges from the actual state x ( t ) and the
estimate error 2 approaches infinity. One of the principal causes of this failure is
that the systcm modcl contains states or models that are undisturbed by the model
process noise (modcl uncertainty). One cure for such problems is the periodic re
starting of a timevarying Kalman filtcr. Other cures include minimum variance
observers with eigenvalues constraints, added noise, pole shifting, and destabili
zation. Thc constrained minimum variance problem may be stated as follows [Bry
son, 19781. Find a set of observer gains K that minimize J = trace ( 2hl P) where P
is found from Equation (423). ,\.I is a positive semidefinite matrix, and the gains
are C ( K ) > 0. This constraint ensures that the eigenvalues ( s i ) of A  K H always
lie in the left halfplane of the original point at  a , where u is a specified positive
number, that is, R,(si) 5 0. The nccessary condition for minimizing J with con
straints Equation (423) and C ( K ) > 0 is
The following example of estimating an undisturbed constant state demonstrates
this technique. The simplest model of a Kalman filter for a neutrally stable plant is
given in Example 44 where b = 0, q = 0, and h = 1 have been assumed here.
The initial state x( 0) has zeromean value and variance Po. The Kalman filter for
estimating x ( t ) is = k ( z  i ) where k ( t ) = ( Po/ r ) l [ l + (Pol r)t ] instead of zero.
Clearly for t * (rlPo), k ( t ) + 0, and the estimator ignores the measurement z. In
practice, such a filter will almost certainly diverge for (Polr)t % 1 with drift errors.
From C ( K ) > 0, k = u where a is the eigenvalue constraint level. The variance 06
the estimator is predicted t o be P( t ) = Poe2"' + ar( 1  e2"')/2 so that P ap
proaches ur12 in steady state, but the estimator will not diverge.
Schmidt [I9701 presents a method for modifying unsatisfactory Kalman filters
by introducing additional noise into the system model Equation (4la). The spectral
densities of added noise may be varied until the filter has the desired stability. The
reason that this technique works can be seen by examining the steadystate error
covariance matrix equation in Equation (42). If certain elements of Q are zero,
corresponding elements in the steadystate value of P, and consequently K, are zero.
However, if these elements of Q are assumed to be nonzero, then the corresponding
elements of K will be nonzero, and the filter will always try to track the true system.
The choice of the appropriate level of the elements of Q is mainly heuristic, and
depends largely on what is known about the unmodeled states.
Breza and Bryson [I9741 present a poleshifting method in which the first step
is to design the steadystate Kalman filter. If the stability is unsatisfactory, the slow
eigenvalues are shifted t o specified, faster eigenvalues by changing the gains so as
to leave the other eigenvalues unchanged. The method does not give a unique so
lution if there are two or more measurements.
156 Modem Filtering and Estimation Techniques Chap. 4
4.5.5 Modeling Process Noise and Biases
Fundamental to Kalman filter theory is the use of white Gaussian state and mea
surement noise models. In actual practice, random inputs are likely to be time cor
related and represented by firstorder or secondorder GaussMarkov process.
Moreover, the dynamical system may be subject to certain parameters whose values
are not well known. Augmenting the original state vector to include the exponen
tially correlated process noise and biases is a method commonly employed, but this
can greatly increase the amount of computations required for many applications
[Baheti, 19871. An algorithm for partitioning the estimation of the bias variables,
or unknown constants, from the dynamic variables was published by Friedland
[1969]. One advantage realized by the use of this algorithm is reduced data storage
requirements in the computer. A second advantage of the partitioning is that it
creates additional analytical insight to the filter behavior based on special properties
of the variables. The following reviews the basic theory behind separate bias esti
mation. It begins by considering a discretetime process
x(k + 1 ) = A( k) x( k) + B(k)b + w( k) and z ( k ) = H( k) x( k) + C( k) b + v( k)
where w( k ) and v ( k) are white Gaussian noise processes and b is a constant but
unknown bias vector. The optimum estimates ?( k) and b^(k) are given by ? ( k ) =
Z(k) + ~ 6 ( k ) where Z ( k ) is computed as if no bias errors were present. That is,

x( k) is the optimal "biasfree" estimate, which is then corrected to account for the
effect of the bias. The matrix V represents the ratio of the cross covariance matrix
of the biasfree state cstimate and the covariance matrix of the bias. Such a decom
position becomes very practical in the case of a large number of bias parameters.
The dynamical modcl parameters, noise statistics, and initial estimates of a particular
system to which the Kalman filter is applied generally do not agrce with the real
system that generates the observations. In the case of using a model of fewer di
mensions than the original model to reduce the number of computations, such
differences are imposed deliberately. The price of using a reducedorder model may,
however, be degraded filter performance. Algorithms for analyzing the meansquare
error performance when the system model is not the model used in the filter dcsign
have been developed Uazwinski, 19701. The error analysis generated is particularly
useful for conducting sensitivity studies. That is, one can study the effect of some
known variation about a norllinal value in a ccrtain system paramctcr on the filter
pcrformancc, if the filter is dcsigncd using the nominal valuc.
Timccorrclatcd noisc is occasionally rcfcrred to as colored noise, as opposed
to white noise. In thc discrctc modcl case, it is callcd sequentially correlated noise.
The utilization of this type of information should cnhancc filtcr performance. Fol
lowing Powers [1978], procedures for dealing with timccorrelated noise with dif
fcrential equation models arc discusscd here. Suppose that the measurcmerlt r~oise
is white, but the proccss noisc is colored with thc corresponding discrctctime niodcl
cases,
where wl ( t ) represents zeromean white noise with variance G, and @( t o) and
E{[w(t , , )  @( t o) ] [w(t o)  @(t o)l T} are assumed known. If the random process
[Equation (426)) is a GaussMarkov process, then it can always be expressed by
a linear dynamic system with white noise forcing function only
where li, is zeromean white noise with variance Q. Equation (427) and the mea
surement equation can then be treated by all of the results developed in the previous
sections. Note that Q ' is never required in these equations, which allows the colored
process noise case to be treated by simply defining the augmented state vector of
Equation (427). The coloredmeasurement noise case is more complicated because it
invariably leads to a singular measurement covariance matrix, which is not allowable
in the standard Kalman filter equations since they involve R ' . Supposing
.G = A x + Nw, Z = Hx + v, b = Fv + Gvl (428)
where w and vl are uncorrelated zeromean white noise with variance Q and R,
respectively, and Equation (428) defines the correlation properties of the mea
surement noise v, in which E[v(t o)] = 0 and ~ [ v ( t ~ ) v ( t o ) ~ ] = Vo. Define
which implies, upon differentiation of z ,
i ( t ) = ( H + H A  FH)x + HNw + Go, , i t ) = x + I7 (430)
where H = H + H A  FH, I7 = HNw + Cv l , and E[i ;] = Hhl E[w] + GE[ v l ]
= 0, E[i;ijT] = HNE[ wwT] NTHT + GE[ vl vT] GT = [ H N Q N ~ H ~ + GRGT]r
x 8(t  7) = ~ 8 ( t  7). Here, use has been made of the fact that E [ w ( ~ ) v I ( T ) ~ ]
= 0. It should be noted that in the new problem variables ( x , i ) , the process and
measurement white noises w and 17 are now correlated as
However, this case is easily handled by employing Equation (4ld) instead of Equa
tion (4l b) with S(t) = Q( t ) N( t ) T ~ ( t ) T . Thus
As shown in Bryson and Ho [1975], one need not perform the differentiation of
the measurement signal z in Equation (429) by introducing
x* 9 i ( t )  K( t ) z ( t ) J i*
.
(432)
= ( A  KH) ( X* + Kz )  ( K + KF) z,
xF = i0  K(to)z(to)
158 Modem filtering and Estlmation Techniques Chap. 4
which would then replace Equations (431) in the filter calculations. Finally, to
determine 2(t ) and P(t ) from Equations (431), care must be taken with respect to
the initial conditions for the integration. Note that the derivation of the Kalman
filter assumes that 2o and S(t o) are not conditioned upon any other information.
However, in the x, 2 system, ,?(to) is conditioned upon knowledge of z(t o) and
4(to), that is, Equation (429). Thus, for a proper application of the Kalman filter
equations, i ( t ) and P(to) should also be conditioned upon this information. One
can view this as the given io and Po corresponding to 2(tc) and P ( t f ) , respectively,
with a measurement 2(to) at to. Thus, the initial conditions for integrating Equations
(431) are
i ( t o' ) = 20 + K(t 0)[4(t o)  ~ ( t o ) i ~ ] , P( t 2) = [ I  K(to)H(to)]Po
where K(to) is defined by Equation (431) with P = Po.
4.6 COMBINED COMPLEMENTARYIKALMAFI FILTER APPROACH
TO ESTIMATOR DESIGN
This section presents, derives, and verifies the continuous form of first, second,
and thirdorder complementary/Kalman filters. As discussed in Book 1 of the series,
conventional complementary filter architectures have been used with the filter gains
derived from Kalman filter techniques. These loworder filters are shown in various
NGC applications in Book 1 of the series. It was noted previously that comple
mentary filters are really simple Kalman filters, but this section further highlights
this fact, especially after a thorough comparison of complementary and Kalman
filters.
4.6.1 FirstOrder Complementary/Kalman Filter
The generalized continuous mechanization forms of the firstorder complementary/
Kalman filter are illustrated in Figure 48. A comparison of the complementary
filter and the Kalman filter is also shown in this figure. As in the standard first
order filters, rate limiting is achieved by inserting a limit function after the Kalman
gain correction block. The limit function ensures that the rate of change of the
innovation sequence v = z  i is limited. When the rate of change of v is less than
the imposed limit, the filter functions identically to the linear firstorder filter. Ho\v
ever, when the rate of change of 11 is equal to or exceeds the limit, the changc of
the estimated output 4 must be due to a pure integration of the input signal M.
Consider the model for the firstorder dynamic system in which x = position and
i = rate, and the equation of motion in statcspace form is
where w and v arc uncorrclatcd and zero means with variances q and r, respectively
An illustration of the preceding model dynamics is shown in Figure 48a ~vhicll
Sec. 4.6 Complementa~~lKalman Fllter Approach to Estimator Deslgn 159
Kalman Filter
+Rate Limit
I
Complementary Filter
Comparison
LowPass
k, t bu, 4
Z = xt v = xl +bu1+v z = xtv. v = high frequency noise
U
1
X
$ U dt
y = xtn, n = low frequency noise
k = f i lh
Figure 48' FirstOrder Complementary/Kalman Filter
includes the optimal state estimator. With regard to Kalman filter formulation,
and the state estimate equation is &I = u + k [ z   bul l where k is the Kalman
filter gain. The estimate outputs are 2 = 2, + bul . Substituting Equation (436)
into Equation (418) yields
A, ( s) / ~( s) = l / ( s + k ) ,
XI (S)IUI ( 3 )
(435)
=  bkl (s + k) , .k,(s)/Z(s) = kl ( s + k )
Therefore
\
The characteristics e uation is s + k = 0. The algebraic Riccati equation is P2/
r + q = 0 or P = &r and hence the Kalman gain is k = q r . The Kalman filter
gain k is the inverse of t kcompl ement ary time constant and the Kalman filter
provides more insight into the filter gain characteristics.
Case 1: 40~itiot1 bias. k the actual measurement z from Equation (4
33) also contains a bias error xb beside the measurement noise v , that is, z = x 
160 Modem Filtering and Estimation Techniques Chap. q
xb + v, then the first approcch in implementation is that the bias error xb must be
\
removed by adding a ul = $xb correction after the i ~t egrat i on and b = k. The
second approach is to set b = 0 and treat xb as an extra input equal to Au = kx,
to be added to the input u.
Example 45: Estimation of centerofgravity (CG) lateral accel.
eration. As shown in Book 1 of the'series, the inertial lateral acceleration is
measured at the IRU, which is a t a distance L, from the center of gravity (CG), as
opposed to being measured at the actual CG location. Consequently, A, measured
at the IRU contains an error due to the yaw acceleration R, that is, xb = L , R / ~ .
Hence x = AYcC and z = A ,,," = x  xb + v. The first approach is to set b =
k and ul = $ xb = Rt = LxRIg. The acceleration rate measurement jc = A,,, is
not available, and hence u = 0. The second approach is to set b = 0 and u = kxb
(requiring R to be available). Therefore, the first approach is selected because it is
simpler.
Example 46: Estimation of CG n o d a l acceleration. Similar to
the estimation of the CG lateral acceleration, from Book 1 of the series
x = Azcc, U I = J x ~ = L,QIg,
z = A z l n u = x  x h + l v , and u = O
Exampie 47: Turbulencelgust velocity estimator. Let z = Vl =
inertial acceleration, u l = VTAs = air data velocity, b =  k, and u = 0. Substituting
this equation into Equation (436) and using the definition VTAs = V,  VC yiclds
A
k ks k . ks sk
Z(s) = Vc =  Z(s)   U, ( s ) =  v,  
s + k s + k s + k s + k
VTAS = 
s + k
1
VTAS and k are operated on by the filter to produce a gust rate estimate Vc. That
is, as can be seen from the preceding equation, the rate of change of the inertial
component of VTAS exactly cancels V I , resulting in the production of the afore
mentioned gust rate estimate.
Example 48: Turbulencelgust angleofattack rate estimate. Let
z = & I = inertial angle of attack rate, u , = a* = air mass angle of attack, 11 =
k, and u = 0. Substituting this equation into Equation ( 4 36) and using a* = ar
+ ac yields
a~ and a, are operated on by the filter to produce a turbulence/gust a rate estimate
&. The rate of change of the inertial component of a A exactly cancels the
resulting in the production of the aforementioned turbulencelgust a rate esti~nntc,
Sec 4.6 ComplementarylKalman Filter Approach to Estimator Desfgn 161
Example 49: Altitude rate estimator. The problem of estimating
altitude ratc is fornlulated as z = l>k = s kk, r r l = All + I/c;ycsls = hls, rr = 0,
and b = k. Applying Equation (436) yiclds
This equation verifies that the problem formulation is corrcct. If thcrc cxists an
acceleration bias A h in z, then z = hlk + Alak = 1;ik + sAj11k. Substituting the
new z into Equation (436) yiclds
As mentioned previously, the acceleration bias Al;?k can be implemented in the
position bias term by adding A hlk to u r as ul = hls + A hlk. Substituting thc new
u l into Equation (436) also yields Equation (438). This verifies that an alternative
implementation can be done.
Case 2: Rate bias, b = 1. If the rate input contains a bias error jCb, that
is, u = j: + i b , then the rate bias error jCb can be removed by a position correction
input u l = xh after the integrator as in the position bias case. Since the rate input
u has a unit forward loop gain, u l should also have a unit forward loop gain, that
is, b = 1.
Example 410: Mrstorder a estimator using inertial a rate at IRU.
In this case, the CG normal acceleration estimate is not used in the inertial a rate
computation, and the problem is formulated as follows: x = a = angle of attack,
z = x + v = a~ = a1 + a~ = measured or derived air mass a, ar = inertial a,
X D = ac = turbulencelgust a, and u = &I,,L, = inertial a rate at IRU. Also,
aIIRU contains an error due to pitch acceleration, Q, from the inertial a rate at the
actual CG location iurC,, as discussed in Book 1 of the series. The correct terms are
&rcc = + dl b and &b = LxQ/ LTAs One way to obtain arc, information at
the CG would be to add the error term & b to iYI,,,, and then integrate the sum of
these two terms. Unfortunately, Q, and hence &b, are not available. A better scheme
is to integrate &I,R,, and then add a pitch rate correction term u1 = a b = L,QI
VrAS with b = 1 after the integrator to obtain accurate arcG.
Example 411: Firstorder sideslip estimator using inertial side
slip rate at IRU. The problem is formulated the same manner as in Example
410 as follows: x = P '= sideslip, z = x + v = PA = PI + PC = measured or
derived air mass P, pr = inertial P, x~ = PC = turbulence/gust P, u = pl,,, =
inertial sideslip rate at IRU, U I = Pb = LxRIVTAs, and b = 1.
Case 3: NO bias, b = 01. In this case, b = 0. Hence, u l = 0 and the
estimate is 2 = u + k(z  2) . If there exists a disturbance xD in the x measurement,
162 Modem Filtering and Estimation Techniques Chap. q
then z ( t ) = x ( t ) + x D( t ) and the rate input is u = i. hn the Laplace domain, Ul(s)
= 0, U( s ) = s X( s ) , and Z(s) = X( s ) +I XD( S ) . Substituting the preceding result
into Equation (436),
Example 412: Rate estimator. The problem is formulated such that
x = x = rate, z = x + v = measured/der,ived X, u = ji = measuredlderived x,
ul = 0, and 6 = 0. The estimate equation is k ( t ) = ~ ( t ) + k ( X( t )  ~ ( t ) ) . Applying
Equation (436), ~ ( s ) = [ X( s ) + k ~ ( s ) ] l ( s + k ) = ~ ( s ) . This verifies that the
formulation is correct. The firstorder altitude rate estimator in Example 41 can
be solved by this formulation with x = h , and x = ha. The estimate equation is
the same as in Example 41.
Example 413: Firstorder a estimator using inertial a rate at CG.
Following Example 410, if the CG normal acceleration estimator is used in the
inertial a rate computation, then b = 0, 141 = 0, and ir = &I,, = inertial rate at
CG. Here, & tracks mainly the air mass a.4 a t low frequencies so that the comple
mentary a rate A& = k ( a A  &) is zero a t low frequencies. Applying Equation
(439) yields &(s) = al (s) + kac( s) l ( s + k ) . Thus, a~ and &I,, are operated on
the filter to produce an a that contains pure crl plus filtered &c.
Example 4lk Firstorder sideslip estimator using inertial side.
slip rate at CG. Following Example 41 1, if the CG lateral acceleration csti
mator is used in the inertial sidesiip rate computation, then 6 = 0, i d l = 0, and
PI,, = inertial sideslip rate at CG. f i tracks mainly the air mass sideslip P A at low
frequencies so that complcn~entary sideslip rate A@ = k ( PA  p) is zero a t low
frequency. Applying Equation (439) yields f i (s) = Pl ( s) + kPc(s)l (s + k ) . Thus
P A and OI,, are operated on the filter to produce a f i that contains pure inertial
sideslip P I plus filtered fit.
Example 415: Firstorder velocity estimator.
Thc problem is for
mulated as follows:
x = I ~ T . A S = air data vclocity, x~ = Vc = turbulence/gust vclocity
2 = x + v = V I  Vc = air data velocity measurement, V I = inertial velocity
u = V I = inertial acceleration, ul = 0
Applying Equation (439) yields ~ T A S ( S ) = c l ( s )  KVC( S) I ( S f k ) . Thus, V r ~ s
and 01 are operated on the filter to produce a velocity estimate 6 ' ~ ~ s that contains
pure V I plus filtered 6 ' ~ .
Sec. 4.6 ComplementarylKalman Nlter Approach to Estimator Design la3
Example 416: Firstorder altitude estimator. The problc~n is for
mulated as follows:
x = It = altitudc, u = /I = altitude ratc via INS and FCS
z = It R = x + v = barometric altitudc, 11, = 0
The resulting altitude estimator is = it + k(k  I;). The altitudc estimate is very
important in INS and FCS altitudc tracking.
Example 417: Firstorder Euler attitude estimator. The problem
is formulated as follows:
x = 4 = attitude, tr = r/r = attitude ratc transformed from body rate
z = IJJ, = INS attitude, r r , = 0
The resulting Euler attitude estimator is shown in Figure 49.
4.6.2 SecondOrder ComplementarylKalman Filter
Figure 410 shows a generalized secondorder complcmentarytKalman filter. Con
sider the model for the secondorder dynamic system. Applications for this filter
can be classified into three major categories:
(Formtrlntiorr 1) Position and Rate Estimators with Position and Acceleration
Measurements: Given measuredlderived position x and measuredtderived ac
celeration 2, it is desired to obtain the best estimate of the position and rate.
(Forrrrrrlntion 2) Position and Rate Estimators with Position and Rate Mea
surements: Given measuredlderived position x and measuredlderived velocity
k, it is desired to obtain the best estimate of the position and rate.
(Formulation 3) Position and Rate Estimators with Rate and Acceleration Mea
surements: Given rneasuredlderived rate k and measuredtderived acceleration
x, it is desired to obtain the best estimate of the position and rate.
Secondorder complementarylKalman filter: formulation 1.
This
formulation is used to design position and rate estimators with position and accel
Roll Rate
Body to
Pitch Rate
Euler Axis
Yaw Rate Transformation

Figure 49 Euler Attitude Estimator
164 Modern Filtering and Estimation Techniques Chap. 4
Kalman al t er
Complementary Filter
Low Pass
z
4 nv =Fl  nT
s* + 2 j w s +a);;
n
L.
High Pass
G(s) Low Pass
Comparison
el + bu2 L
z = r + v = n l + b %+ v z = s+v. v = high frequency noise
JJu &dl + Jul d
y = x+n, n = low frequency noise
 
k/kI
2j!w,,  T = complementary filter time constant
Figure 410 SecondOrder ComplementaryiKalman Filter
eration measurements. Consider the model for the secondorder dynamics system
in which x l = x = position, xz = i = rate, and 14 = x = acceleration. The equation
of motion in statespace form is i l ( t ) = ~ ~ ( 1 ) and i , ( t ) = . ( I ) , with position x as
an output, and z(t) = x, ( I ) . If the acceleration measurement ii contains a bias crror
Ax , that is, ii = x + Ax , then the acceleration bias error A x can be removed by a
rate correction input ul = A i after the rate integrator so that i l ( t ) = x 2 ( t ) + I I I ( ~ )
+ wl ( t ) where wl is a zeromean white process with variance q l . ril can be a rate
correction equal to the rate difference between the actual rate measurement and the
sensor rate measurement. The measured/derived acceleration ji is treated as a control
input u with known noise characteristics such that i 2 ( 1 ) = U ( I ) + wZ( t ) , wherc wz
Sec. 4.6 ComplementaryIKaiman Filter Approach to Estimator Deslgn 165
is a zeromean white process with variance q2. The preceding model dynamics are
illustrated in Figure 4  1 0 which includes the optimal state estimator. A comparison
of a secondorder complementary filter and Kalman filter is also shown in the figure.
As in the firstorder filtcr formulation, the measured/dcrived position x is treated
as a measurement z with bias error bu2 and a measurement noise v , and z = xl +
bir? + v , where v is a zeromean white process with variance r. With regard to
Kalman filter formulation,
where K is the Kalman gain matrix, and the state estimate equations are
i l ( t ) = 2 2 ( t ) + u l ( t ) + k [ z ( t )  i l ( t )  b u2 ( t ) ]
( 4  4 0 )
i2(t) = ~ ( t ) + k I [ z ( t )  . t l ( t )  6112(t )]
where i = .? = .GI + bi t 2 = position estimate, . t 2( ( ) = rate estimate, and i ( t ) =
. ??(I) + i r l ( t ) = calibrated rate. Applying Equation ( 4  1 8 ) yields
where gains k and k l have been expressed in terms of the secondorder parameters.
Therefore,
i ( s ) = 2 ( s ) = k l ( s ) + b U2 ( s )
( 4 42a)
= [ U ( S ) + s U ~ ( S ) + b s 2 Ur ( s ) + ( k s + k J z ( s ) ] l D ( ~ )
k ( s ) = k 2 ( s ) + UI ( S )
( 4  4 2 b )
= [ ( s + k ) U ( s ) + ( s 2 + k s ) U l ( s )  b k I s U2 ( s ) + s k I Z ( s ) ] l D ( ~ )
All the transfer functions from either the control inputs u, u l , and 242, or the mea
surement z to the state estimates are lowpass filters. The estimator gains k and kr
166 Modem Filtering and Estimation Techniques Chap. q
can be related to the estimator poles sl and s2 by the following formulae:
The location of the estimator poles sl and s2 are chosen based on applications and
are different for different applications. The transfer functions from the measured
z( t ) t o k and 4 are simply the last column of Equation (441a),
k( s ) = (ks + kl)Z(s)lD(s), ~ ( s ) = klsZ(s)lD(s) (444)
The steadystate values for the elements of P, and K, are found t o be
L
Case (a). If ql = q2 = 0, then in the steady state the elements of the error
covariance matrices all vanish, that is, P, + 0, and the Kalman filter gain vanishes.
Since the perfect model and the filter need only t o find the missing initial condition
of the state, the processing being observed is nonstationary and the estimate con
verges on the true value of the states which is purely the double integral of the illput
U.
Case ( b) . If q, = 0, qz # 0, then in the steady state
k = ~ ' Z ( ~ ~ l r ) ' / ~ , k1 = (446)
k
 0.707. Thus, the Using Equation (441 b), w,, = 6 = (q2/r)114 and 5 =  
2%
damping ratio is a constant and the undamped natural frequency is determined to
be a function of only the ratio of errorlnoise in the rneasuredlderived acceleration
x to the measuredlderived position x. Furthermore, w,, depends only on the relative
noise between q2 and r, not on the absolute noise levels.
Case (c). If q 2 = 0 and ql # 0, then in the steady state k =
and kl
= 0. From Equations (440) k1 = i2 + U , + k [ ~  2 ,  bu2] and i2 = u. Since
qz = 0, a perfect accelerometer model is used and the filter needs only t o find the
missing initial condition on the rate state, the process being observed is nonsta
tionary, and the rate converges on the true value of the rate states that are
Sec. 4.6 Complementaryllblman Filter Approach to Btlmator Deslgn 167
the integral of the accelerometer input. The position estimate is the firstorder com
pletnentary/Kaltria~~ filter position estitr~ate.
If the Kalman gain K is assumed zero where the forcing function in the filter
design is not considered, the covariance equations (423) are employed here with
K = 0 since they hold for an arbitrary equation Kmatrix.
The error covariance will grow according to Equation (447) cvcn if there is only
a small amount of white noise of spectral dcnsity ql forcing the .ul state or a small
amount of white noise of spectral dcnsity q forcing the xz state.
Example 418: Navigation filtering for position and velocity es
timate. The navigation filtering for position and velocity estimate presented in
Chapter 7 falls cxactly into the previous category, with the following definitions:
x = X, Y, Z position; z = X, Y, Z position measurements;
i = A, Y, z velocity
I! = X, V, z acceleration;
t i l = A X , A Y, AZ velocity corrcction; u2 = 0
Following Example 41 and defining x l = h = altitude and x2 = h = altitude
rate, this example can then be applied to the design of an altitude and altitude rate
estiftlator where z = ha = h + v = XI + v = Z vosition measurements. The
..
..
acceleration bias error sail is assumed to exist so that h = I;, + s hh + w = u +
j t r l + w, and the state equation is obtained as $1 = x? + ul and i z = u + w.
Thus, this is the same problem as that in Case (a) wherein q l = 0. q, = q, and r
= r. The Kalman gain is given by Equation ( 4 43, A and the state estimate eqyations
are given by Equation (440) where i = i1 = h = altitude estimate and h = 22
= altitude rate estimate. The calibrated altitude rate estimate is h, = 22 + u l . The
transfer function from z( t ) = hR( t ) to h^ is h^lhR = ( ks + k, ) l D( s ) = (a s

+ V&) l ( s 2 + V' 2Vql r s + d&) and it is a lowpass filter. In the Laplace domain,
from Equation (442) the altitude estimate and the altitude rate estimate in terms
of u = hl RS, u1 = Ah, and z = h are h^(s) = ( U( s ) + s Ul ( s ) f (o: + 2<w, s)Z(s)]/
D( s ) = [ h( s ) + s hh( s ) + (w: + 2<w, , s)h(s)]l D(s) and i(j) = [ ( s + 2<w,,)h(s) +
( s2 + ~<w, , s ) A/ L( x) + SW: h( s ) ] / D( s ) . The problem of estimating gear altitude and
altitude rate is formulated as follows:
x = gear altitude, z = gear altitude measurement,
u = inertial altitude acceleration measurement,
ul = inertial altitude rate correction, u2 = 0
Example 419: Position error and rate error estimator with PO
sition error and acceleration measurements.
Trajectory errors in terms
168 Modem ~iitering and Estimation Techniques Chap. 4
of position error and rate error are important parameters for NGC and hence need
to be estimated. The problem of estimating trajectory error is formulated as follows:
x = AX = trajectory position error,
z = x + v = trajectory position error measurement
u = x = accelerometer measurement
u l = AX = trajectory rate correction
Applying EAquation (442) yields A ~ ( S ) = [ ~ ( s ) + SAX(S) + (ks + kl)AX(s)]/
D(s) and AX(^) = [(s + k ) ~ ( s ) + (s2 + ks) AX(S) + sk~AX(s)]/D(s). In estimating
the glideslope deviation, the problem is formulated as AX = Ah = altitude error,
AX = ~h = altitude rate error, and x = h = vertical acceleration. In estimating
the localizer deviation, the problem is formulated as AX = Ay = lateral position
error, AX = A j = lateral velocity error, and x = j = lateral acceleration.
Secondorder complementaryIKalman filter: Formulation 2. This
formulation is used to design position and rate estimators with position and rate
measurements. The following are defined:
x = position (same as before), z = x + v = measured position
u(t) = Ax(t) = acceleration bias error (if it exists) instead of x in Formulation
1
u l ( t ) = i ( t ) = rate measurement (regarded as a control input) instead of A i
in Formulation 1
xl (r) = position (same as before), x2(t) = A i = rate measurcment
disturbance instead of i in Formulation 1
2, ( t ) = position estimate (same as before), .G2(t) = rate measurement dis
turbance estimate
i ( t ) = ?(t) = + bu*(t) = position estimate (same as before)
i ( t ) = i 2 ( t ) + ul ( f ) = rate estimate (same as before)
The state and measurcment equations are the same as those in Formulation 1, that
is, i 1 = x2 + U I + U' , . i 2 = u + ul2, and z = x, + buz + o. The results of the
secondorder filter (Formulation 1) can all be applied here with a slight revision as
follows. If there exists a disturbance XD in the x measurement, then z(t) = >(I) +
x ~ ( t ) . In the Laplace domain, U(s) = 0, Ul(s) = sX(s), and Z(s) = X(s) + XD( ~) .
Applying Equation (442) yields
Sec. 4.6 CompiernentaryIKalman Ni t er Approech to Estimator Design 169
Thus, z( r) and r r , ( 1 ) arc operated on by the filter to produce: ( 1 ) a position estimate
i ( t ) that consists of pure position .u(t) and a filtcrcd i I >( t ) ; arid (2) a rate estimate
; ( I ) that consists of a pure ratc i ( r ) and a filtered io(r). The preceding results assume
the acceleration bias r r = A x to be zero. If it is nonzero, then a third state needs to
be modeled. Therefore, a thirdorder complcmcntaryIKaln~an filter such as the one
presented in Section 4.6.3 is required.
Example 420: Secondorder a estimator. This example follows the
firstorder a estimator problem formulation in Example 410.
Case 1: Usi ng inertial a rate at ZRU. In this case, ul = k = &I = &, , , , =
inertial a ratc at IRU, b = 1, and u = 0. A means of removing offsets in the
accelerometer used to compute the inertial a rate is to bias the inertial a rate by the
integral of the error between a.+ and ti. This also removes computational errors.
As in Example 410, a better scheme of correcting ah is to integrate &I,,,, and then
add a pitch rate correction u2 = ab = L,Ql VTAS after the position integrator (see
Figure 410) to obtain an accurate a at CG information. The estimates are given
bv & = it + 6rr2 and & = .?? + 1 4 , . Note that & has the same formulation as that
i n the firstorder estimator, while & is not provided by the firstorder estimator but
is provided here by this secondorder estimator.
Case 2: Usi ng inertial a rate at C G . In this case, u l = jr = Cul = &I,, =
inertial a ratc at CG, 6 = 0, tr = 0, and 1.12 = 0. The solution of this case is simpler
than that in previous Case I . Applying Equation (448) yields
&( s ) = ads) + (ks + kl ) ac( s ) / D( s ) , &( s ) = &l,,(s) + kl saG(s)l D(s)
Thus, a.4 and &l,:,; are operated on by the s filter to produce: (1) an & that consists
of a pure a1 and a filtered tic; and (2) an & that consists of a pure &I,, and a filtered
kc.
Example 421: Secondorder sideslip estimator. This example fol
lows the firstorder sideslip estimator problem formulation in Example 411.
Case 1: Usi ng inertial sideslip rate at IRU. In this case, U I = 2 = PI,,, =
inertial sideslip rate at IRU, b = 1 , u = 0, and u2 = Pb 7 LxRIVTAS. The state
estimate is given by p = 2 1 + bu2 = sideslip estimate and P = i2 + ul = sideslip
rate estimate. *Note that p for the same formulation as that in the firstorder esti
mator, while 6 is not provided by the firstorder estimator but is provided here by
this secondorder estimator.
Case 2: Usi ng inertial sideslip rate of C G . In this case, u l = jr = P I =
Dl,, = inertial p rate at CG, b = 0, u = 0, and u2 = 0. The solution of this case
is simpler than that ip previous Case 1. The state estimates are now P = 21 =
sideslip estimate and 6 = 322 + u1 = sideslip rate estimate. Applying Equation (4
40) yields
fi = ?2 + 0lcC + k(PA  ~f i ) , i 2 = k l ( P ~  Cj)
170 Modem Filtering and Estimatton Techniques Chap. g
Applying Equations (442) and using @I ( $ ) = s P ~ ( s ) and P A ( s ) = P I ( s ) + P C( S )
yield
= [ X @ I ( ~ ) + ( ks + k r ) P ~ ( s ) ] f D( s ) = PI(^) + (ks + k ~ ) Pc ( s ) l D( s )
b ( 3 ) = [( s2 + k s ) b ~ ( s ) + s k ~ P ~ ( s ) ] l D( s ) = bl ( s ) + k ~s Pc ( s ) l D( s )
Applying Equations (448) also yields the same equation. Thus, P A and PI,, are
oppated on to produce: (1) a fi that consists qf pure P I and a filtered fiG; and ( 2)
a ( 3 that consists of a pure @I,, and a filtered bc.
4.6.3 ThirdOrder Complementary/Kalman Filter
Figure 411 shows a generalized thirdorder complementary/Kalman filter.
Thirdorder complementary/Kalman filter: Formulation 1. Con
sider the model for the thirdorder dynamic system in which x = position, i =
U
4
a) Formulation 1
U , A

Wi3
b) Formulation 2
Figure 411 ThirdOrder Complementary/Kalrnan Filter
Sec. 4.6 Comp(ementarylKa1man Nlter Approach to Estimator Design 171
rate, and x = acceleration, and the equations of motion in statespace form are as
follows:
X I = X? + 1 1 1 + L V I ,
E \ WI ( ~ ) ] = 0. E [ I v ~ ( ~ ) w ~ ( T ) ] = qlb(t  T )
where x = s l + 6 1 1 2 , i = x 2 + l r l , and .t = x.3 + rr, and the measurement equation
is
The preceding model dynamics are illustrated in Figure 4l l a which includes the
optimal state estimator. With regard to Kalman filter formulation,
where K is the Kalman gain matrix, and the state estimate equations are
r
A
and the estimator outputs are i = 2 = it + b112, x = i 2 + U I , and x = 23+,,.
The solution of the secondorder filters is identical to that of the thirdorder filter
presented in this section, with the exception of k, being set to zero. This results in
the elimination of the last state x 3 in the thirdorder filter. The transfer function
from the control inputs u( t ) , i r l ( t ) , and u 2 ( t ) , and the measurements z(t ) to the state
estimate vector ~ ( t ) are

Modem Nlterlng and Estimation Techniques
Chap. q
where d ( s ) = O is the characteristic equation. Therefore,
Z ( S ) = A($) = kl(s) + bU2(s) = [sU( s) + s2Ul ( s)
+ bs3U2(s) + (ks2 + kls + kl ) Z( s ) ] l d( s )
The transfer functions from z ( t ) to ~ ( t ) represent the last column of Equation (4
51) as
As shown in Equation (452), all the transfer functions from either the control inputs
u, u l , and u2. or the measurement z, to the state estimates and the estimator outputs,
are lowpass filters. The algebraic Riccati equation is
and the steadystate Kalman gain is
Case 1. In this case, 43 = O, q l # 0, and q2 # 0, and Equation (455) with
kl = O has been found t o be the same as the secondorder filter gain Equation (4
45). Therefore, when q3 = 0, that is, the process noise intensity on the thirdstate
is zero, the secondorder filters employed in Section 4.6.2 are identical t o the third
order filter presented.
Case 2.
In this case, ql = 0, q2 = 0, q3 # 0, and Equation (455) has been
found to be
k = 2(q3/r)I1", kl = 2(q3/r)'I3, k l = (q3/r)1'2 (456)
Sec. 4.6 ComplementaryIKaIman Filter Approach to Estimator Design 173.
Case 3.
If there exists a disturbance x n in the x measurement, then r = x
+ XI , . If ~ c ( t ) = 0, u l ( t ) = jc = rate, and u2( t ) = 0, then in the Laplace domain,
U( s ) = 0, Ul ( s ) = s X( s ) , and Z( s) = X( s ) + XD( S ) . Applying Equation (452)
yields
?( s) = X( s ) + (ks2 + krs + k l ) Xn( s ) l d( s ) ,
A
X ( S ) = X(S) + ( kl s2 + k l s ) X ~ ( s ) l d ( s ) (457)
X( 5) = X ( S ) + k l s 2 X ~ ( s ) / d ( s )
By setting k , = 0, Equation (437) is reduced to the secondorder filter Equation
(448).
Case 4. If a gain h is added to the measurement input, then z' = h r = hx ,
+ hbuz + hv and v' = hv is the new measurement noise with zero mean and variance
r' = h2r. The new state estimate equations and Kalman gains are
21 = 22 + 141 + k ' ( ~ '  h.?]  hbL42)
j3 = k ; ( z '  hG1  hbuz), k' = kl h, k ; = krllt, ki = kl l h
The error covariance P is the same as that in the previous formulation except that
r is replaced by r' l hZ.
Example 422: Trajectoly estimation. In a threedimensional flight,
the trajectory estimation problem involves finding the best estimate of position,
velocity, and acceleration in the X , Y, Z inertial coordinates, given the position,
velocity, andlor acceleration measurements. The problem is defined by
x = X , Y, Z position, u = X, Y, z acceleration
z = X, Y, Z position measurement, ul = AX, AY, A Z velocity correction
2 = X, Y, z velocity, u2 = AX, A Y, A Z position correction
Note that the problem formulation is similar to the navigation filtering for position
and velocity estimate presented in Example 418. However, uz is nonzero here and
the acceleration estimates are provided as the estimator outputs which were not
available in that section. In some cases, X, Y, Z acceleration measurements may
not be available and hence need to be estimated. Then, u = AX, A Y, AZ acceleration
correction and x j = unknown acceleration to be estimated. In altitude, altitude rate,
and altitude acceleration estimator design, the problem is formulated as
x = h = altitude
z = x + v = XI + bu2 = altitude.measurement
u = h = altitude acceleration
Modem Filtering and Estimation Techniques
Chap. 4
ul = ~h = altitude rate correction
u2 = Ah = altitude correction
Terminal guidance tracking filter (presented in Chapter 7) is another example of the
trajectory estimation problem discussed in this section.
Thirdorder wmplementary1Kalman filter: Formulation 2.
The
problem is defined the same way as in the thirdorder complementary/Kalman filter
(Formulation I), except x 3 here is assumed to be filtered white noise, that is, the
state Equations (449a) now become
and the state estimate equations are
i1 = 22 + u1 + k(z  21  bu2)
4 3 = 2317 + k l ( z  21  bu2)
Applying Equation (4la),
Equations (461) are solved nun~erically for P( t ) to generate gains k, kl , and k ~ ,
which mechanize the thirdorder filter depicted in Figure 411b. The steadystate
Kalman gain is
k = Pl l l r , k, = P12/ r, k, = Pl Jr (462)
If a gain h is added to the nIcasurcment input, then z' = Irz = h x l + I~brrz + Ifv
and v' = hv is the new measurement with zero mean and variance r' = h'r. The
new state estimate equations and Kalman filter gains are
Sec. 4.6 ComplementaryIKalman Filter Approach to Estimator Deslgn 175
The error covariance Pi s the same as that in the previous case except that r is replaced
by r'lh2. Assuming measurement noise v in Equation (449b) to be a colored noite,
then following Equations (428) to (431) yields the new measurement equations
z = x + v, ir = Fv + G v l , ~ = H + HA  FH = [  F, 1, 0], E [ f i ( t ) ~ ( ~ ) ~ ] =
[ HNQNTHT + GrGT]6(t  7 ) = r,S(t  7), andS(t) = Q ( I ) N ( ~ ) ~ H ( ~ ) ~ . Applying
Equations (431) yields the new equations for state estimates, covariance matrix,
and Kalman filter gain matrix. If F and C are scalar parameters, then Equations (4
31) yield the following simple form of new covariance and Kalman gain equations:
~ J ' I I
 
 2P12 + ql  kfr,,
PI 2
 
dt dr
 P22 + PI3  k,krcr,
Inertial Navigation'
The block diagram of Figure 51 is provided to illustrate how the different parts
of the subject matter presented in this chapter are related t o one another. For instance,
the discussions of common requirements, navigation con~putation, and coordinate
systems together form the framework for the design of a selfcontained INS. The
t wo types of selfcontained INS are the gimballed INS and the strapdown INS.
Following discussions of each of these two types of INS, a comparison of the two
is presented. Combining INS with other navigation aids introduces the subject of
filtering, and finally extending INS uses to provide flight control outputs leads to
an integrated INS dcsign.
5.1 INTRODUCTION
Inertial navigation is thc process of measuring accclcration onboard a vchiclr 2nd
then integrating that accclcration to dctcrminc the vehicle's vclocity and position
relative t o a known starting point. Accclcrotnctcrs arc uscd to sense thc magnitude
of thc accclcration, but acceleration is a vector quantity having direction as wcll as
' Thi s chapter has becn technically cditcd and i mprovcd by I l r . J. Stanley Ausrnan of Litton
Guidance and Control Systcms.
176
Sec 5.1 lntroductlon
Common Requiremenu
Coordinate Systems Selfcontained INS Navigation Computation
(Sec. 5.3) (Secs. 5.4 & 5.5) (Sec. 5.3)
Comparison of
Gimballed INS &
Strapdown INS
I I (Sec. 5.6)
External Navigation Aids
(Sec. 5.7)
Figure 51 Inertial Navigation
magnitude. For this reason a set ofgyroscopes, or simply gyros, are used to maintain
the accelerometers in a known orientation with respect to a fixed, nonrotating co
ordinate system, commonly referred to as inertial space.
This does not mean that the accelerometers themselves are kept parallel to the
axes of this nonrotating coordinate system, although some systems are mechanized
this way. Instead, the accelerometers may be kept parallel to a set of earth fixed
axes by causing the gyroscopes to precess at earth rate. Or they may be maintained
locally level by precessing the gyros at earth rate plus the angular rate of the vehicle
over the earth. In most of the modern aircraft inertial navigation systems today, the
gyros are precessed to rotate with the aircraft itself, resulting in what is known as
the strapdown system.
One characteristic inherent in accelerometers is that they do not measure grav
itational acceleration. For example, an accelerometer in free fall will measure zero
acceleration (0 g), but it is really accelerating downward at the acceleration of gravity.
For another case in point, consider an accelerometer sitting on a stationary table. It
will measure 1 g due to the gravitational reaction force of the table pushing upward
on the accelerometer, but the accelerometer is not really going anywhere, at least
with respect to the earth.
In order to overcome this deficiency of accelerometers, it is necessary to add
in the effect of gravity based on a gravity model. A computer uses this model to
calculate gravity as a function of position, which in turn is determined from the
double integration of the measured acceleration. The most common gravity model
employed is one which accounts for both the latitudinal and altitudinal variations
in gravity. This model is symmetric about the earth's polar axis and also about the
equator. For most navigational purposes, this ellipsoidal model is sufficient, but
highly accurate systems must in addition account for gravi t y anomalies which are
deviations from this simpler model.
178
Inertlal Haulgation Chap. 5
It is difficult to navigate a flight vehicle at night or in bad weather, even with
the availability of radio and radar navigational aids. Similarly, smaller, faster, more
maneuverable surface vehicles armed with guided missiles, torpedos, and cannons
meet with the same difficulty. Consequently, the tremendous need for improved
navigation gave rise to the necessity for onboard systems that would supply the
position, velocity, and attitude of the vehicle on which they are mounted.
The first inertial navigation systems (INS) in operation were those in the Ger
man V2 rockets of World War 11. Since then, INS have become standard equipment
in ballistic missiles and in all modern fighter aircraft, airliners, and naval ships. what
makes INS particularly suitable for ballistic missile guidance is their autonomous
mode of operation during the boost phase. This feature yields a jamproof guidance
system [BarItzhack and Berman, 19881.
Much of the progress in the design and use of inertial systems can be traced
to the strategic missile programs of the 1950s and, specifically, to the work done
at the MIT Instrumentation Laboratory (currently the Draper Laboratory). It was
during this time that the need for high accuracy at ranges exceeding 1,000 km using
autonomous systems became more and more apparent. As a result, the U.S. Air
Force requested the laboratory to develop inertial systems for the Thor and Titan
missiles, while the U.S. Navy requested the same laboratory to develop an inertial
system for the Polaris missile. The practicability of a selfcontained allinertial nav
igation system (INS) for aircraft had just been demonstrated by the laboratory in a
series of flight tests using a system known as Spire [Draper, 19811. With the MIT
Instrumentation Lab providing the spark, several privatelyowned companies took
up the challenge and developed and produced their own INS for longrange cruise
missiles (North American Aviation for the Navaho missile and Northrop Aircraft
for the Snark missile), for strategic bombers (Sperry Gyro Corp. for the B38), and
for ballistic missiles (GE for Polaris and American Bosch Arnla for the ATLAS
missile). The remarkable succcss of those early missile and aircraft programs paved
the way for applications in aircraft, ships, missiles, and spacecraft. Today, inertial
systems are standard equipment in both commercial and military applications.
The types of gyros currently found in inertial navigation systems (INS) include
the floated rate integrating gyro, the electrostatically supported gyro (ESG), the
tuned rotor gyro (TRG), and the ring laser gyro (RLG). The first three are me
chanical in nature, relying on a spinning mass to produce a large angular momentum
which tends to stay fixcd in inertial space. The floated and tuned rotor gyro suspend
the spinning mass in mechanical gimbals, while the ESG suspends the spinning
mass, generally a spinning ball, with electrostatic forces so as to prevent any mc
chanical contact between the spinning ball and the outside case [Schmidt, 19871.
The RLG is a closed optical cavity containing two beams of singlefrequency
light traveling in opposite directions around the closed cavity. The two beams in
terfere with one another to form a standing wave pattern around the cavity. This
pattern of bright and dark spots tends to stay fixed in inertial space, so that an
observer or light detector fixcd to the cavity can sense rotation of the cavity as he
(or it) rotates relative to this fixed pattern. A more complete dcscription of the four
types of gyros listed earlier, together with accelerometers and error models for each
can be found in Savage 11978, 1984(a)].
Inertial navigation systems are either gimballed or strapdown. In a gimballed
system the gyros and accelerometers are isolated from the rotations of the vehicle
so that they can be maintained in a specific orientation relative to the earth or inertial
space. This greatly simplifies the computations of velocity and position and also
greatly reduces the requirements on the gyros which would otherwise have to mea
sure very high angular rates. In a strapdown INS the gyros measure the full rotation
rates of the aircraft and keep trace of the instantaneous orientation of the acceler
ometers in order to properly integrate the accelerations into velocity and position.
I t was the advent of small, highspeed digital computers that made strapdown INS
possible.
In general, the three basic functions of an INS are sensing, computing, and
outputting. The accelerometers and gyros perform the sensing function and send
their measurements of acceleration and angle rate to the computer. The computer
uses these data to generate velocity, position, attitude, attitude rate, heading, alti
tude, range and bearing to destination. If true air speed is available from an air data
system, the INS can also compute wind speed and direction as xvell as drift angle.
The outputting function simply means sending the appropriate data to thc flight
control system, fire control system, reconnaissance sensors, or the control and dis
play unit (CDU) as required for the particular mission.
Accordingly, the significance of the navigation system to the flight mission
becomes obvious, as the former provides dynamic parameters for flight and path
control, assists in terrainfollowing flight, allows avoidance of enemy defenses via
corridor flight, and reduces operator load. The ability of a navigation system to
accomplish these tasks greatly enhances mission success. Particularly desirable fea
tures in a navigation system include: selfcontainment; security; worldwide capa
bility; bounded navigation errors for position, speed, attitude and heading; no at
titude, weather, or terrain limitations; minimum airframe structural impact;
minimum size, weight, power, and cost; and high availability.
If aided by other external navigation devices, the INS is called an aided INS.
The socalled external navigation devices can be position aids or velocity aids. The
former consists of GPS, MLS, MLSGPS, LORAN, OMEGA, TACAN and ba
rometer (see the following for definition). The latter consists of Doppler, odometer,
and laser velocity meter. The following list covers several important navigation
devices and the corresponding section in which each one is covered in some detail:
global positioning system (GPS), Section 5.7.2; tactical air navigation (TACAN),
Section 5.7.3; longrange navigation (LORAN), Section 5.7.4; terrain contour
matching (TERCOM), Section 5.7.5; Doppler radar, Section 5.7.6; and star trackers,
Section 5.7.7.
An aided INS composed of the INS and external navigation devices is depicted
in Figure 52a. The evolution of these flight vehicle navigation devices is given in
Figure 52b. It is seen that a GPS is the most uptodate navigation device, offering
the highest accuracy for flight vehicle navigation. The operational characteristics of
180 Inertial Nauigation Chap. 5
1950 1960
1970 198)
INERTIAUDOPPLER
1 MILE ABSOLUTE
Sec. 5.2 Common Requirements for lnertlal Navigators 181
CHARACTERISTIC
L REOUlRES REMOTE COOPERATING TRANSMI l l ER
8. ANTENNA LOCATION I S IMPORTAN1
2. POLAR REGION LIMITATIONS 9. TIME FRAME DfPENMNT  POST 198)
3. HEAVILY SMOOTHED SPEED I S AVAl l ABLE 10. DOPPLER SUBJECT TO DmCl l ON
4 WI ND VELOCITY VECTOR REQUI ED 11 STORMS AND SUN SPOT ACTIVITY
5. CERTAIN WEATHR LIMITATIONS U. MANEWERS MGRAM ACCURACY
6 LI FE OF SI CHI LIMITED U. ACCURACY LIMITED TO MAG COMPASS
7. LIMITED OVER WATER AND HOMOGENEOUS LAND I.E. DESERT
(C)
Figure 52 (a) Navigation Parameters Available from Sensors (b) Navigation Technology
Evaluation (c) Operational Characteristics of Navigation Sensors ( Fr o~n [.21izrri11, 19861 wi t h
penni ssi o~z from Li t t on)
these navigation devices are given in Figure 52c. Generally speaking, the accuracy
required of a navigation system for most applications is on the order of 1 nautical
mph of flight. More stringency may be placed on the required accuracy in certain
phases of flight, such as ground attack for example, in which the accuracy must be
in the neighborhood of a few meters. In these cases, an external reference is necessary
to update the INS in order to achieve the required accuracy.
5.2 COMMON REQUIREMENTS FOR INERTIAL NAVIGATORS
Vehicle and weapon systems. The requirements of a navigation system
for weapon systems can be categorized as follows. In the case of piloted vehicles,
medium accuracy (1 nautical mph) is mainly what is required of the navigation
182 Inertial Navigation Chap. 5
system for tactical aircraft, whereas landfall position fix, velocity, and nuclear hard
ness are all required of the navigation system for longrange strategic bombers.
Furthermore, low accuracy or simple attitude reference is the basic navigation re
quirement for observation aircrafts, while size and weight are critical t o helicopteri.
In the case of shortrange missiles and tanks, size, weight, and low cost figure
predominantly in the requirements, whereas mediumrange missiles require some
what better navigation. Reliability is a key requirement for intercontinental ballistic
missiles and tanks. Submarines and ships require extremely high accuracy over long
time periods. For military use, the ideal navigation system should be fully auton
omous, undetectable, unjammable, usable worldwide in all weathers, and of van
ishingly low weight and infinitesimal cost. These aims have driven development
for the past thirty years. Systems are now sufficiently reliable and accurate for
virtually all modern fixedwing military aircraft to be equipped with an inertial
navigator [Barnes, 19871.
Navigation requirements for weapon delivery. Navigation accuracy
is a key factor for successfully carrying out lowlevel attacks against targets at known
locations. First, it gets the attacking aircraft to the right position to find the target.
Once the target is identified, the INS must provide an attitude reference for the
targeting sensors (optical sight, laser range finder, radar, IR sensor, or TV sight).
After the target position is located with respect to the aircraft, that position is con
tinually updated by the INS as the aircraft moves into its weapon launch position.
For the weapon delivery itself, the INS provides initial position, velocity, and at
titude data for the weapon.
Standoff weapons require the same set of funct~ons, but the missile itself takes
over the final target acquisition and terminal homing. For such weapons, the INS
in the launch aircraft simply has to provide initial conditions for the missile, which
may also have a small INS for midcourse guidance, good enough to steer the n~issile
into a target acquisition basket.
Standoff weapon systems. The following discussion on navigation re
quirements for precisionguided standoff weapon (PGSOW) delivery are based on
detailed results shown in Shapiro (19861. The successful delivery of a PGSOW
depends, in general, on three key elements: knowledge of launch position param
eters, knowledge of target position, and accuracy of navigation between these two
positions. The basic PGSOW mission scenario is shown in Figure 53 which depicts
the flight legs from aircraft takeoff to weapon launch point, then the weapon flight
to target arca window, and finally to the impact point.
The focus hcrc is on the choices for providing accurate navigation to the low
cost, shortrange (20mile) RPV or powered glide bomb which cannot sustairl the
size, weight, or cost penalties of a highprecision navigation system. In order to
ascertain the accuracy requirement for the PGSOW, it is necessary to estimate t he
capability of the terminal seeker which, in the final analysis, determines the sizc of
the target window or search arca. The burden placed on the terminal seeker incrcnscs
Sec. 5.2 Common Requirements for Inerthi Naulgators 183
LAUNCHING
AIRCRAFT
TARGET
/SEARCH   ~
TARGET
FLIGHT ORIGINATION
POINT
Figure 53 PGSOW Mission Scenario ( Fr o~n [Shapiro, 19861 w~idt penni sri onj om ACARD)
with the size of the required search area imposed by uncertainty in relative weapon
and target positions. In the case of an 1R seeker, for example, the window may be
relatively narrow for a given angular field of view because of the limited range due
to atmospheric attenuation. An active millimeter wave radar can provide longer
range operation in bad weather (several kilometers); however, the limited aperture
available for the antenna and the consequent limited angular resolution creates prob
lems with false alarms and poor detection probability as the search area is increased.
Therefore, the PGSOW must navigate to the target zone with sufficient cross
track accuracy to insure that the target lies within the swath described by its forward
motion and the scanning limits of the terminal seeker. Based on the foregoing types
of considerations. it can be concluded that a vractical search area width is about 1
km. The corresponding navigation crosstrack error budget should be limited to
one half of this, or 0.5 km. The alongtrack error is dependent on the allowable
false alarm and desired detection probability criteria. Obviously, as the alongtrack
extent of the search decreases, these probabilities become more favorable. The along
track navigation error can be specified, however, as being the same as the cross
track error, namely 0.5 km. To achieve the preceding performance objectives, the
navigation system for the PGSOW must have a heading error over the 20 miles of
better than 1 deg and an alongtrack error ofless than 1.5 percent of distance traveled.
The future will see an increased demand for more agile missiles for both air
and groundlaunched applications. Gunlaunched missiles involving high acceler
ations at launch will contain guidance systems. Inasmuch as strapdown guidance
systems have been included in missiles that are subject to high roll rates and high
184 Inertial Navigation Chap. 5
acceleration, the need for more rugged navigation instruments having a dynamic
range greater than what conventional gyros offer is brought to the forefront. A
fiberoptic gyro is described [Kay, 19873 that, although it is still in the laboratory
stage, has demonstrated good performance and, at the same time, ruggedness, quick
starting, and low cost.
Visual attack syst ems. Following Barnes [1987], in an effort to expose
the aircraft to as little groundbased radar as possible, much of the development
subsequent to World War 11has been focused on lowaltitude flight. Another goal
related t o this effort was, until the development of lookdown Doppler radars, to
make it more difficult for a defensive fighter aircraft to identify an incoming raid.
Considering that the total time of an attack pass may be just a few seconds, target
acquisition is rendered more difficult by lowaltitude attacks. In these few seconds,
the pilot of an attacking aircraft armed with unguided weapons must maneuver on
to an attack heading, stabilize the aircraft path, and release the weapon. Precise
navigation and an accurate calculation of weapon release are t wo elements that are
absolutely essential for a successful attack. The former ensures that target acquisition
occurs as early as possible, while the latter minimizes delivery error.
Regarding attacks that can be conducted under visual conditions, the require
ments for precise navigation with an acceptable workload, especially at high speed
and low altitude, have been met by the introduction of inertial platforms and moving
map displays. Although such developn~ents simplify the task of acquiring pre
planned, fixedposition targets early, they do little for acquisition of targets of op
portunity. Similarly, two cle~nents have combined to meet thc rcquirements of
accurate calculation of weapon release. The first involves the ability t o obtain data
on aircraft altitude, heading, and speed from the inertial platform. Thc second rclates
to the ability to digitally process in the aircraft range to target obtained from a
ranging systenl. The ability to carry out highspeed, lowaltitude attacks a t night
and in poor visibility has also bcen enhanced owing to other dcvclopmcnts. One
of the first of thcsc was groundmapping radar, which enabled pilots ro attack targets
giving discrete radar returns and targets whose position was known relative to some
observable and recognizable feature on the radar screen. However, radar resolution
is poor relative t o visual wavclcngths and forwardlooking infrared (FLIR) scnsors
greatly cnhancc the ability of the aircrew to identify both targets at known Iocatiol~s
as wcll as targets of opportunity.
5.3 NAVIGATION COMPUTATION AND ERROR MODELING
5.3.1 Coordinate Syst ems
I n navigation computations, thrcc colnponct~ts of accclcration scr~scd by an or
thogonal triad of accclcro~nctcrs have to be transfornlcd onto a rcfcrencc coorditlntc
systcm. Thc vclocity and position of thc vchiclc arc then computcd with rcspcct to
Sec. 5.3 Naufgatlon Computation and Error Modeling
Figure 54 (a) EarthFixed Coordinate (b) Geographic Coordinate
this reference coordinate system (RCS). Because the reference coordinate system
affects both the computation time and accuracy, a suitably selected RCS can min
imize the processing errors.
Beginning with an earthfixed set of coordinates (Figure 54), we can, by a
series of two rotations first about the zaxis through the longitude angle and then
about the negative yaxis through the latitude angle plus 90 deg, transform from
the earthfixed coordinates into a navigation coordinate system. In this case the
navigation coordinate system is defined as one in which the xaxis is north, the y
axis is east, and the zaxis is down. The transformation is depicted graphically in
Figure 55. Figure 56 derives the resulting direction cosine matrix.
Such a transformation is known as an Euler angle transformation. A similar
transformation will take us from the navigation coordinates into the aircraft body
axis coordinate system. The first rotation is about z (down) through the heading
Figure 55
(a) [Z] Transformation (b) [YI] Transformation (c) [Yz] Transfor
mation
186 Inertial Navigation Chap. 5
Figure 56 EarthtoNAV Direction Cosine Matrix
X
angle +. The second rotation is about the new y (rightwing) axis through the pitch
angle 0. The third and final rotation is about the new x (roll) axis through the roll
angle 4. The direction cosine matrix for this transformation is derived in Figure 5
7
FAR'IH
Z
NAV FARlH
X
Y
where h = longituic (East)
Q = latitude (North)
<=
1 .
In a gimballed system, the accelerometers would be maintained parallel to the
navigation system axes. In a strapdown system, they would be parallel to the aircraft
body axes (or in some fixed relationship to the aircraft axes) and their outputs have
to be transformed into navigation axes in order to calculate velocity and position
with respect to the earth. The inverse of the direction cosine matrix shown in Figure
57 could be used for the bodytoNAV transformation, but this involves com
puting nine quantities a t a high iteration rate. More often this transformation is done
with quaternions, a fourparameter representation of the same thing. Conceptually
quaternions describe a coordinate transformation by a single rotation. Three of the
parameters are related to the direction cosines of the axis of rotation, and the fourth
parameter is related to the magnitude of the rotation about that axis.
X
Y
Z
 sin@ ms h  sin@ sin h  cosQ
sin h ms h 0
cos@ms h cos@ sin h sin@
5.3.2 Position and Velocity Generation
sin @ 0  a s @
0 1 0
ms @ 0 sin cP
 
A simple block diagram of spacefixed navigation computation is given in Figure
ws h sin h 0
 s i n h ws h 0
0 0 1 Z
 

58. In the figure and xS are inertial position and velocity vectors, respectively,
in a spacefixed coordinate system. Navigation and guidance of the Saturn launch
vehicles using this navigation computation has been implemented onboard with
negligible error contributions from the computations. For propellant economy, the
X
Y
Z

%
1 0 0
0 ws + sin+
0  si n+ a s +
 
BODY
Figure 57 NAVtoBody Direction Cosine Matrix
c o s e ms ~ , ws 0 sin v sin 0
 cos 4, sin yl + sin + sin 0 cos 9 cos + cos + sin + sin 8 sin I) sin + cos 0
+ sin 4 sin Q + cos 4, sin 0 cos 9  sin + cos 9 + ms 4 sin 0 sin I$ cos + cos 8
ws 8 0  si n0
0 1 0
sin0 0 ws 8
where Q = heading
0 = pitch
= roll
a S I V sinIV 0
 s i nv cosv 0
0 0 1 2
X
Y
X
NAV
Z
SAV
Sec 5.3 Naulgatlon Computatlon and Error Modellng

&AI  INCREMENTAL I NERTI AL VELOCITY VECTOR

XI TOTAL I NERTI AL VELOCI TY VECTOR
MEASURED
INERTIAL
.

x l TOTAL I NERTI AL ACCELERATION VECTOR

Ap TOTAL GRAVI TATDNAL VELOCI TY VECTOR

i p TOTAL GRAVITATIONAL ACCELERATION VECTOR  1
 
GRAVITY
NOTE: SUBSCRIPT i DENOTES I NI TI AL VALUE.
I CotAFWfATuN
I
SPACEFIXED
POSITION VECTOR
VELDCITY
;I A ~ I
Figure 58 Iqavigation Computations (Frorn [Haeusserrnar~n, 19811, O 1981 AIAA)
 is * (X*,Y.,Zs)
SPACEFIXED

iterative, path adaptive guidance mode was selected. The flight vehicle is guided
along a minimum propellant trajectory to obtain the required end condition, such
as the required velocity vector and vehicle position in orbit or the velocity vector
for translunar injection. Figure 58 shows how the vehicle state is derived from the
velocity, measured by the accelerometer integrator, in the form of position and
velocity vectors in a spacefixed coordinate system which has its origin at the center
of the earth. The diagram further shows the calculation of the acceleration in the
spacefixed coordinate system as thrusttomass ratio, Fl m.
The iterative guidance mode for flight path adaptive guidance along a mini
 VELOCITY VECTOR
I
 .
mum propellant trajectory determines the necessary vehicle attitude corrections and
the urouulsion termination command to obtain the reauired end conditions for the
. i x
flight vehicle. The guidance functions for the thrust direction and for its termination
were expressed by a series development of the reference attitude and of the pro
pulsion cutoff time in terms of position and velocity components, time, and ac
celeration; the coefficients of the terms in the series were determined using calculus
of variations and stored in the guidance computer. Forovertheearth flight vehicles,
the required position vector and velocity vector x are not expressed in space
fixed coordinates but in earthfixed coordinates, as seen in Section 5.3.1 [Haeus
sermann, 19811.

. . .


I:
Inertial Navigation Chap. 5
5.3.3 Data Processing
A block diagram of the processing of a generalized navigation computer is given
in Figure 59. In this figure, it is seen that: (1) the outputs A8 c and A VA of the
inertial sensors, that is, gyros and accelerometers, are incremental due to digital
processing; (2) coordinate transformations are required in order to transfer the body
coordinates to earth coordinates ,(see Section 5.3.1); and (3) filtering is sometimes
required for data smoothing.
5.3.4 INS Error Analysis and Modeling
Following BarItzhack and Berman [1988], the outputs of an ideal INS are the exact
position, velocity, and attitude of the host vehicle. The error analysis of INS or, in
particular, terrestrial INS brings to light many interesting features typical of INS.
It is no wonder that much of the literature on INS is concerned with its error analysis
and error propagation. In analyzing INS errors, questions arise immediately con
cerning the behavior of the errors as a function of time, the ability to even measure
all error components, the ability to estimate those errors that cannot be directly
measured, and whether or not it is possible to control the errors. Rather than fo
cusing, therefore, on new features of the INS, emphasis is placed on casting the
known INS characteristics in terms of linear systems and control theory concepts
and exploring hidden relationships between system parameters and states that affect
system performance.
In the examination of system observabiljty, a straightforward transformation
is used into observable and unobservable subsystems that, in turn, exposes the states
that hamper the estimation of INS errors during the initial alignment and calibration
Figure 59 Processing of a Generalizrd Navigation Computer
 .
1) A0 Proossing: (Angle Inawmt)
Coordinate Earth Caord.
Thnsforma~on     l i a n ~f o r m~t i ~n
 +sq
    
Navigation
Procasing
 W e , Ve
&
+
66
e"E
h
Be
2) AV Ptocssing: (Vekxity Inaancnt)
+ xD YES %
+ k
+ AE
b r
+,q: EulaAnglcs
VB: Vclodty in Body Cmrd.
0 ~ :
Body Rate in Body Coord. VE: Vdm'ty in Earth Coad.
6~:
Body Rate in Earth Chord. Xt YB & Pcsitions in Earth M.
r: Tm Lag
Naviption
P'occssing
, 
&Ordinatc 
%>~O,AO~
Ffltering
V~
+
&
4
Sec. 5.3 Naulgatlon Computatlon and Error Modellng 189
phase of operation. This approach was adopted successfully in the past by Kortum
[I9761 who considered the problem of INS platform alignment, in which the mea
surements were the horizontal accelerometer outputs. A comparison of this approach
with the classical one that is presented here, as well as the discussion of uniqueness
and thc relationship between observability and quality of estimation, provide ad
ditional insight into the observability issue. The examination of INS as a unified
system from a control theory point of view sheds more light on the systcm and
contributes additional insight into the analysis of INS [BarItzhack and Bcrman,
19881.
I NS error models. There arc t wo approaches to the derivation of INS
error models. One of them is known as the perturbation (or trrre frame) approach,
and the other is known as the psiangle (or cotnputer frame) approach [Benson, 1973).
When deriving the perturbation error model, the nomlnal nonlinear navigation equa
tions are perturbed in the locallevel northpointing Cartesian coordinate system
that corresponds to the true geographic location of the INS. The psiangle error
 .
model, on the other hand, is obtained when the nominal equations are perturbed
in the locallevel northpointing coordinate system that corresponds to the geo
graphic location indicated by the INS. The development of the first model can be
found in Broxmeyer [I9641 and Britting [1971], whereas the development of the
psiangle model can be found in Pitman [I9621 and Leondes [1963]. Benson [I9751
showed that both models are equivalent and yield, therefore, identical results. The
differential eauations that describe the error behavior of the INS are divided into
equations describing the propagation of the translatory errors and equations de
scribing the propagation of the attitude errors.
BarItzhack and Berman [I9881 pointed out that most of the published works
on INS errors adopt the psiangle approach and use the velocity error version of
the translatory error equation. This model is also used in the present analysis. It
possesses the advantage that the translatory error is not coupled into the attitude
error equations [Pitman, 19621. The physical attitude difference between the plat
form and the locallevel northpointing coordinate system is calculable using the
position and attitude errors obtained from the solution of these INS error equations.
The choices made yield a complex terrestrial INS error model expressed by the
following equations [D'Appolito, 1971; Nash, 19721:
where v , r, and I) are, respectively, the velocity, position, and attitude error vectors;
0 is the earthrate vector; w is the ang~~larrate vector of the true coordinate system
with respect t o an inertial frame; V is the accelerometererror vector; f is the specific
force vector; Ag is the error in the computed gravity vector; p is the vector of the
rate of rotation of the true frame with respect to earth; and E is the gyrodrift vector.
190 Inertial Naulgatlon Chap. 5
It can be shown [Leondes, 19631 that in the local north, east, and down coordinate
system,
R cos L
a = [ 0 ] (52)
 R sin L
where L is the local latitude. The vector w is computed as follows:
o = n + p (53)
where
i cos L
. = [ .i 1 (54)
A sin L
and ); is the longitude rate. When Equations (51) are resolved in the true frame,
nine scalar differential equations are obtained that can be put in a statespace model.
If the expressions given in Equations (52) to (54) are used, the resulting state
space model is shown in Figure 510. The INS error propagation is of interest when
the system is at rest. In most cases, INS alignment and calibration, which are a most
essential phase of the operation of any INS, take place when the system is at rest.
Also, the distinct behavior of INS errors is exposed when the system is a t rest.
When the INS is at rest, Equations (51) reduce to:

0 0 1 0 0 0 0 0
0 0 0 1 0 0 0 0
0 0 0 0 1 0 0 0
d
V . ~ 0 0 0 2RD 0 0 A? 0

dt
 w2 0 20D 0 2fiN 2 0 0
v D 0 202 0  2nN o 0 0 0
O O O O O O RD 0
4 E 0 0 0 0 o RD o R,W
0 0 0 0 0 0  ON 0 
. 
where 0' = g / R, RN = cos L is the north component of earth rate, and RD =
a sin L is the down component of earth rate. The latter model can be writtcn as
i' = A f x + f' (55b)
Sec. 5.3 Naulgatlon Computation and Error Modellng 191
where the definitions of x' , f ', and A' arc obvious. Initial alignment and calibration
arc usually performed when the INS is resting at a location whose geographic co
ordinates are known almost perfectly; that is, r N  r ~  r ~  0 [Pitman, 19621.
For this reason, the first three states of the state vector can be eliminated. The
measured signals during initial alignment and calibration are v . ~ and V E , but v ~ ,
the vertical velocity error, is of no interest. Moreover, the vertical channel is only
very weakly coupled with the horizontal channels [Hutchinson, 1968; Yavnai, 19801.
Thus, vr , does not play any role in the development of the measured signals v~ and
V E ; hence. v~ can also be eliminated from the state vector oft he model that describes
the INS error behavior during the initial alignment and calibration stage. In modern
systems, a Kalman filter is used to perform the initial alignment and calibration;
however, the model given in Equations (55) is not suitable for use in a Kalman
filter since the accelerometer error and gyrodrift rates are not whitenoise processes,
as required for proper use in a Kalman filter. This obstacle is very easily overcome
since, fortunately, the statistical characteristics of realistic accelerometer and gyro
error data can be represented quite accurately by the outputs oflinear models driven
by whitenoise processes [Gelb, 1974; Heller, 19751. When this is done and the
models are augmented with the basic INS error model, the driving force of the
augmented model does not contain correlated noise, and the model can then be used
in a Kalman filter. In the analysis here, it is assumed that the accelerometer errors
are basically bias errors and that the gyro errors are basically constant drifts, that
is,
When r . ~ , YE, r D, and v~ are removed from the state of the INS error model of
Equations (55) and the resulting model is augmented with Equations (56). the
following is obtained:
This model can be written as
where the definitions of x and A are obvious. The latter model describes the prop
agation of v~ and v~ when the INS is at rest and the accelerometer and gyro errors
192 Inertial Navigation Chap. 5
sL and CL denote, rcspcaively, the sine and &e of L, and the subscripts N, E, and
D denote the no d, cast, and down mmponents, rcspsctively.
Figure 510 State Equation of Terrestrial INS Error Model (From [Barltzhatk et al . , 19881,
0 1988 AIAA)
are constants. Although it seems that this model is not general enough, it turns out
that the conclusions derived from it are quite useful. An estimate of the state vector
yields the estimation of $, as well as the estimate of the accelerometer and gyro
constant errors. Obtaining the former is known as alignment, and obtaining the
latter is known as calibration. An examination of the models given in Equations
(55) and (57) from the point of view of a control analyst is presented in Bar
Itzhack and Berman [1988].
5.4 GIMBALLED INERTIAL NAVIGATION SYSTEM (INS)
In inertial platform gimbal mechanizations, the gyroscopes mounted on a stable
element in a gimbal1 system measure angular rates, and the gimbal drive system
uses the angular rate information in a feedback manner to rotate the gimbals and
null the angular motion sensed by the gyroscopes. In this manner, the gyroscopes
and accelerometers mounted on the stable element are inertially stabilized from the
vehicle motion and the stable member physically represents an inertial reference
frame.
Alternatively, control torques to the gyros can cause them to precess at pre
cisely the same rate as the combination ofthe earth's rate of rotation plus the angular
ratc of thc vehicle's position with respect to the earth. In this way two of the
accelerometers can be maintained in a locally level plane, the third being parallel to
the vertical axis a t all times. Most aircraft and marine gimballed inertial navigation
systems are mechanized in this manner.
5.4.1 Gimbal Mechanism
In aircraft applications, a fourgimbal mechanism as shown in Figure 51 1 for the
platform unit of a gimballed INS is required to avoid gimbal lock. In surface vchicle
applications, a threegimbal mechanism for the platform unit of a gimballed INS
suffices as shown in Figure 512.
Sec 5.4 Glmbalied Inertlal Navigation System (INS)
Outer
Accelerometers)
Figure 511 FourGimbal Mrchani sn~
5.4.2 Inertial Sensors on the Stable Platform
Inertial sensors on the stable platform are gyros and accelerometers. If SDF (single
degreeoffreedom) gyros are to be used, three gyros (mutually orthogonal) are
required for the north, east, and vertical (NEV) coordinates. If 2DF (twodegree
offreedom) gyros are to be used, two gyros are required and installed. In Figure
513 three gyrolaccelerometer pairs are installed so as to measure the angular rate
and acceleration along each of three axes.
5.4.3 Platform Alignment Modes
There are t wo alignment modes, coarse alignment and fine alignment. In the coarse
alignment mode, accelerometers are used for leveling control of the platform, while
Figure 512
ThreeGimbal Mechanism
Inertial Navigation Chap. 5
Figure 513 Inertial Sensors on the Sta
ble Platform: ThreeGyroIAcceleromet~
Pairs
the gyros sense the direction of zero earth rate (eastwest). In the fine alignment
mode, AZ gyro slew gives a more accurate aiignment of the platform. During the
fine alignment or gyro compass phase, the objective is to keep the pitch, roll, and
AZ gimbal aligned with true north and the horizontal. Any AZ misalignment causes
the east gyro to sense a component of the eaith rate and thus tilts the platforn~ about
the eastaxis. The north accelerometer then generates a pseudo velocity due to the
platform tilting about the eastaxis. The pseudo velocity is then used to drive a r
gyro torquer and its associated gimbal servo to achieve the proper alignment.
5.4.4 Navigation Mode
Gimbal systems provide a good dynamic environment for inertial instruments, par
ticularly in vchidcs that are to perform at high maneuver Icvels, since the gimbals
isolate the gvros from the rotational environment. In fact, the state of the art is such
",
that navigation performance of gimbal systcms can approach alnlost errorfree in
strument operation, to the point where uncertainties in the knowledge ofthe gravity
field become the dominant sources of navigational error. A simplified diagram to
show the relationship between the platform and the navigation computer is given
in Figure 514. The two mechanizations for the platform attitude reference are the
space stable and local vertical. The platform spacestable inertial mechanization is
given in Figure 5l5a. Figure 5l5b illustrates the case in which the geographical
northpointing locallevel navigation frame is the instrumented stable member frame
for a gimbal system. The local~level frame is the most common for gimbal systems.
The localvertical frame is usuallv a form of a fiecarimirth reference frame in which
.,
no attempt is made in a gimbal system to point one of the stablemember axes north,
as illustrated in Figure 515c. This mechanization eliminates difficulties in flying
over the earth's poles. Two of the axes are maintained level but are free to rotate
in azimuth aboutthe third axis, which is maintained along the local vertical [Schmidt,
19871.
Figure 516 shows a block diagram of the x channel in a navigation computer.
The operations of a navigation computer include: (1) The correction rate o, is used
Sec. 5.4 Gimballed Inertial Navigation System (INS)
I Acaltr~metm 1 Navigation
Gym 'bquing Rates mpuution

.
Pl a t f m Heading
&Attitude
L     J
Figure 514 Re l ~r ~ons hl p bcr\vecn rhe Plarfi)rni a t ~ ~ i t l i ~ N L Y I ~ L ~ I O I ~ Co~i i pi ~t e r
to torque the y gyro, and thus causes gyro precession. The gyro output is then used
to drive the platform servo so as to maintain the xaxis horizontal. (2) As, Ay, and
Az are the measured accelerations from accelerometers in the navigation coordinates.
(3) The correction at the Ax summing point is composed of coriolis, centrifugal,
and transport accelerations.
5.4.5 System Internal and External Interfaces
It ~rc' rt rr~l Itlterfilce: The gimballed INS typically consists of eight main functional
blocks. For each function block, the interface infor~nation is given as shown
in Figure 517.
E.urrnrnl 111teuf;lce: The I10 (inputloutput) interface between the gimballed INS
and vehicles is given as follows: (1) InputsIn order to permit operation in
aidedinertial configurations, a standard INS accepts the following digital in
puts in MUX serial format (MILSTD1553): position update (latitude and
longitude), velocity update (velocities in INS coordinates), angular update (an
gles about INS axes), and gyro torquing update (torquing rate to INS gyro
axes); and (2) OutputsThe system provides pitch, roll, and heading in both
analog (synchro) and digital form. In addition, the following outputs are pro
vided on a serial MUX channel (MILSTD1533): present position (latitude,
longitude, altitude), vehicle attitude (pitch, roll, true and magnetic heading),
vehicle velocity (horizontal and vertical), and steering information (track angle
error).
5.4.6 Navigation Mechanization and Error Model
Mechanization. In the example of Figure 518 Uoos and Krogmann,
19811, the diagram consists of two portions: I MU and navigation computer. On
the I MU platform, there are three SDF gyros and three accelerometers with their
sensitive axes pointing in (N, E, V) coordinates. In the navigation computer, the
vertical channel is aided by the baroheight. The navigation computer includes com
pensations for earth rate, vehicle rate with respect t o the earth, coriolis acceleration,
and gravity. Figure 519 depicts Doppler aiding where the aiding velocity reference
V.YD comes from a Doppler radar [Streeter; 19721. With the errob e,, the original
! kcel er met er
trtod mo n
inertally
stabilized
platform
U
Pccekrometer
measured spcci f ic
force in lnertml
CQardiwtes
t
Al t ~t ude Information
itotiliied
platform
Init~ol c o n d ~t ms
I
Nav~got ~on Lotitude ( L )
Posttlon ~n computer
* Lonpitude ( I I
l nert ~ol cwrdt not es
Al t ~t ude ( h )
t
(B)
Indial Altitude
Wndtt~otn mfamoton
Velocity lv7
ws~tlon (L, I , &
Figure 515
(a) I'latforn~ SpaceStable Inertial Mcchanization (b) I'latform Geo
graphic LocalVertical Mechanization (c) Platform FreeAzimuth Mechanization
(Rrprinfed with prnnissio~t jotn (Srh~nidf, Sysfons fi Co~~f r ol 61cytlopedio), Copyright
11987), Per.qafnon Press PLC)
Sec. 5.4 GImballed lnertlal Navlgatlon System (INS)
Figure 516 x Channel Mechanization
o i a Navigation Computer
undamped loop can be damped as follows: (1) With free inertia ( k = 0, no Doppler
aiding), the characteristic equation is s " glR = 0 with natural frequency w, =
(glR)'12 = 2 n l T where the period T is the socalled Schuler period; and (2) With
Doppler aiding, the characteristic equation is s' + ks + gl R = 0 with damping
ratio 5 = kl(2w,,). Thus, with Doppler aiding, the original undamped system will
be damped with damping ratio 5.
With altimeter nidirlg (see Figure 320), the altitude reference h~ is given by an
altimeter and thus generates the flight height error E,, to damp the loop. In Figure
520, thc feedback gains KI and K2 can be selected so as t o nicely damp the vertical
1 0 0 ~.
*15V DC Power l l SAC 400&
26AC 400 Hz
Gyro Master
 28V DC
I
Gym Torque DatalAddress Bus
b MUX
MUX Bus
Gyro Output IMU Control 
I
Acc. Output

Platform ACC. Captu:
Gimbal Stab.
IMU Status
Platform INS I Vehicle
~~~~~~~i~~ velocity pulses VO .e,
I
I
. ?
t
Platform Pitch, Roll & Heading
Vehicle Altitude
Display Indicator (ADI)
Figure 517 Interface Information for Gimballed INS
See. 5.5 Strapdown Inertial Navlgatlon System (INS)
J
Figure 519 Doppler Aiding
Error models. In the Doppleraided INS error model shown in Figure 5
21, there arc nine states in the loop, five statcs in the A.y loop and four statcs in the
A loop (not shown). For altitude aiding, the error model is depicted in Figure 5
20. A selfcontained navigation system without aiding has the error model shown
in Figure 522a. Figure 522b illustrates a block diagram of a generalized mecha
nization for a locallevel freeazimuth INS.
Performance tradeoff analysis. The errors 6x in any inertial system
mechanization (for example, nine states as in Figure 521) can be cast in the usual
statevariable form 6x = F6x + Gq where the coefficient matrices are functions of
the system mechanization and vehicle dynamics [Schmidt, 19781. This allows the
standard covariance matrix propagation equations to be used in predicting inertial
system performance. If external aids (see Section 5.7) are to be considered, the
Kalman filter update equations can be applied to study requirements on aiding ac
curacy, frequency of updates and so on, to predict accuracies in the estimates 6 i
that could be achieved in the actual implementation [Schmidt, 19871.
5.5 STRAPDOWN INERTW NAVIGATION SYSTEM (INS)
A generalized strapdown INS consists of IMU, electronic unit (EU), and computer
unit (CU). The IMU is a sensor package with a gyro triad and an accelerometer
triad without a gimbal device. This is the main difference between strapdown nav
igation systems and gimbal navigation systems. Since there are no gimbals to keep
the sensor package in a prescribed orientation, there is an extraordinary computa
tional load imposed on the CU. The basic concepts of the strapdown inertial nav
igation are that the bodytoNAV direction cosine matrix is computed using strap
down bodymounted gyro outputs. Then the horizontal and vertical accelerations
are computed analytically using this direction cosine matrix to transform acceler
ometer outputs into locallevel navigation coordinates.
5.5.1 Generalized Strapdown Mechanization
A simplified block diagram showing the IMU and navigation computer is given in
Figure 523. An overview of the strapdown mechanization is given in Figure 5
24. From this figure, it is seen that the acceleration Ab (in body coordinates) is
8 Vertical
9
Definition of Variables
(Error Model)
bVX, bVyv 6VZ
VELOC I l Y ERROR
*xl *y
PLATFORM TILT
'Jz
AZIMUTH ERROR
b+,, ANGULAR POSITION ERROR
R ~ * Ry RADIUS OF CURVATURE
A;
VERTICAL THRUST ACCELERATION
9 VERTICAL GRAVITY APPROXIMATION
%
CONSTANT ' 32.2 ft/sec2
vx. vY* V,
COMPOSITE ACCELEROMETER ERROR
c ,
X ' Y Z ,
COMPOSITE GYRO ERROR
s gx, bgy bgZ
GRAVITY ANOMALY
s h ALTITUDE ERROR
I T 7
C.. P., V. CORRECTION TERMS
1 1 I
i  x, y, z
.
Sec. 5.5 Strapdown lnertlal Naulgatlon System (INS)
b
Figure 521 Srarc Error 6.4, Model
transformed onto locallevel axes to compute the NAV axes acceleration compo
nents A,, A,, and A,. The internal structure of the strapdown navigation system
is given in Figure 523. Note that in this figure, the angle and velocity output of
the inertial sensor components are small increments to be integrated in the body
attitude and velocity computations. Thc small increments in A0 and A V are pro
cessed as shown in Figure 526. Figure 527 Uoos and Krogmann, 19811 is another
view of the same system depicting the gyros and accelerometers. A detailed block
diagram of a rate gyro strapdown inertial navigation system is presented in Boggess
[1986].
5.5.2 Strapdown Navigation Computer
The strapdown navigation computer may transform the bodyaxis sensor data into
either inertial coordinates or into geographic localvertical coordinates. The strap
down system computing in inertial coordinates is given in Figure 528a. The strap
down system computing in geographic localvertical coordinates is given in Figure
328b. Figure 529 shows a generalized block diagram for strapdown inertial com
putations. This diagram shows that the computations are partitioned into two parts:
a highspeed section that transforms the bodyaxis measurements of acceleration
and attitude rates into navigation axes, and a slowerspeed section that performs
the navigation routines just as they would be computed in a gimballed system.
5.5.3 Strapdown Computer Requirements
Typical computer requirements for a strapdown NAV computer call for a 16bit com
puter whose properties include a speed of 250350 KOPS (the computer throughput
b P ~
tan* &P . pX sccZ+b
Y $
5 4 * "a ' %
u box *I bo
Y Y
I  IC, b y + 4. bpi ]

.
MEClL4NlZATlffl
NORTHPOIM ING
{NO POlAR CAPABILITI)
WANDlR
AZIMUIH
I W U R
CAPABILITYI
FRE AZI MUI H
F W U K l
V N l P M R
gGikw
lMISPHRL
L M P SI GN
SOUI HRN
l MI SPHi E
Figure 522 (a) Level Channel Error Model (b) Generalized Mechanization for LocalLevel
FreeInertial Navigation Systems (From [Martin, 19861 wi t h permissionf*om Litton)
1. I. 2
A,. AY. A,
v,, v,. vz
P,, P,. p,
n, . ~l,. 9
b
rn
f
4
h
a
C~
"*
$#, + =x.J?, %,
I  %
o
 cclZ

$49 ' %+' 1
I$, t 1)
Uechmuet ton
mrtb0i.tiu ( a= O)
(no 0181 a p h i l i t l )
wee ui at h

m?i pt i m ~ l t l d i 0 8 t e .XU
h l e m r t e r ar t pt s
v.locltY ant8 relatire to e u t h
?l.tlan mrulu n t e sat. relatlra to b r t h
u n h rat. C~S
tic altitude
UUd to1181 ndiuS Of the
n~t t . si y 01 tho ur t h
tic latitld*
laeitpd*
h h t h d e r  l a
Directim cmi us d * f i n i ~ latit*. 11
and u i u t b 10. 8 p r i f i a l b
C,, = u u a c mk  s i n a s i n 4 8 i a h
c, , =  . h a wk  c a a s i . Cs i . A
C, = w 4 s i . k
$, = s i n a co 6
c , = s ol a c 04
c,, = .lo 4
i
0
An
b & r
h h t h
(Dl U
Umbi l i b)
P ~ u ~ ~ i (i+qclZ
~ ~ p o l a r
Vppr s i w
I(0rtb.m
I*.isobe~cn
1 siw
ht be r n
Hais~b*r*
iA:
204
Inertial Navigation Chap. 5
IMUICOMPUTER ELECTRONICS
IIIII.IIIIII
CDU
r
I
I r
.
i I I 
7
I SENSOR I MU ELECTRONICS COMPUTER ( I
I
I
BLOCK
 REBALANCE
I
110
I
I I ' CONTROU I
I GYROS ELECTRONICS CPU I I DISPLAY
MEMORY I UNIT
POWER SUPPLIES.
I
I ACCELEROMETERS 
4 n
I
I
TIMING
I I
I
I
J
I I
I
A
I
LI.II.IIII.IIIIIIIJ Ld
(A)
1 IMU (Electronic Gimbal)
Transform
Strapdown
Accelerometers Navigation
Computation
.. Attitude Rotation Rates
Strapdown Attitude PseudoPlatform Heading
Gyros * Computation ,Attitude
A
Figure 523 (a) T\pical Strapdo\vn System Simplified Block Diagram (b) Strap
down IMU and Na\.igation Computer ((ai fi t n marf fit^, 19861 u~irlt pcrmissiotl.~otn
Lirrot!)
may rcach 3.0 MIPS to support a wide bandwidth autopilot for high dynamic ap
plications), a memory sizc of 1215 K, 1 pS for addition, 8 pS for multiplication,
and 10 FS for division. Thesc con~putation requircmcnts are for 1 NMIIhr navi
gation systclns. Thc eri~~irotirtictital reqrrirctr~etits include an accclcration of 1330 g,
50010000/scc maximum angular ratcs, a 100 g (20 MS) shock, a MILE5400 (curve
IV) vibration, and a MILE5400 (Class 2) thcrmal.
5.5.4 Strapdown Error Model and Analysis
Error sources. l3asically, thc strapdown crror sourccs can bc grouped illto
thc two following catcgorics.
Instrument Errors. Thcrc arc significant diffcrcnccs in the navigation per
formances bctwccn gimbal and strapdown systclns bccausc of calibration limita
tions, sensor inaccuracics, colnputational errors, and sensor crror propagatioll cf
SAME AS LOCAL LEVEL AND
ALTITUDE
f REE INERTIAL
NAVIGATION EQUATIONS
TO BODY AXES
LOCAL LEVEL AXES
RESOLUTION
BODY AXES
t
C T
OCI 1 = [OX' Oy' \]
: Oi ' P i +ni : i = X. y, z
LOCAL LEVEL SPATIAL RATES I N LOCAL LEVEL AXES
Figure 524 Generalized Strapdowll Mrcl ~~ni zati onl (1:rorrl /Alclrrirl, IY#6/ wirh prrrr~issi~~r,li~~,,~
Lillor!)
206
Inertial Navigation Chap. 5
Vehicle Body Ckxdiite System
A
Reference h r d i i a t e System
(Locally Level, A Space Em)
Figure 525 Internal Structure of the Strapdown Navigation System
fects. Of these, the instrument errors can be caused by the following error sources
[Schmidt, 19871. (1) Calibration limitations on strapdown systems arise because the
inertial sensors, which are rigidly attached to the vehicle, cannot be arbitrarily ori
ented at different angles to provide known inputs from the earth's gravity and
angular velocity vectors for a stationary vehicle. (2a) In singledegrceoffreedom
gyros, a gyro drift, called anisoinertiainduced drift, will be prescllt whenever the
gyro experiences accelerations such as vibration concurrently about its spin and input
axes. To eliminate such an error source requires complicated compensation, so the
system designer must understand the interplay between vehicle environment, sensor
)Attitude (0, $, q)
+Velocity (Y , Vy, V,)
0

A0
P' &
R' MY Attitude
Vchick
4 Inertial
Bod' sensor
Figure 526 Typical Strapdown Software Requircmcnts (F~OIII /hlorritr, 191161 urirh
perrnisriorl j o ~ n Lirrort)
4
BODY COMPUTATIONAL
F R M FRAME
 ( W e @ , * I
AVx
a;
SENSOR ATTITUDE MATRIX
COMPENSATlON
INTEGRATION. NAVIGATION
TRANSFORMATION EQUATIONS
EQUATIONS
+Present Pasition (k, h a) mponent s
and
velocity
SYSTEM
, OUTPUTS +
(LATLONG)
Conuol System
A

Campubtiom
 
SELFCONTAINED
ALIGNMENT
EQUATIONS
.
Sec 5.5 Strapdown Inertial Navigation System (INS)
Figure 527 Gyr o and Accelerometer Components of Strapdown Navigation Sys
tcrn (Frorrr Uooi nrrd Kroyrnarm, 19811 wi r l ~ purnrrisio~r jorrr AGARD)
design, and the resulting navigation system performance when selecting a particular
type of gyroscope for a strapdown system. (2b) Gyrotorquing scale factor error,
particularly asymmetrical scale factor, causes errors in a vibratory environment. (2c)
Output axis rotation error causes the strapdown gyro to have a drift error propor
tional to the angular acceleration along its output axis. This error source usually
dictates how the gyros are mounted in the vehicle; the output axes of the gyros can,
for example, be placed along the yaw andlor pitch axes in an aircraft application.
(3) Alignment errors incurred by initializing the transformation matrix using the
accelerometers for leveling information result in tilt errors which produce navigation
errors. (4) In strapdown navigation systems that have external position or velocity
aiding sensors one can calibrate accelerometer biases in flight, since they produce
observable errors in a strapdown system, but not in a gimballed system.
Computational Errors. Computationinduced errors in strapdown systems
refer to those navigation errors introduced by the incorrect transformation of the
bodymeasured specific forces to the computational frame. The factors causing the
incorrect transformation matrix include: the algorithm used to generate the trans
formation matrix, the speed at which the transformation occurs, the roundoff due
to computer word length used, quantization of gyro outputs, truncation due to
integration scheme, and renormalization of the quaternion vector. They all play a
part in contributing to computational errors. Since this type of error also depends
on the vehicle's dynamic environment, most designers evaluate it by computer
simulation [Savage, 1984(a)].
Inertial Naulgation Chap. 3
s p c ~ f ~ c cone m

anoulor Hlocnv of
thl body wflh RsWct
to ncrtal w e
Altitude ~ n f m t r n
Figure 528 (a) Strapdown System Computing in Inertial Coordinates (b) Strap
down System Computing in Geographic LocalVertical Coordinates (Rrpritlted with
permisriot~f*om (Schmidt, Sysrmis G Control E~lryclopedia), C o p y r ~ k t (1987), Pergamon
Prrss P L C )
Error model. A strapdown error ~nodcl is depicted in Figure 530.
5.5.5 Operation Flow Diagram
The functional flow of strapdown navigation systems is dividcd into five blocks as
shown in Figure 531.
Sec. 5.6 Cornparkon and Analysls of QLmbal versus Strapdown
NavIpcrtlm  Conpltath
I
lbmmon to strquklvm and Ohlbalkd Syrtrml
I
I
Figure 529 Block Diagram of Strapdown Inertial Computations (Frorn Uo o s a d K r o , q ~ t l ~ ~ t ~ n ,
1981/ wirh pr nni s s i ot t j ot n ACdRD)
5.6 COMPARISON AND ANALYSIS OF GIMBAL VERSUS
STRAPDOWN
5.6.1 Feature Compari son
Not only is a gimbal system inherently more accurate than a strapdown system,
but calibration is also easier with a gimbal system. In addition, there is less com
putation involved and less demand placed on the gyro. On the other hand, a strap
down system is smaller in size and more reliable than a gimbal system, eliminating
AID conversion of synchro signals as well as electromechanical components. At
titude and heading data in a strapdown system are in particular most accurate. Fur
thermore, angular rates are inherently available in bodyreferenced axes, making
strapdown INS suitable as a flight control sensor. Multiple redundant systems of
strapdown systems are required when used for flight control because in that role
they become critical to flight safety.
5.6.2 Navi gati on Errors Compari son
This section presents a comparison of navigation errors based on a detailed analysis
appearing in Schmidt [1987]. While the strapdown system errors listed in the dis
cussion that follows appear in Section 5.5.4 (Instrument Errors), they are again
mentioned here for the purpose. of a direct comparison between strapdown and
rx
..
$$ + " I
P
a"'
+
uX
C $
OX
C
Sec. 5.6
Cornparkon and Analysis of Glmbal versus Strapdown
Main Lie
4
Stan & Self%st
{
Senror Ibt
Block 1 Ucctronicr %t
Pmcessor %st
4 'Iiansfomtion Matrix 1 Block3{ {
ReadIn Poaition & Velocity
Initialize
Level (SelfAlignment)
Herding Alignment
Sensor Uibntion
Attitude Update Gym OP Compensated
Add LnbRate & ?hnrpon Rate
<
No
Navigation
Guidance & Control
+
Figure 531 Operation Flow in Strapdown Navigation Systems
gimbal systems. There are significant differences in the navigation performance
between gimbal and strapdown systems because of calibration limitations, sensor
inaccuracies, computational errors, and sensor error propagation effects. The ina
bility to arbitarily orient the rigidly attached inertial sensors of strapdown systems
to provide known inputs from the earth's gravity and angular velocity vectors for
a stationary vehicle results in calibration limitations. Conversely, a gimbal system
is mechanized so that the inertial component outputs at different angular orientations
can be compared with the known input components of gravity or earth rate and
the sensor errors calibrated in a series of test positions that expose the error sources.
Since only a few of the strapdown sensor errors (compared with a gimbal system)
can be calibrated, the system designer must depend on stability of the instruments
between removals of the system from the vehicle for calibration. The errors that
cannot be calibrated in a strapdown system propagate into navigation errors when
the system begins to navigate. Sensor inaccuracies that arise from motion of the
vehicle are even more difficult to calibrate in a strapdown system. The dynamic
response characteristics of the inertial sensor under consideration for use in the
navigator must be well understood and the limitations on navigation performance
must be evaluated early in the system design.
Gyrotorquing scale factor errors such as asymmetrical scale factor errors in
vibratory environments represent another significant source of strapdown system
212
Inertial Navigation Chap. 5
sensor error. In a localvertical gimbal system, gyro scale factor errors usually have
a small effect on navigation system performance, since the torquing angular rates
are small, being nearly equivalent to earth rate plus the angular velocity of the vehicle
over the earth's surface. In a strapdown system, the gyros must, in addition, be
torqued for the attitude rate of the vehicle; consequently, gyro scalefactorinduced
navigation errors can be quite large. Misalignments of gyro input axes in strapdown
systems are also important, for similar reasons. Another major sensor error source
in strapdown singledegreeoffreedom gyros is output axis inertia. In this case, the
strapdown gyro has a drift error proportional to the angular acceleration about i t s
output axis.
Computationinduced errors in strapdown systems are those navigation errors
introduced by the incorrect transformation of the bodymeasured specific forces to
the computational frame. The transformation algorithm, its iteration rate, the com
puter word length and the inertial sensor quantization all play a part in determining

computational errors. In addition, this type of error depends on the vehicle's dy
namic environment [Savage, 1984(b)].
Sensorinduced navigation errors propagate differently in a strapdown system.
As noted in Schmidt [1987], in a gimbal system during selfalignment, the acceler
ometer outputs are used to level the stable member and the misleveling of the stable
member is due primarily to accelerometer bias. When the system starts to navigate,
no significant position or velocity errors occur due to this error source, since the
platform tilterror contribution exactly cancels the accelerometer biaserror contri
bution. In a strapdown system, where selfalignment occurs by initializing the trans
formation matrix using the accelerometers for level information, the identical type
of tilt error results. However, when the system starts to navigate and the vehicle
heading changes, the orientation of the inertial sensors changes with respect to the
alignment (or navigation) axcs and the net rcsult is to introduce a step of acceleration
error, equal to the value of the accelerometer bias if the heading changes by 90 dcg.
Subsequently, velocity and position errors arise both from accelerometer bias and
from the initial tilt error that bias introduced during alignment.
These error effects in strapdown navigation systems that have external position
or velocityaiding sensors means that one can calibrate accelerometer bias in flight,
since it produces an observable error in a strapdown system. Detailed computer
based evaluation of performance, including algorithm errors, in a strapdown systcm
design requires the use of a wholenumber type of simulator rather than a statistical
(or covariance) approach. This simulator can also evaluate the effects of nonlinear
sensor errors and quantization errors. Such computer programs are used widcly in
the inertial systcnl manufacturing industry. Generally, designers will use the rule
of thumb that for gimbal systems 0. 0l0h' of gyro drift will produce a position
error growth rate of 1.85 km h' and a velocity error of approximately 1 ms' for
a terrestrial navigation system; for a strapdown system, the errors would be 20
percent to 50 percent worse. However, as mentioned in Schmidt [1987], thc dif
ference in errors can be small, depending on the vchiclc environ~nent and thc use
of other aiding sensors (Doppler velocity, positionfixing radar, satcllitc navigatiol1
Sec. 5.7 External Navlgatfon AIds 213
receivers, and so on). Consequently, the process of preliminary system selection
involves the choice not only of system conlponcnts and mechanization but also of
aiding devices and frequency of updates. These tradeoffs are usually conducted
with a generalpurpose covariance analysis program [Schmidt, 19781.
6.7 EXTERPUU, NAVIGATION AIDS
An unaided INS has the advantage of possessing allwcather, allattitude, and non
radiating characteristics; highdynamic response; and selfcontained navigation. Dis
advantages include unbounded position errors and oscillatory velocity errors, ab
sence of inflight alignment, long reaction from cold start, and poor recovery from
power interruption. Among the disadvantages, unbounded position error and os
cillatory velocity error are of most concern to the designer. Thus, it is often necessary
for navigation systems to be aided by some other external navigation sensors.
5.7.1 Aided Inertial Navigation Mechanization
Referring to the ninestate error propagation equation shown in Figure 510, for
example, there are generally three types of aiding available to inertial navigation
systems. These are position aiding, velocity aiding, and attitude aiding. Each of
these augmentations directly observe one or more of the error states in the INS. In
.
addition, various combinations of these three aiding techniques may be used.
GPS, TERCOM, LORAN, and TACAN are positionaiding devices. Doppler
radar and GPS can both provide velocity updates. Another very important velocity
update is available on stationary vehicles, namely a zerovelocity update. Stellar
observations made by a telescope mounted directly on the stable element of an INS
provide attitude updates, actually psiangle updates. Other examples of attitude
updating are stored heading alignment and attitude matching transfer alignment
from a master INS to a slave INS.
Effect of augmented inertial mechanization
Error Improvement. From Figure 532, it is seen that the augmented inertial
mechanization may keep acceleration, velocity, and position errors in a fixed region.
Figures 532a through 532c represent selfcontained navigation systems. Among
them, the first figure represents the worst case involving freeinertial navigation,
and the last figure represents the best case involving position navigation. However,
augmented inertial mechanization as shown in Figure 532d, provides acceleration,
velocity, and position errors which are much better than those of the three self
contained systems.
Cost and Performance Improvement. From Figure 533, it is seen that, in
the region of drift rate O.OOlO/hr, and 0.02"/hr, the position or velocityaided inertial
214 Inertial Navigation Chap. 5
TIME +
AUGMENTED INERTIAL NAVIGATION
Figure 532 Augmented Inertial Rationale (From [Martin, 19861 with permission from Litton)
REQUl RES
OCl TY
COST 100
10
0 . 0 0 1 ~ 1 ~ ~ 0 . 0 1 ~ 1 ~ ~ O. l 0l H~
I
L 0 ' 1 ~ ~
0. lMlHR LO MllHR 10 MllHR
PERFORMANCE
Figure 533 Typical Cost vs. Performance: Unaided lnertial 8: Augn~ented Inertial
Navigation (From [Martin, 19861 with prrmissiot~ ,kom Littoti)
Sec. 5.7 btemal Naulgation Aids 215
mechanization has a lower cost than the unaided one. This is not true for stellar
aided systems which cost considerably more than an unaided INS.
Advantage of Augmented PositionVelocity Inertial. The advantages of aug
mented positionvelocity inertial mechanization include: multibackup modes; pro
tection against spoofing or position; rateaid for position sensor; good dynamic
response; inflight startup and alignment; and bounded position, velocity, and head
ing errors. When an augmented inertial mechanization is no longer selfcontained.
that is, i t requires external cooperation, its dominant disadvantage is its susceptibility
to RF noise and propagation errors.
5.7.2 Global Positioning System (GPS)
Among the current generation of positioning and navigation aids, it is perhaps GPS
coupled with newer and betterdesigned fieldqualified receivers that provide un
precedented positioning and navigation capability.
Requirements. The objective of a GPS is to develop a worldwide precision
navigation system based on satellites so that it can be applied to all classes of military
and possibly commercial operations with an accuracy of 25 ft in three dimensions.
In conjunction with other systems, a GPS, with its precise position, velocity, and
time is very versatile and is applicable to a variety of air, land, and sea services and
operations. GPS will be an integral part of future navigation systems. The appli
cations of a GPS include: time transfer; range instrumentation; geodesy and survey;
antisubmarine warfare; launch vehicle guidance improvement; mine and sensor de
livery; missile inertial system updating; field artillery and shore bombardment; close
support and common grid coordination; riverine and smallcraft operations; land
vehicle navigation; enroute nautical and aeronautical navigation; VTOL, STOL, and
helicopter takeoff, landing and cruise operations; and photomapping, phototargeting
coordinate bombing.
GPS overview. GPS is a spacebased radionavigation system which is func
tionally divided into the space, control, and user segments. The space segment
consists of a constellation of navigation signal time and range (NAVSTAR) satellites.
A full constellation will have 21 satellites plus 3 active spares. They will be uniformly
distributed in 6 orbit planes, providing 4 to 7 visible satellites at any time anywhere
on earth. The planes are inclined 55 deg with respect to the equatorial plane. The
orbital altitude is 10,890 nautical mi. NAVSTAR measures range to a set of four
satellites in 12hour orbits, by timing the arrival of radio signals transmitted from
the satellites at precisely known times. Theoretically, a minimum of only three
satellites would allow a fix to be obtained but since three satellites may not always
be in suitable positions, and because timing errors in the receiving system have t o
be eliminated, a fourth satellite is necessary [Barnes, 19871. Each satellite trarismits
specially coded signals that allow individual satellites to be distinguished, and the
216
Inertial Navigation Chap. 5
range and rate of range change to the user to be measured. The signals are pseudo
random binary noise codes (PRN). Two different codes are transmitted in phase
cluadrature, providing a standard positioning service (SPS) and a precise positioning
service (PPS). A lowrate data message is also transmitted. The control segment
has five monitor stations that track all satellites in view of their antennas. Data are
transmitted to a master control station where processing takes place to determine
orbital and clock modeling parameters for each satellite. The information is then
uploaded to the satellites by one of three upload stations. The satellites incorporate
this information into the data message.
The user segment consists of equipment designed to receive and process the
satellite signals. The unique codes transmitted by each satellite allow the use of
common RF carrier frequencies throughout the constellation, a process known as
code division multiplexing. Measurements from four satellites are required in the
general case. The United States Department of Defense has developed two classes
of receiver, continuous tracking and sequential tracking. The continuous tracking
receiver provides a dedicated channel for each satellite being tracked and a fifth
channel that performs ancillary functions (for example, ionosphere correction, in
terchannel bias measurement). The sequential receiver has one or two channels, for
low and mediumdynamic applications, respectively. In these receivers the channels
are time shared among satellites and housekeeping chores [McGowan, 19871.
Measurement principles. The following discussions on measurement
principles are based on McGowan [I9871 as follows.
Range Measurement. The PRN code in each satellite is reset to its initial
state precisely at midnight, Saturday (Universal Coordinated Time). The codes have
sufficient period so that no state will be repeated bctween the weekly resets. The
receivers generate a replica of the code and phaselock on it using correlation tcch
niques. The receivcd code phase provides a dircct indication of the time of trans
mission of the code and allows the transit time of the signal to be calculated against
a local clock. Scaling this measurement by the speed of light (c) determines the range
betwecn the user and satellite antennas. This quantity is known as pseudorange
(PR) because it contains errors. Two dominant error sources are the error in the
local clock (its quality is at least an order of magnitude worse than that of the satellite
clock) and atmospheric dclays suffcred by the signal.
Ti me Measurement. The mcasurcn~cnt of transit time by the rcceivcr con
tains thc bias bctwecn the satellite and uscr clocks. Since it affccts all mcasurcmcnts
cqually, it can bc cstimatcd as part of thc solution. Whcrc three 111easurcmcnts arc
nccdcd to dctcrminc thrcc position coordinatcs, a fourth allows clock bias to bc
determined.
Range Rate Measurement. During pcriods of sufficient rcccived signal qual
ity (CINo > 29 dB), thc rcccivcr can phaselock onto the carricr. Thc Doppler shift
observed 1s uscd to dctcrm~nc the lincofsight (LOS) velocity betwccn the satcllltc
and uscr. This mcasurcn~cnt is implcmcnted as an integrated Doppler known as the
Sec. 5.7 External Naulgatlon AIds 217
pseudodeltarange (I'DR), which is a measure of the range change during the in
tegration interval.
Performance. Table 51 lists the error budget for the PR measurement,
assuming that the dualfrequency ionospheric co~npensation technique is used. As
shown, a measurement error of 5 m is predicted. The test results indicate that the
highfrequency fluctuation of the error is less than 1 m. The error was dominated
by a bias component that ranged from 710 m [McGowan, 19871.
INS updating. Figure 534 illustrates a block diagram of a typical imple
mentation using the GPS system as an update aid for an inertial system. Note that
the filter estimates receiver errors as well as inertial navigation errors. However,
realistic modeling of all error sources usually results in a state vector dimension that
prohibits full implementation in the vehicle computer. Tradeoffs to determine the
appropriate suboptimal filter to implement are then required [Schmidt, 1976; Set
terlund, 19861. From these performance tradeoff analyses, a set of system perfor
mance specifications can be developed prior to implementation and integration
[Schmidt, 19871.
5.7.3 Tactical Air Navigation (TACAN)
TACAN is a twodimensional navigation system used for piloted aircraft and is
based on generating azimuth and distance to a fixed ground station for the aircraft.
The mechanization of TACAN centers around an airborneinterrogator and ground
transponder. The flight vehicle is provided with range and bearing lines of position
TABLE 51 GPS PSEUDORANGE ERROR BUDGET
System budget (1)
Segment Error mechanism meters
Space Segment Clock Stability
Track Perturbations
Other
Segment RSS
Control Segment Ephermeris Prediction and Modeling
Other
Segment RSS
User Segment Ionospheric Delay
Tropospheric Delay
Receiver Noise/Resolution
Multipath Interference
Other
Segment RSS
System RSS
From [McGowan, 19871 with permission from AGARD
Inertial Navlgatlon Chap. 3
Uncorrected
nOviVion vorlo ICS ~ovigation corrections
pseudoronge
and pseudo
delta range
Figure 534 Aided InertialGPS Mechanization (Reprinted with permission jot11
(Schmidt, Systems fi Control Enrydopedio), Copyrishr (1987), Pergemort Press PL C)
by a ground transponder which uses a nearly pulse type of transmission for range1
bearing loci measurements. I t operates on a frequency in the Lband (1.0GHz)
range, and has an operational range of 150 NM (LOS) at an altitude of 15,000 ft.
It has an accuracy that is on the order of 2001,500 ft in range/(bounded) radial
position error and 0.5 deg1.0 deg (100 ft / NM) in bearing/(bounded) angular po
sition error. The resolution is approximately 100 ft in range and 0.5 deg in heading.
It is the bandwidth that limits the range resolution to 100 ft, while the Lband
frequency and the beamwidth of the transponder antenna limits the bearing reso
lution. In Figure 535a, it is seen that the angular position error is 10,000 ft at 100
NM, corresponding t o the bearing accuracy mentioned earlier. One way t o over
come the large angular position error is to go to a dualTACAN mechanization.
By implementing a ~ U ~ ~  T A C A N system or rangerange mechanization, the po
sition error is reduced t o 500 ft (CEP), as illustrated in Figure 535b [Martin, 19861.
TACAN advantages and limitations. Advantages of TACAN include
excellent enroutelhoming navigation aid, and accurate range and bearing over short
distances. Furthermore, i t is amenable to fixed and mobile (that is, ships) ground
stations. One of the limitations of TACAN is that it is not a navigation system and
thus requires a heading device. In addition, it is not sclfcontained because it requires
a radiating ground station. At long ranges, its crosstrack errors are large. There
are also limitations on its LOS, which require aircraft to fly high in mountainous
regions and for longrange measurements. There is a disadvantage in the fact that
radiation from the aircraft can be detected during military OPS. TACAN is also
subject t o natural and enemy environments as well as to ground maintenance ell
Sez. 5.7 External Navigation Aids
218
OPERATIONAL RANGE 150 NM ( LO9 AlRCRAFl AT 15,000 FT ALT.
RADIAL POSITION ERROR (BOUNDED)
200  1500 FT
ANGULAR POSITION ERROR (BOUNDED) LO0 (  100 FTINM)
I
TACAN STATION
ACAN STATION R
Figure 535
(a) TACAN Characteristics (b) Dual TACAN Capability Reduces
Large TACAN Cross Track Position Errors (From [Martin, 19861 wi t h permission
from Litton)
220
Inertial Navigation Chap. 5
vironment, Due to the earth's curvature, as the range to the TACAN station in,
creases, so must the altitude of the flight vehicle increase. A relationship between
the TACAN range and the altitude of the flight vehicle is given in Figure 536.
5.7.4 LongRange Navigation (LORAN)
LORAN is a timedifference of arrival system that requires one master and at least
two slave ground stations that transmit radiation to the flight vehicle. Like TACAN
it is a twodimensional system. The transmission of the ground station is approx
imately in the form of 8 or 16 pulsed (groups) at 10 KHz PRF, entailing measure
ments of hyperbolic loci of position provided by pulse envelope and phase difference.
It has an operating frequency of nearly 100 KHz and an accuracy that is on the order
of 50500 ft or more, contingent upon the geometric dilution of precision (GDOP).
The resolution of the transmission is approximately 0.01 psec X GDOP.
LOBAR characteristics. LORAN characteristics are depicted in Figure
537a, which include an operational range of 6001,000 NM on land and 1,000
1,500 NM over water and a radial position error of approximately 300500 ft in
the primary zone. The radial position error is the region of interception of the
MS#l line of position (LOP) (see Figure 537b), and the MS#2 LOP as given
in Figure 537a. MS#1 and MS#2 LOP are hyperbolic curves between MS#l
and MS#2, respectively. The hyperbolic LOP is constructed based on the receiving
time (that is, range) difference measurements between the master station and the
slave station.
LORAN advantages and limitations. Advantages of LORAN include
simplicity and reliability of airborne units, accurate mediumrange navigation aid,
and nonradiation of passive receiver. There are some limitations and disadvantages
associated with LORAN, one of which is that radiating ground stations are required
for LORAN. In addition. LORAN, like TACAN, is subiect to natural and enemy
"
environments as well as to ground maintenance environments. Also, like TACAN,
LORAN is not a full navigation system and needs to be augmented with heading,
velocity, and altitude. Its performance is reduced by the GDOP. The long smoothing
circuits of LORAN require low dynamics during measurement or rate aid to main
tain accuracy/track.
5.7.5 Terrain Contour Matching (TERCOM)
TERCOM is a form of correlation guidance based on a comparison between the
measured and the prestored features ofthe profile of the ground (terrain) over which
a missile or aircraft is flying. Generally, terrain height forms the basis of this com
parison. Obtaining the reference data requires prior measurement of the ground
contours of interest. This type of guidance is used for updating a midcourse inertial
guidance system on a periodic basis, and has been applicd to the guidance of cruise
222 Inertial Naulgatlon Chap. 5
missiles, which usually fly at subsonic speeds and fairly constant altitude [Heaston
and Smoots, 19831.
A TERCOM system uses an airborne altimeter and a data processor to correlate
the measured terrain contours with the prestored contours to obtain the best estimate
of position. The transmission characteristics of the airborne altimeter include an
operating frequency of approximately 4.4 GHz (incidental to operation) and a trans
mission type that is pulsed or CW. As the missile flies, the radar altimeter first
measures the variations in the ground's ~rofi l e. These measured variations are then

digitized and processed for input to a correlator for comparison with stored data.
Highdensity digital storage permits large quantities of data to be stored, and modern
microprocessors allow the comparison to be done sufficiently and quickly [Barnes,
19871. Through this process, the missile can determine its position and correct any
errors that have developed since the previous update. Accuracy is 1001,000 ft and
resolution is 100200 ft. Figure 538 illustrates the basic concept employed by
TERCOM. The terminal guidance stage may bebased on the final TERCOM update
and a preprogrammed course relying on the inertial system, or a separate terminal
homing seeker may be employed that can recognize the target and provide the final
guidance commands [Heaston and Smoots, 19831. The block diagram shown in
Figure 539 shows the mechanization of the TERCOM system.
OPERATIONAL RANGE @XI  1OOO NM (LAND)
SLAVE X2
RADIAL POSI TI ON ERROR lOCKl  1500 NM (WATER)
300  500 FT (PRI MARY ZONE)
STATION
SLAVE I1,
STAT I ON
MASTER
STAT l ON
(A)
Figure 537 (a) LORAN Characteristics (b) LORAN Lines of Position ( a ) j o m
[Martin, 19861 with permission j o m Liftot~ ( b ) courfesy 0jF.U'. Hardy, 1986)
Sec. 5.7 external Navlgatlon Alds
(B)
Figure 537 (Continued)
TERCOM advantages and limitations. The advantages of TERCOM
include total automation of its operation, accurate position location with a good
heading device, and selfcontained operation requiring no external support. The
224 Inertial Navigation Chap. 5
Cruise Cruise
Missile Elevation Map
Stored In Onboard
Computer
Terrai n Terrain Mapped
Previously
Guidance
Update
TARGET AREA
OPERATING RANGE  UNLIMITED (COMPUTfR CAPACITY1
RADIAL POSITION ERROR  ZW  %I FEn
Figure 538 (a) Terrain Corltour
Matching (b) TERCOM ~haracteristics
( ( aJj om /Heaston and Smoors, 198.71 lr'irh
prrmissiot~ j o m GACIAC (b)jottr /hlnr.ritlt
19861 with prrmission j o m Lirrorr)
Sez. 5.7 External Navigation Aids
Data Recommended
Cornlation Flight Path AutopiSol
4
h
I
Figure 539 TERCOM Mechanization
limitations of TERCOM are as follows. TERCOM requires varyingaltitudc tcrrain
and a radiating altimeter. Moreover, thc prestored maps must be obtained, gen
erated, and programmed in advance. In order for the updating tcchnique described
earlier to perform properly, there must be sufficient variation in the terrain to gen
erate a usable signal. Obviously, such a system will not work over water. It may
have difficulty in the midwestern region of the United States where the ground is
very flat. Therefore, consideration must be given to the terrain surrounding the
target when employing this type of guidance. The data collected for the reference
map will provide the information necessary to predetermine if the system will work
in the areas of interest [Heaston and Smoots, 19831.
5.7.6 Doppler Radar
Doppler radar on an aircraft provides a measure of the aircraft's velocity relative to
the earth. It usually consists of four beams, one forward, one aft, one to port, and
one to starboard. They are all angled downward at a 45deg to 60deg angle. The
fore and aft beams measure velocity along the track heading of the aircraft, while
the left and right beams measure crossheading velocity. All four beams measure
vertical velocity. The Doppler set measures velocity in aircraft axes. The INS, or
sometimes an AHRS, provides the reference coordinate system for resolving the
Doppler velocity components onto alongtrack and crosstrack axes or onto earth
fixed axes.
Doppler advantages and limitations. Doppler radar has the advantage
of being autonomous; it does not require any groundbased or spacebased facilities.
Because it does not have its own attitude reference, it must always be used as an
adjunct to an INS or an AHRS. The Doppler return signal over water is poor due
to more specular and less diffuse reflection off the surface. In addition, the scattering
cells on the water surface may be moving due to currents or windblown spray.
For this reason Doppler radars usually have two modes, one for land and one for
over water. This landlsea switch can be used to reduce the amount of feedback gains
to the INS during overwater operations.
5.7.7 Star Trackers
Astroinertial systems consist of a telescope mounted in two gimbals, azimuth1
elevation, which in turn are mounted directly onto an inertial system. The systems
in operational use today are integrated into a !gimballed inertial system. This means
226 Inertial Navigation Chap. 5
that the whole system must include at least five gimbals: the pitch, roll, and azimuth
gimbals of the inertial system plus the azimuth and elevation gimbals of the stellar
telescope. Consequently, these systems tend to be quite large and expensive. Con
ceptually, the gimballed inertial system could be replaced by a strapdown inertial.
thereby reducing the size of the overall system. To date, however, this development
is still in the early stages of design.
The basic idea of the astroinertial system is as follows. Given the position of
the aircraft from the inertial system, the computer looks up the ephemeris data for
a particular star from the star catalog contained in its memory, and calculates the
azimuth and elevation angles for that star at that time. It then drives the telescope
to those angles and looks for the star. If the star is off the axis of the telescope, the
star tracker provides correction signals to center the star on the telescope axis. These
same azimuth and elevation correction signals go the inertial system as psiangle
corrections (see Figure 510).
One such star fix can update two attitude error components. For a full three
axis update, the telescope is driven to another star, widely separated in angle from
the first, and the process is repeated.
Star tracker advantages and limitations. Like inertial and Doppler
systems, the star tracker is autonomous, requiring no outside facilities, except of
course for the stars whlch are always there. Cloud cover is an obvious limitation
for star trackers, and this relegates their usefulness to highaltitude flight. Because
it is a psiangle measuring device, it basically updates the gyros and not the accelero
meters. (Recall that the psi equations are independent of the acceleration equations.)
This means that acceleration errors can grow without bound. The astroinertial
system will simply apply a tilt error to compensate for the position error; it cannot
distinguish between the two. However, with an occasional position fix or with
Doppler radar updating, the integrated system can produce a navigation system
with bounded errors over very long periods of time.
5.7.8 Kalman Filtering
In order to combine the INS data with one or more of the foregoing augmentations,
most modern avionics systems use a Kalman filter (KF). The KF is a linear feedback
system with timevarying gains. The gains are varied in an optimal or nearly optilnal
fashion so as to take account of the relative accuracy of the INS and the updating
measurements as well as the geometry of the measurements. Because the accuracy
of the INS varies with time, the KF must include an error model of the INS. This
error model includes a number of error states, the dynamic coupling betwccn these
states, and the noise which drives these states. A similar but simpler error model
for the measurement noise allows the KF to properly weight the feedback gains to
the INS.
The feedback corrections themselves may be applied in t wo different ways,
One is called openloop correction, and the other is called closedloop correctioll,
Sec. 5.7 External Naulgatlon Aids 227
In the first, the corrcctions are added to the INS outputs and do not affect the
operation of the INS itself. Figure 540 illustrates such a mechanization. The ad
vantage of this type of mechanization is that spurious measurements affect only the
corrected INS outputs and not the INS itself. If the KF diverges as a result of these
spurious updates, the INS is still operational, and the system can recover by rein
itializing the KF. The disadvantage of the openloop KF is that the state errors in
the error model arc not driven to zcro and can become large enough for nonlinearity
effects to disrupt the system operation.
In thc closedloop feedback system, the feedback corrcctions actually correct
the I NS itself so as to maintain the INS state crrors near zcro. This eliminates the
nonlinearity concerns. O n the other hand, spurious updates can drive the INS so
far off that it may not be able to recover.
Kalman filtering approach. A standard Kalman filter minimizes the
statevector variance and estimates the state errors. The Kalrnan filter is constructed
based on an error model, as mentioned previously. First, an INS model and a mea
surement model arc given as
jc = .4.u + lu (INS) E[ru(t)] = 0, E [ ~ ( ~ ) I u ( T ) ] = Q6(t  7)
Z = Hs + v (measurement) E[v(t)] = 0, E[v(I)v(T)] = R6(t  T)
INCREMENTAL ERROR ESTIMATES
I I
SENSOR
SUBSYSTEM
SENSOR
SUBSYSTEM
ERROR SUBSYSTEM
SUBSYSTEM ESTIMATES
c  tl
CORRECTED OUTPUT

ERROR 1
MEASUREMENT
ERROR
VARIABLE
DIFFERENCES
MATRIX
SENSOR
SUBSYSTEM
SUBSYSTEM OUTPUT
SUBSYSTEM
ERROR
ERROR
SUBSYSTEM
CORRECTED
OUTPUT
RATIONAL
Figure 540 Generalized Mechanization of Filtering OpenLoop Error Control
System (From ['Martin, 19861 with permissionfrom Lirton)
228 Inertial Navigation Chap. 5
where x is the error state with X E R ~ , and w and v are white noises. The measurement
z can be a combination of attitude, velocity, or position measurements. If position
measurement is available, position error 6, must be included in the state vector x,
An example application of errorcovariance analysis t o inertial platform errors
is constructed as illustrated in Figure 541. As presented in Chapter 4 (Sections 4.1
and 4.2), the fiow diagram in Figure 541 [Tucker and Stern, 19861 can be con..
structed, with v = a as the input. From this figure, it is seen that there are nine
error state variables: three position errors, one along each of the coordinate axes;
three corresponding velocity errors; and three misalignment errors, one about each
of the coordinate axes. The velocity errors are obtained by integrating the accel
eration error inputs, and the position errors are obtained by a second integration.
In addition, the misalignment error about any axis leads to an additional acceleration
input along each of the other t wo axes. The resulting dynamics matrix (A) from
Figure 541 is as follows:

I
0 1 0 0 0 0 0 0 0
 k? 0 0 0 0 0 0 a28 a29
0 0 0 1 0 0 0 0 0
0 0 k 0 0 0 a47 0 049
0 0 0 0 0 1 0 0 0
0 0 0 0 kz 0 a j 7 ass 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
*
Examination of the A matrix and the flov,. diagram in Figurc 541, howcver, in
dicates that the systcm can bc decoupled into three indcpcndcnt subsystems, cach
of dimension four. For example, states 1, 2, 8, and 9 form a subsystem. I t I S noted
that cach of thc misalignment error states 7, 8, and 9 feed into two of the three
subsystems, but this does not cause any direct coupling among the subsystcms, since
there are no feedback inputs into the misalignrncnt states. The fourdimensional
problem for states 1, 2, 8, and 9 is of the form
5.7.9 Kalman Filtering Performance
For conventional filtering, the position error (in ft) ncvcr converges t o zcro, as shown
in Figure 542a. For Kalman filtcring (optimal filtcring), on the other hand, the
position error (in ft) convcrgcs to, but ncvcr rcachcs, zcro, as shown in Figure
54%. Figure 542c displays a table showing thc relationship of mechanization and
performance.
Sec 5.8 Integrated Inertial Navigation System (IINS)
9 x Position n2  x velocity
n7 ' misalignment about xaxis
n3 = y Position
n4 = y velocity
nB = misalignment about yaxis
n5 = z position
n6 = z velocity
ng  misalignment about zaxis
Figure 541
Flow Diagram (From [ Tucker and St ern, 19861 with permission from
AACC)
INTEGRATED INERTIAL NAVIGATION SYSTEM (IINS)
When inertial systems were first included as part of the avionics package on aircraft
circa 1960, they performed only the navigation function. Typically, there would
also be an AHRS for driving the flight instruments, and there would be rate gyros
230 Inertial Naulgatlon Chap. 3
CONVENT l ONAL OPTlMAL (KALMAN)
Fl LTER FILTER
(A) (B)
'HARS  BOUNDED lo HCADING, DG PIHR FRfE. VG 1 8 1 ~ ~
Figure 542 (a) & (b) Integrated Performance (c) Augme~~red Navigation Per
formance Summary (From /Manin, 19861 ulith pcrmir~ion Jiom Lirrotr)
Sec. 5.8 Integrated Inertlal Naulgatlon System (IINS) 231
for flight control sensors. Gradually, as the INS became more reliable they began
to take over the AHRS functions. Then as the strapdown INS came into being,
their use for flight control became a real possibility.
In order for the INS to be part of the flight control system (FCS), it must be
made ultra reliable. This leads to the design of multiplcly redundant INS. Such
systems, properly updatcd, can providc reliable and accurate position, velocity, and
attitudc for the navigation function, as well as bodyaxis accelerations and attitudc
rates for the FCS. Such systems are called intcgratcd inertial navigation systems
(IINS). Only strapdown INS arc candidates for IINS, because the gimballcd INS
cannot providc the attitude rates for the FCS with a wide enough bandwith.
5.8.1 Integrated SensinglFIight Control Reference
System (ISFCRS)
One way to improve the reliability of the INS is to employ redundant sensors, as
in the case of an integrated sensinglflight control reference system (ISFCRS). The
ISFCRS uses six ring laser gyros and accelerometers in an arrangement of two
orthogonal triads, onc of which has its axes aligned with the flight vehicle's body
axis. The geometry is depicted in Figure 543.
The sensors are numbered from 1 to 6 with 1, 2, and 3 corresponding to the
x, y, and zaxes of the body aligned unit, and 4, 5, and 6 corresponding to the
x, y, and zaxes of the skewed unit. A functional block diagram of an ISFCRS is
presented in Figure 544. The ISFCRS contains signal selection, lever arm com
pensation, and parity equations. The ISFCRS was proposed for the MFCRS and
MIRA systems that provide all required incrtial reference and air data in advanced
transport and fighter aircraft for flight control, navigation, weapon delivery and
targeting, terminal area functions, automatic TFITA, sensorltracker stabilization,
flight instruments, and displays, as illustrated in Figure 545. Figure 546 shows
a conventional approach of comparison with MIRA [Boggess, 1986; Young et al.,
19831.
5.8.2 Integrated Sensory Subsystem (ISS)
Detailed discussions of the integrated sensory subsystem (ISS) presented in this
example can be found in Toolan and Grobert [1983]. The ISS is composed of three
major elements. The first element consists of the various sensors/sensory data and
preprocessing electronics. The second element is a redundant I 10 system which
provides data transfer between the sensors/transducers and redundant computers.
The third ISS element is the data handling system (DHS) contained within the
redundant digital computers in which redundancy data management and output
parameter calculations are performed. The ISS sensor set consists of redundant
skewed arrays of strapdown integrating rate gyros and accelerometers, redundant
air data probes and transducers, magnetic heading reference sensors, radio aids, and
command inputlsurface position transducers. A systemlevel block diagram of the
232 Ineriial Navigation Chap. 5
Figure 543 ISFCRS Geometry
ISS DHS is shown in Figure 347a. The skewed and dispersed gyros and acceler
ometers supply raw input data to the DHS. The DHS removes the vehicle bending
and kinematic effects and provides orthogonal rate and acceleration data to the
SAHRS (strapdown AHRS) algorithms, the FCS, and the user systems. The six
gyros and six accelerometers are configured in a symmetrical conical array and
provide a 2fail operational sensor capability. In addition, the sensors are dispersed
t o assure a survivable system. The ISS design philosophy for inertial sensor pack
aging and dispersion for survivability permits installation of gyros and accclero
meters in less than ideal locations with respect to bending nodeslantinodes and the
aircraft center of gravity. Without appropriate compensation generated by the use
of a state estimator, the sensor locations can result in FCSIbendingmode coupling
andlor nuisance trips of the RDM failure detection routines. The configuration of
the gyro and accclerometer RDM routines and the state estimator is shown in Figure
547b.
5.8.3 Integrated Inertial Sensing Assembly (IISA)
Another type of IINS is the IISA. This is an integrated inertial sensing assct1lbJ~
(IISA) that uses six ringlaser gyros and six inertialgrade accelcromcters in two,
separated clustcrs. It is a system that is well suited to the combined navigatioll and
flight control sensing needs of modern highperformance flybywire vchiclcs. The
background of integrated navigationlflight control sensors is given by Ebncr and
Wei [1984]. Krasnjanski and Ebncr [1983], and Jar~kovitz ct al. 119871 includillg a
spectrum of possible system configurations as a function of avionics redundancy
234
Inertial Navigation Chap. 5
USERS
I I Right Control
I I Navigation
i I
?={ Weapon Fire Control Delivery & Trajectory
MILSTD.1553A
Sensorhcker Stabilization
I NAV Axis
I Cockpit Display
I I
L    l
Figure 545 MlRA System
requirements. Within each inertial navigation assembly (INA), sensor axes are or
thogonal but skewed relative to the vehicle yaw axis, as shown in Figure 5482,
One accelerometer and one gyro in an INA are oriented along each skewed axis.
Each of the three channels is largely independent, as shown in Figure 548b. Figure
548a also depicts the orientation of axes when the INA is installed into the left
equipment bay of the vehicle. When an identical INA is installed into the right
equipment bay, with 180deg rotation about yaw relative to the left INA, the six
sensor axes are then distributed uniformly about a 54.7deg halfangle cone. No
t wo axes are coincident, nor are three in the same plane. Thus, any three sensors
may be used t o derive threeaxis outputs in vehicle axes after suitable computer
transformation. The IISA development uses highreliability laser gyro and acceler
ometer sensors packaged in a strapdown system configuration t o provide a common,
efficient source of aircraft body rates, attitude, and accelerations. These measure
ments provide the essential inertial data inputs for all core and mission avionic
functions including stability control and stability augmentation system (CSAS). The
IISA (Figure 548c) consists of five assemblies: t wo identical INAs containing the
inertial sensors and navigation computers (shown in Figure 548d); two identical
digital computer assemblies (DCAs) each containing dual redundant flight control
redundancy management and sensor selection logic computers; and a multifunction
Air Data
k
L User
Figure 546 Conventional ~ p p r o a c ~
to Sensing and Flight Control Referellce
System
O R T H WWA L OW111
RAT1 b Ut R
ACCI L DATA FI ST#MS
PITCH L ROLL
IU OAT A
HANDLI NO
SYSTEM
DELIVERY
SKEWLD
OVROS  
ACCEL8
I NTEORATI D
NAV SVSTEM
CONTROL
SYSTEM
AIRCRAFT
DYNAMICS
I
IEXTRAPOLATED EENDlNG ACCELERATIONS1
I I
SKEWED
ACCELERWETER
USE EXTRAPOLATED ESTIMATES
TO REMOVE BENDINO
ACCELERATIONS
USE GYRO RDMS OUTPUT 6
EXTRAPOLATED ROTATIONAL
ACCELERATION ESTIMATES
TO REMOVE KINEMATIC
ACCELERATIONS
ACCELEROMETER
pr4
7 TE ESTIMATOR t+
ELBP
USE EXTRAPOLATED
ESTIMATES TO REMOVE
BENDINO RATES
I 1
1 IEXTRAPOLATED BENDING RATE ESTIMATES1
(B)
TO SAHRS 6
CONTROL L A M
PITCH 6 ROLL
ATTITUDE
FROM SAHRS
Figure 547 (a) Inertial System Block Diagram (b) Inertial Sensor RDM (From [ Tool an and
Gr ober f , 19831, 0 1983 IEEE)
Inertial Navigation Chap. 5
control display unit (CDU) for displaying IISA data and providing the operator
interface for initializatior~ and mode selection.
Configuration of sensor locations.
Table 52 is a comparison of con
figuration and attitude/velocity redundancy for the IISA. The four different system
configurations with variable levels of attitude/velocity redundancy are described as
follows [Ebncr and Wci, 19841. (1) Configuration 1 assumes that neither attitude
nor velocity is required for flight safety. The INS can be nonskewed relative to
aircraft pitchlrolllyaw axes for minimum size. A companion unit would be required
Sec 5.8 Integrated Inertial Naulgatfon System (IINS)
I NA
N A Y
MI LSt D I S538
ILICIRONIC~
NAV TO * I C

3 RLOS 1014 Hx 
3 ACCt U
 rcro AIC(MH.,
3 HVPS
 d,
3 fC I LI CTRONI CS +  ( I
PRoCl ssoR = 
 PC TO AI C (80 Ha)
DCA
I NA
A

a DCA

   rc TO AIC (80 HZ)
3 RLOS  ,I
3 ACCI U
I,
3 HVPS PROCESSOR 
3 PC I LI CI RONI CS
c rcc TO AIC PO HZ)

N A V
tLtCIRONIU     N A V TO AIC
( C)
INSTALL
Figure 548 (a) IISA Sensor Orientation (b) INA Functional Block Diagram (c) IISA Func
tional Block Diagram (d) INA Installation Configuration (a) G. ( c ) j o m [Krasnjanski and Ebner,
19831, O 1983 IEEE ( b) G. ( d ) j o t n uankovi t z yr al . , 19871 with permissionjotn AGARD)
238 Inertial Navigation Chap, 5
TABLE 52 CONP'IGURATION VS. ATTITUDEWELOCITY REDUNDANCY
Attitude Velocity
Config redundancy redundancy Unit 1

Unit 2

1 None None INS (nonskew) Sensors only (skew)
2 Dual None INS (nonskew) SD AHRS (skew)
3 Dual Dual INS (skew)
4 Quad Quad INS ( 3NS+l S) INS (3 NS+ IS)

From [Ebner and Wei, 19841, O 1984 AlAA
containing three gyros and three accelerometers, skewed relative t o the INS axes
so that no t wo are coincident and three are not in the same plane. (2) Configuration
2 would be virtually identical to configuration 1 except that a computer is added to
unit 2 to solve the strapdown equations in order t o derive the aircraft attitude and
heading. (3) Configuration 3 consists basically of t wo identical I NS (skew) to provide
the required failoperationlfailoperationifailsafe (FOFOFS) angular rate and ac
celeration outputs, that is, dual attitude and navigation outputs. (4) FOFOFS nav
igation can be achieved by adding one gyro and one accelerometer to each INS.
Since the four sensors within an INS are bolted together rigidly, with proper ge
ometry good navigation can be achieved using any three of thc four.
Among the four configurations, configuration 3 is commonly used for re
dundancy. For this configuration, thc sensors are contained in t wo INA, each of
which provides full, independent incrtial navigation outputs.
Effect of gyro dither. Basically, IISA utilizes ring laser gyros that dcpcnd
on a small amount of angular mechanical dither motion to avoid lockin between
CW and CCW lascrs t o achieve full navigation accuracy. This mcchanical dither
produces accelerations sensed by the acccleronlcters. If nonlinearitics occur some
where in the proccss, diffcrent frcqucncics bctwectl gyro dithers or aliasing with
the sampling frequcncy can causc lowfrequency beats t o occur on acccleration out
puts that could enter the FCS and causc wander or actuator flutter. The acccleration
output from thc actual operational IlSA hardware with gyro dithcring is random
with a noise arnplitudc of 0.05 ftlsec' (less than 2 milli  g) [Ebner and Wei, 19841.
Redundancy management. Redundancy managcmcnt providcs FO
FOFS opcration through the usc of parity cquations which lincarly conlbinc t he
sensor outputs to dctcrminc thc residual crrors. Thc opcration scqucncc of rcdun
dancy managcmcnt is givcn in Figure 549a. Thc six axcs of skcwcd angular rate
and accclcration arc sent to an cxtcrnal computcr for redundancy managcmcnt pro
~ 
Figure 549 (a) Itcdundancy Management Operation (b) Trajrrtory Flow Chart
and System Response Sinlulator (c) I'arity Flow Chart and llesign Equation Sinl
ulator (a) .font Oankovirz rr a/.. 1Y87/ luirh prn~~issiotl . f i ~n ACARD ( h ) G (0fro111
/Ebttrr and Wri, 19841, 0 I984 AI AA)
SlWSql DATA
0 OYRO AND ACCUROUTS B SELFTfST
o I / O AVAI LUI LRI
, o DYXL XC EI 0NABLI : I ESS 1
I
o i s taurrrons
o ISOLATE 2 S x n a t ANEo u s FAILORES
o RAPID DETECTION mon UNFILTERED omms
0 FILTERED OUTPUTS MR P E R W N I FAIL
O SELFADJOSTING TRIP E E L S
I
( SENSOR SELECTION
+
1
o SENSOR PERCORCUNCL INDEX
o RESULTS
0 USE BEST 3 OR 4 SENSORS
o 29 COI4BINATIOll WJATIONS
0 LEAST SQULRE CSTItiATE FOR I) SEXSORS
I
1
h I G 8 T CONTROL OUTPUTS
(A)
INA1
1 TRAJECTORY I
I SYSTEM
DYNAMICS MODEL I
G EFFECT
u
ERRORMODEL
?l
I QUANTIZATION
FILTER ANDSAMPLER I
GYRO DESIGN EQUATION
a
LEVER ARM
I COMPENSATION I
I ACCELEROMETER
PARITY I
I
ACCELEROMETER DESIGN
EQUATION
I
240 Inertial Navigation Chap.
cessing to derive bodyaxis rates and acceleration, free from the effects of any tx~,
hard or soft sensor failures. The redundancy management consists of parity equa
tions, sensor selection logic, and design equations. The parity equations ensure
detection of up to three sensor failures by comparison of redundant sensor data.
Sensor errors above a predetermined level (threshold) are defined as failures. Because
of information limitations, a third sensor failure of the same type can be detected
but not compensated. Sensor selection logic considers the state of all the parity
equations and determines which sensors are to be used to derive angular rate and
acceleration outputs. Based on selected sensors, design equations are used in Ebner
and Wei [I9841 to derive the required outputs, removing skew angles and accounting
for redundant data where applicable.
Citing Jankovitz et al. [1987], realistic simulations have been performed, to
evaluate the effects of factors such as vibration isolators, antialiasing filters, and
misalignments on the redundancy management process. The redundancy manage
ment simulator consists of the following three programs: trajectory simulator, sys
tem response simulation, and parity and design equation simulator. The trajectory
and system response simulator for trajectory and system response simulation are
illustrated in Figure 549b. The system dynamic model in this figure is based on
the sensor assembly model that results from rigid body dynamics, including effects
of vibration isolators and gyro dither mechanisms. The input excitation is obtained
from the trajectory sin~ulator [Ebner and Wei, 19841. The parity and design equation
simulator is flowcharted in Figure 549c.
IlSA performance. Following Jankovitz et al. [1987], the performance
requiremcnts arc:
Radial position error rate 1 nmiihr (1.852 kmlhr) (CEP)
Velocity errors, per axis 3 ftlsec (91.44 cmlsec) (rms)
Reaction time 5 min
The specified accuracy of outputs to the FCS follows. Actual accuracy will be sig
nificantly better since the outputs are derived from inertial navigation grade sensors:
Angular rate Accclcration
Scale factor
Bias
Alignn~etit
llcsolutioi~
Range 4(X) drciscc 20 g
Error sources. The primary sources of error associated with llSA follow.
(1) Axis alignt~~cr~r emor: Achieving the 12 arc scc axis alignment stability needed,
if a significant portion of flights is to contain tcrrain avoidance and cvasivc n~ancu
vcring, rcquircs very careful design. (2) Atcelcratint~ scale factor stability: Skewing 0 f
Sec 5.8 Integrated Inertlal Naulgatlon System (IINS) 241
accelerometer axes requires that accelerometer scale factor stability be signifcantly
better than for a nonskewcd configuration. (3) I t ~put axi s bending: Input axis bending
is the major error source for strapdown navigators in a vibration environment. (4)
Dat a synchronization: 1mportant.considerations for flight control are the time delays
and synchronization of data from the IISA when used as part of a digital FCS
controlling the states of an aircraft in real time. Data sampling and processing time
delays in the sensor clement have a destabilizing effect in an aircraft control system
and must be carefully selected. (3) Noi se andfilterittg: Modern FCSs are digital, and
sensor data are sampled at some fixed frequency. for example, 80 Hz for modern
fighter aircraft. Sensor noise or vibration inputs at high frequencies can be aliased
by the sampling process to a frequency within the flightcontrol bandwidth, causing
control surface flutter or pilot discomfort.
In light of the preceding error sources, extensive laboratory testing of the
system must be undertaken to insure that IISA is suitable for installation and flight
test in a flight vehicle. These tests are described in detail Uankovitz et a]., 19871,
which examines IISA system performance for navigation and flight control.
5.8.4 Helicopter Integrated Inertial Navigation
System (HIINS)
Fingerote et al. [I9871 present the subject of HIINS, including the following dis
cussions on accuracy requirements as they relate to configuration 1 shown in Figure
550. The roles of the military maritime helicopter include search and rescue, an
tisurface surveillance and targeting (ASST), antisubmarine warfare (ASW), and an
tiship missile defense (ASMD). Many of the missions must be carried out at ultra
low altitudes under all weather and visibility conditions. The increased range, speed,
and accuracy of modern weapon systems impose stringent accuracy and reliability
requirements on the aircraft navigation system.
Accuracy requirements. In view of the often dangerous missions that
must be carried out, the small crew of the helicopter must not be burdened with
monitoring the functioning of, or updating, the navigation system. Consideration
of these factors has led to the following accuracy requirements.
1. Radial position error (95 percent), with external aids = 2.0 nautical mi (nm),
and without external aids = 1.5 nmlhr.
2. Radial velocity error (95 percent), with external aids = 3.0 ftlsec, and without
external aids = 4.0 ftlsec.
3. Attitude error (95 percent), with or without external aids = 0.5 deg.
4. Heading error (95 percent), with or without external aids = 0.5 deg.
Another similar requirement proposed by Hassenpflug and Baumker [I9871 is listed
in Table 53. Comparing with the preceding requirements, it is seen that the ac
Inertial Nauigation Chap. 5
Inertial Navigation
+
MILSTD1553B Data Bus
(h4ILSTD1750A) Reference
Figure 550 HIINS Configuration 1 (Front [Fingerore et al . , 19871 with permission
jom ACARD)
TABLE 53 PERFORMANCE PARAMETERS
Parameter Range Refresh Accuracy (95 % )
rate [HZ 1 INS kquircmcnts HWS
........................................................................................
Pitch 8 30 + 45. 5 0 .So .25*
Roll 6 f 90. 5 0 .5 * .25O
Heading
:.
360. 50 .5* .5*
True Heading 360. 50 .So . 5'
Velocity along
Vx
60++400kmIh 5 0 .5%+.25kt .5%+.2kt
Velocity across v f50kmlh 50 .5X+ .25kt .5%+.2kt
Y
Velocity vertical
z
f l5mls 5 0 .6%+.2 kt .Z%+.lkt
geographic vertical
v
tl5mls 50 .6%+.2 kt TED
Ground speed v 60++400km/h 5 0 .5%+.25kt .5%+.25kt
g
Acceleration
ax t. 5g
5 0 .Olg .01g
Acceleration a f.5g 50 .Olg .Olg
Y
Acceleration
*z
.5g++3.5g 50 .Olg .Olg
Angu P 1 0 0 ~ 1 s 5 0 .25*ls .2*ls
lar 9 6 0 n / s 50 .25@/s .2*/s
rates r LOO*ls 5 0 .25*ls .2*ls
Position(Enr0ute) P.P b.25 2 % 1.5%
Position(N0E) P. P 6.25 300m/l/b h 25Om/1/4h
Drift 6 f90 6.25 1. .5
Wind
vW O++15Okm/h 6.25 1.2m1s 1.2mIs
Direction
*W f 90. 6.25 1 1 '
TAS u 25++100mls 12.5 Zmls 2mIs
v f l4mls 12.5 2mIs 2mIs
w f l5mls 12.5 Imls lm/s
Temperature static 45tr70aC 6.25 2*C*:T 1100: 2*C+:T 11001
Static pressure
480t1100mb 6.25 3mE 3mE
Height above ground
OIZSOOf t 50 .5m 0.5% .5m 0 .5X
Target WPT f90*/f180. 12.5 0.5nm 0.5nm
Desired Track DTK 0 + 360' 6.25 1 1'
XTrack XTK t5Okmlh 6.25 I km I km
Track An6le Error TKE flOO* 6.25 1 1
Roll commanded
*e t30' 6.25 0.1. 0.1'

Turnrate dqldt 10.1s 12.5 0.6'16 0.6'1s
From [Hassenpflug and Baumker. 1987) with pcrniission from AGAHI)
Sec. 5.8 Integrated Inertial Navlgatlon System (IINS) 243
curacy requirements given by this table have the same attitude and heading accuracy
requirements and slightly different position accuracy requirements.
Configuration 1. Figure 550 illustrates HllNS configuration 1. The rec
omnlendcd system shown in this figure comprises an airborne processor to which
four primary subsystem/sensors are interfaced by means of a MILSTDl553B serial
multiplex data bus: (1) inertial navigation system (INS); ( 2) NAVSTARIglobal po
sitioning system (GPS) receiver; (3) Doppler radar velocity sensor; and (4) magnetic
heading reference.
Also interfaced t o the proccssor arc a radar altimeter, a TACAN receiver, and
an air data subsystem which supplies barometric altitude and trueair spccd infor
mation. The selfcontained INS is a standard formfit function (F3) inertial navi
gation employing ring laser gyros (RLGs).
Configuration 2. Configuration 2 of HIINS (based on Hassenpflug and
Baumker, 1987) and its 110 parameter are shown respectively in Figures 551. The
HIINS is a heading and velocityaugmented INS system, providing threedimen
sional navigation information in conjunction with a radar altimeter and calculating
the wind vector by means of a TAS system for the entire speed regime of the
helicopter. The latitude range is ?80 deg ( UTM range). Angular rates and linear
acceleration in the bodyframe coordinate system for flight control and weapon
delivery purposes are supplied by the INS. The autopilot functions are supported
by the following signals:
Radar altitude h~ Inertial altitude h,
Doppler vertical velocity v , ~ Inertial vertical velocity v,
Magnetic heading +,L, True heading +
Attitude +, 0 Body velocities v,, v, , v,
Velocities in the navigation frame V E , V N , bv
Besides calculating the present position coordinates, the following navigation func
tions are available: (1) bearing and distance to the selected waypoint; (2) time to go
t o this waypoint based on the momentary speed; (3) optimal steering information
to the selected waypoint; (4) targets of opportunity; (5) position update by flying
over known landmarks whereby the position coordinates of these landmarks are:
(a) already stored, (b) read from the map and manually inserted after freezing the
position flown over, and (c) gathered and inserted by means of a map display after
freezing the position flown over.
Figure 552a is another view of an integrated NAVJFCS for helicopters, a
detailed discussion of which appears in Osder [1986]. It is a double failoperative
(failop2) system in which the navigation function achieves the same level of fail
op2 performance as the flight control computers. Each flight control computer
(FCC) contains its own internal redundancy structures and techniques (hardware
and software) needed t o detect its own faults, and achieve the required reconfigura
tion to support the system's failop2 specifications. The emphasis here is on the
Inertial Navigation Chap. 5
I
L   _I
fl DUAL MILBUS l SS3B
r 
1 HUNS 7
Figure 551 (a) HIINS Configuration 2
(b) Configuration 2 110Parameter (Fr*m
[HasscnpJug and Baumker, 19871 with per
mission j o m AGARD)
1
I
I
I I I
I
I
I
I
Q
I
I
DVS
I
I
RDN 808 I
t
I
 I I 1 

I
I
I
I
I
I
INS
I
I
L
I
mu
RADM
ALTII(E1ER
I
I
I , ,
I
I
I

I
I I

*

ucs

Sec. 5.8 integrated Inertial Nauigatlon System (IINS) 245
system architecture advantages obtained by making the navigationlflight control
sensor function an autonomous navigation subsystem by virtue of the consolidation
of sensor measurements, state estimation algorithms and selfcontained reversion1
recollfiguration stratcgics. Figure 552c illustrates the data flow interfaces between
the integrated navigationlsensor assembly and the flight control computers and ex
ternal sensors. The broadcast bus transmissions of flight critical data to the FCCs
are summarized in Figure 552d. The tight coupling of data from various mea
surements is implied in Figure 532b by the position vector output which contains
the four states of latitude, longitude, altitude, and GI's clock bias ( CR) . For accurate
navigation, the GI's clock bias as well as its first and second derivatives are included
in the navigation filter.
5.8.5 Integrated Missile Guidance Systems
This section discusses the design of integrated navigation, guidance, and control
(NGC) systems for tactical missiles using optimum control and estimation theory
based on Williams et al. [1983]. Sensors used in this design consist of strapdown
accelerometers and rate gyros and a strapdown homing seeker. Guidance and control
algorithms, in addition to performance studies, is presented in Book 3 of the series.
The overall system is shown in Figure 353a. The design uses a passive strapdown
seeker and a set of strapdown inertial sensors (gyros and accelerometers). These
sensors provide the t wo LOS angles between the missile and target as measured in
the missile pitch and yaw planes, and the missile body rates (P, Q, R) and accel
erations (A,, A,, A,) along the three principal body axes of the missile. The LOS
angles, plus information about the missile body rates and accelerations as provided
by the inertial sensors, are inputs to the navigation and FCS. The integrated NGC
system is shown schematically in Figure 533b.
Since the guidance algorithm requires knowledge of the inertial LOS rate,
which cannot be directly obtained from the output of a strapdown seeker, an al
gorithm by which these rates can be estimated given the angular inputs is essential
in order to achieve good performance. In the design of Figure 553b, these rates
are not obtained by a finite difference algorithm which could produce serious errors
in the presence of noisy or infrequent data, but instead an extended Kalman filter
(EKF) includes these rates as state variables. The EKFs are part of the navigation
filters as shown in the figure. Since both channels have identical dynamics, the
navigation filters for each channel are also identical and have the structure shown
in Figure 553c. The block diagram is intended to show that the output of the filter
u, as well as the state estimates 8 and 4 are continuoustime variables, whereas the
inputs t o the filter are discretetime variables. (In actual implementation, the con
tinuoustime variables are also discretetime variables, but the sampling interval is
much smaller.) The navigation filter automatically extrapolates the state estimates
from one observation until the next in accordance with the missile dynamics. This
is very important when the seekersampling interval T, is relatively long compared
with the dynamic behavior of the missile. I t also automatically solves the problem
Inertial Navigation Chap. 3
Sec. 5.8 Integrated Inertlal Naulgatlon System (IINS)
El l .
Parameter
vn. vc, Y z
L.A. h
l md other coordl natc
systea equivalents)
DesCrIDtlon
body angular rat es
body I l near accel .
Pl t ch, Rol l . Iltadlng
North. East. Dan Vel ocl t y
Latitude, Longitude, Al t l t vde
Baro Al t l t udc
Cal i brat ed Alrspeed
True Airspeed
At r Dt nsl t y
Al r Temperature
('=)
Figure 552 (a) Integrated NavigationlFlight Control Overview Block Diagram
(b) Flight ControllNavigation Interfaces (c) Summary (d) Typical Strapdown Block
Diagram for Low Cost/Performance IMU with Kalman Filter Updating (From
[Osder, 19861, O 1986 IEEE)
Inertial Nauigatlon Chap. 5
Sight
Angler

Yz i T

 P I C001101NATE .la
*rr. L TIIANSFOR
A"TOPILOT 
. U T I O *
A . "
 C
CO*I "OL
b SURFACE
DEFLECTIONS
.
Figure 553 (a) Overall System (b) Integrated Guidance and Control System Sche
matic (c) Navigation Filter Schematic (From /Mrilliatns rt al ., 19831, 0 1983 AI AA)
8 0 V
DI I ECTI OY
UKI *E
U I l l l X
l*TEt"AT,O*

U l C "
Q t f '

I O U
P

"A.
R

Sec. 5.8 Integrated inertial Naulgation System (IINS)
MEASURED
I NERTI AL
LI NEOFSI GHT
of seeker blinding which occurs when the target conlpletely fills the field of view
of the seeker and the latter can no longer provide useful directional signals. When
this happens, the switches shown in Figure 553c remain open and the missile
continues by dead reckoning to the interception.
Another example of an integrated seekerguidance navigation
system. In a classical design, a weapon guidance system includes two distinct
inertial sensor sections. Figure 334a showsthe separate flight control using a ref
erence gyro for yaw and pitch corrections. Also shown in this figure is the additional
seeker equipment, which in this case is an optical device including a tracker, that
relies on a second reference gyro system for LOS stabilization. Figure 554b(i),
however. shows one st ra~down reference svstem made UD of the reference unit and
.
the strapdown computer. This single unit is capable of referencing both the flight
control and the seeker system. Figure 554b(ii) shows how future weapon system
guidance and seekerprocessing tasks will be integrated into one processor. Figure
554c illustrates a structure of the navigation software development system (NSD).
Figure 554d depicts a block diagram for the LOS control. The gimbal control
including the controlled element (gimbal and torquer) together with a highband
width angle transducer are both contained in the inner loop. The nonlinear char
acteristics shown in the figure represent the effects of friction found with all gimbal
Inertial Naulgation Chap. 5
(B)
Figure 554 (a) Functional Diagram ofa Classical <;uidance& Seeker System with
Separate Gyro Rcfcrenccs (b) Functional Diagram o l a Guidance & Seeker System
with a Strapdown llcferencc ( i ) Distributed Electronics (ii) LowCost Version with
an Advanced Processor (c) Structure of the Navigation Software Development Sys
tem (NSD) (d) Block Diagram of LineofSight Control (From [RahlJs rr a / . , 19871
with prmrissio!~ jo!n ACARD)
Sa. 5.8 Integrated Inertfal Naulgatlon System (IINS)
REFERENCE OATA: ACCELERATION. RATE. ATTITUDE. POSITION
I I  1
nlmAm MIUL SDGDR MIA RUS REAL TIME MR ~ D SIW
m 1 m MTA ElWl
m 1 m
AafWT. RN
PATE RDCESSIrn
CONVERSION
m 80285187
PISUL
( C)
1 LOS CLOS
 LOS. . . J ~ n e of s ~ g n t
Guidance Processing
Current methods used in guidance processing are examined in this chapter based
on AGNC[1986(i)]. Figure 61 illustrates the order in which these methods are
presented, including their subsections. The primary functions of the elements that
make up the guidance system include sensing, information processing, and correc
tion. The guidance algorithm is used for correction. Several different guidance sys
tem configurations are currently in use as solutions to numerous types of guidance
problems. The guidance problems are mainly determined by the nature and the
location of the target, the circumstances for weapon delivery, and the environmental
conditions.
6.1 GUIDANCE PROCESSORS
As discussed in Book 1 of the series, precisionguided munitions (PGM) depend
heavily on their guidance processors. Imbedded processors are currently present on
all guided vehicles in order that the entire system operates based on a particular
algorithm. A general guidance system is drawn in Figure 22. Theguidance algorithm
as part of the guidance loop represents an essential component in the design of an
integrated guidance system. The information subsystem, which is needed to perform
the guidance task of pursuertarget intercept, determines basically the configuration
of necessary sensors and information processing, including the guidance tracking filter.
Sec a1 Quldance Processors
GuidanaRarssor
( kc. 6.1)
I I
Guidasc Mission & Pctfonnance Guidana Algorithms
Gu i d m Rrfonaance G u i i e Phase Opcratiin PresetGuidancc Dinct Guidance
(Sec. 6.2.1) (Sec. 6.2.2) (Sec. 6.23) (Sec. 6.4.1) ( kc . 6.4.2)
I I I
I I I I I
Multiple Mode Guidance Modeling I Command ~eding ~ o i i n g Talos
Active Semi Passive
hG&omsc 'Itnninal E mr Analysis Model
(Sce. 63.1) (Scc. 6 3 2 )
Guidance Filter Guiance Law
(Chap. 3 ( k c . 6.5)
I
I
LOS An& Guidance
( kc . 65.1)
I
LOS Rate Guidance
( kc. 6.5.2)
Pursuit Deviated Pursuit1 Constant Proportional
FixedLea Navigation
Guidance (PNG)
and Its Variations
I
Sensitivity and Comparison of Guidance Laws
(Sec. 6.5.3 & Chap. 8)
I
Guidance Mode Options
(Sec. 6.6)

Single Mode Dual Mode Multimode
(Sec. 6.6.1) ( kc . 6.6.2) (Sec. 6.6.3)
I I
Air Defense Future Guidance Processing
Performance Systems Technological Missile
Parameters (Sec. 6.7.2) Advames Guidance
(Scc. 6.7.1) (Sec. 6.8.1) (Sec. 6.8.2)
Fi gur e 61 Guidance Processing
254 Guidance Processing Chap, 6
Types of targets include surface as well as subsonic, supersonic, and hypersonic
aerial, and the target itself may be either friendly or enemy. A refueller aircraft is
one example of a friendly target, while enemy aircraft, tanks, ships, submarines
or missiles are examples of enemy targets. The pursuer, although generally an air
craft or missile, is not limited to these two types. The control process makes use
of signals coming from the target (where the target may be a source or reflector).
Within the guidance loop shown in Figure 22, individual guidance processses are
characterized by a system of differential equations. Some of these describe the mathe
matical model used to represent the pursuer, while others describe models of the
kinematics, the information subsystem, the control elements, and the ~perat orl pi l o~.
With such models of the guidance system it is possible to analyze the latter's accuracy
and stability, and to synthesize the information subsystem and the laws governing
the functioning of the control elements. In the particular case of missile applications,
the guidance and control weapons and ballistic missiles embrace the methods and
technologies required to correct the missile's actual trajectory in flight so that it
maintains an intended trajectory to a target. A clear distinction must be drawn
between guidance to a fixed geographical location, suitable for a strategic missile,
and homing on to a moving target.
If the retina of the eye is the sensor, and the pupil, cornea, lens, eye muscles,
and movable head make up the seeker, the human brain is the processor. All control
of the system falls on the processor. Signals generated by the sensor are processed
for target information. If the signals do not contain what the processor is designed
to call a target, the seeker is commanded by the processor to continue its prearranged
surveillance pattern. It is the processor as well that decides when a received signal
represents a target signature. The seeker is then commanded to acquire the target,
lock on it, and track it. In the case of autonomous acquisition, or the detection and
recognition of targets with military value without human intervention, the processor
is again the key (See Figures 62a and 62b). The main function of the processor,
after lockon occurs, is to relate the coordinates of the missile with the coordinates
of the target and to issue commands to missile components to eventually make the
coordinates match. It contains the guidance laws used to direct the missile on the
best course to intercept the target, and essentially commands the missile to hit the
target. The demands on the missile acreleratirig capability as an important system
parameter depend strongly on the kind of guidance law. In order to accomplish this
objective, the processor is actually an intermediary between a data source and the
missile control. The data source is the seeker which provides information 011 the
targct location. The missile control is the autopilot which tells thc missile how to
get to the targct [Heaston and Smoots, 19831.
In thc dcfcnse scenario, the missile is responsible for pcrforn~ing the search,
acquisition, and lockon operations, although other methods exist for accomplishing
these functions. For examplc, a ~art i cu~arl y simple approach has thc launch station
performing the scarch and acquisition functions and sending target position infor
mation to the missile seeker, directing i t to lock on to the targct before the missile
is launched. Such a procedure is referred to as lockon bcfore la~rrlrlt (LOBL). The
Ssc. 6.1 Guidance Processors 255
missile seeker is not always able, however, to lock 011 while still on the launcher
by reason of interference from the radar associated with the launcher. because the
target cannot be tracked through the highacceleration launch phasc, because the
targct is not within the field of view (FOV) of the seeker, or simply by reason of
ocher circ~~rnstances relating to a particular system. In such an event, it is necessary
to go to a more complex operating sequence. For instance, target position infor
mation tnay be provided to the missile to aid it in acquiring the targct after launch,
yet the rnissile must cycle through a search and acquisition phasc after being
launched. Such a procedure is referred to as lockorr flfier laltttch (LOAL). Figure 6
2a depicts a standoff autonomous LOAL for airtosurface environment.
A I'GM is a very complex package that has been subject to numerous trade
off decisions in its design. The ability of a guided missile to reach its target after
launch in the absence of any form of support provided by the launch vehicle or
operator is known by various phrases includingfire and forget and l auncl ~ ntrd l eave.
These types of systems can be LOBL or LOAL, but much research is currently
being conducted in the area of autonomous acquisition, which is the most advanced
type of LOAL. Figure 621 just presented is one such example. The con~plete elim
ination of operator assistance, requiring automatic target detection. association, and
tracking is a challenging goal and makes this mode of operation very difficult.
Modern weapon guidance will require allweather capability for aircraft attrition,
autonomous target acquisition and longrange midcourse guidance for standoff,
passive and low RCS sensors for stealth, terrain following/avoidance for weapon
.
attrition, multirole weapons with increased accuracy for weapons loadout, and mul
tisensors (dual mode) and image processing for countermeasures. At the same time,
technological advances in areas such as digital processing throughput and memory,
artificial intelligence technique, guidance sensor performance, and multiple/com
plementary guidance sensors will be exploited to a greater extent to produce smart
weapons with increased accuracy. An autonomous weapon algorithm sequence is
shown in Figure 62b [Hardy, 1986, 19901. The missile seeker uses target indication
signals either to acquire and track the target without any search, or to perform a
small sector search. When the missile seeker must perform such a search, the time
required for it to switch from search to track is minimized by the target signals
provided by the aircraft's information subsystem. Control signals. on the other hand,
permit verification of the missile's operabilitv. The actions that the missile will take
depend on the target and control signals, and are communicated to the computer
through feedback signals [Maksimov and Gorgonov, 19881.
Figures 63a and 63b look at factors that go into determining target acqui
sition time. Chief among these are the search volume, processing bandwidth, and
signaltonoise ratio (SIN) optimization. Figure 633, which deals with target ac
quisition with a missile seeker, shows how this requires searching through expected
displacement, velocity, and angular uncertainties. Figure 63b, which deals with
processing bandwidth and S/ N optimization, shows how the time for missileseeker
target acquisition can be as long as the terminal guidance time interval. Figures 6
3c, 63d, and 63e look at multipletarget resolution with range gating, Doppler

WEAPON MIDCOURSE
LAUNCH NAVIGATION
A
TARGET
SEARCH1
DETECTION
A PRIOR1
4
TARGET
CLASSIFICATION/
PRlORlTUATION
.
TERMINAL
+
TARGETING
KNOWLEDGE *
AIMPOINT
MAINTENANCE
(TRACKING)
 a
TARGET
lDENnFfCATloN1
AIMPOINT
SELECTION
(B)
Figure 62 (a) Standoff Autonomous LockonafterLaunch (LOAL) (b) Autonomous
Weapon Algorithm Sequence (Courtesy of F. W. Hardy, 1986)

Field of view that needs
Missile position /
to be searched
,
at start of search /'
Translational
error due to
inertial reference due to attitude Unpredicted
drift reference drift t , Qet motion
since last update
(A)
TS = Time Interval for search Required homing range
through range velocity,
angle uncertainties
I R~sI
Range to start search
RSS = RH + VC TS (VC = closing velocity magnitude)
Receiver processing bandwidth, ~f will be
1
proportional to  
Number of looks
Dwell time Ts
( 8)
Figure 63 (a) Target Acquisition with Missile Seeker (Target acquisition with missile seeker
requires searching through expected displacerncnt, velocity, and angular uncertainties) (b) Time
for MissileSeeker Target Acquisition Can Be as Long as the Terminal Guidance Time Interval
(c) Multiple Target Resolution with Range Gating Requires Trajectory Shaping (d) Multiple
Target Resolution with Doppler Gating Requires Narrow Bandwidth Doppler Tracking (e)
Multiple Target Resolution with Angle Gating Requires Small Beam Widths or Fields of View
(Courtesy o J K. Hiroshigr, 1984) (Figure r o ~ ~ r i ~ ~ u r s on opposite pogc.)
Type system
Signal power
IR
S a
1
Semiactive
radar
S a
1
Noise power
2
Active
radar
S a
1
(RH + VC TsI2
1
Na A f a 
Ts
(RH + VC%I2
1
'N a J AT~ 
JG
(RH + VC Ts) ~
1
Na A f a 
Ts
a SIN
Maximize SIN by finding Ts for  = 0
aTs
TS for
max SIN
Ts = .  RH
3%
Ts = RH
Vc
Ts =
RH
3Vc
Target resolution
(D)
Figure 63 (Continued)
260
Guidance Processing Chap. 6
Target resolution
at 10,000 ft (ft)
cr&ing angle (deg) "8"
(E)
Figure 63 (Continued)
Radar antenna beamwldth
 Wave length
@B.w.  (fad)
Aperture dia
At xband ( . l ft wave length) 8
1 ft aperture, $,,, = 6 O
Electreoptical system field of
ofov = Detector size
Focal length
Vr
view
gating, and angle gating. Figure 63c shows plots of target resolution versus crossing
angle for different values of range resolution. Multipletarget resolution with range
gating requires trajectory shaping. Figure 63d also shows plots of target resolution
versus crossing angle but for different values of Dopplerdifference velocity or Dop
plerdifference frequency. Multipletarget resolution with Doppler gating requires
narrowbandwidth Doppler tracking. Finally, Figure 63e shows plots of target
resolution at 10,000 ft versus crossing angle for different values of angular resolution.
Multipletarget resolution with angle gating requires small beamwidths or FOV
[Hiroshige, 19861.
Precision guidance requirements and achievements. The factors
that will necessitate the weapon guidance requirements previously listed include
aircraft and weapon attrition, stealthier planes, electronic countcrmcasures (ECM),
autonomous guidance and control system, weapons loadout, and standoff. Addi
tional challenges will be posed to effectively deal with and overcome highclutter
environments, nonstatic thermal emission signatures, and severe target shape varia
tion. Regarding modern weapon guidance requirements, some of the conclusions
based on recent trends in weapon guidance that can be drawn include the following
Sec 6.1 Guidance Processors 261
Breakthroughs in IR focal plane arrays (FPA), providing substantial increases in
sensitivity, resolution, and FOV, hold the greatest promise for autonomous ac
quisition of ships and highvalue target (HVT). Solidstate MMW devices having
affordable allweather capabilitv will make for sol ~l e of the lowestcost autonomous
antitank weapons. These will also provide lowcost synthetic aperture radar (SAR)
potential for HVT [Hardy, 19861. Meeting and conqucring nearly all of the chal
lenges posed earlier will depend heavily on a continually forwardlooking research
and dcvclopment (R&D) effort on the part oft he aerospace and clcctronics industries.
The incrcasc of digital processing capability for netting onboard PGM com
ponents and for con~putational purposes will permit thc implementation of complex
guidance algorithms in further smart weapons. Microproccssors will continue to
be at the foundation of future system performance improvcments, as increasing
efforts are made to advance beyond current stateoftheart capabilities. The need
for such capability has been recognized for many years, as evidenced by Jotrrnal of
Astrot~acrtics G Aeronautics declaring in 1982 on their front cover, "Smart Missiles,
Reshaping the Navy?" [AIAA, 19821. One particularly important area of advance
ment will be that of producing intelligent microprocessors. Major improvcments
in processors and microprocessors in the 1970s and the introduction of largescale
integratcd (LSI) circuits point to another orderofmagnitude leap forward in this
area for the 1980s. The continuing advancement of microelectronic technology from
integrated circuits (IC) to mediumscale integrated (MSI) circuits to LSI and beyond
circuits has led to a steady improvement in signal processing capability and relia
bility. This has resulted in improved precision and consequent reduction in circular
error probability (CEP) of PGM. Technology is moving ahead so quickly that
fourthgeneration, very largescale integrated (VLSI) circuits and very highspeed
integrated circuits (VHSIC), and fifthgeneration ultrahighspeed integrated circuit
(UHSIC) coxnponents are already being tested in the laboratory. The introduction
of VLSI circuits, VHSIC, and UHSIC approaching submicron in size will mean
more processing capability, lower cost, lighter weight, and increased versatility, all
of which will bring about greater signal processing capability in smaller PGM pack
ages. New MMW sources, imaging devices, lower power requirements, and new
complex signal processing techniqies will also a dd significant features to PGM.
Very rapid advancements mean that developmental systems are only partially fielded
before major improvements are inserted. The second generation of STINGER is
already being adapted into the STINGERPOST, with production of the latter
phased into making up part of the total STINGER requirement [Hcaston and
Smoots, 19831.
Increased sensor perfortnance also contributes to the advancement in guidance
and control technology. For example, in imaging sensing, it is predicted that 35
micronscanning FPA (fourth generation) and 812 micronstaring FPA (fifth gen
eration) will be ready for systems applications soon. Some unique capabilities such
as gyroonachip (sixthgeneration technology) are on the horizon. Highfrequency
electromagnetic sources and detectors in small practical packages have been devel
oped that provide improvements in range and angle resolution, allowing warheads
Guidance Processing Chap. 6
to now be guided to the target with a higher probability of kill. Increases of two
to five orders of magnitude in the sensitivity or output of detectors and active sources
have been demonstrated in the laboratory. Charge coupled devices (CCD), F ~ A
(scanning and staring), integrated optics, fiber optics, and spectral filters are already
a part of some breadboard and flight testhardware. As shown later in this chapter
and in Chapters 7 and 8, the use of complementary/Kalman filters and multiple/
complementary guidance sensors such as multiple sensor fusion, and the develop
ment of multimode radomes and IR domes offer unique performance capabilities,
The accuracy required for missiles to cut a runway, for example, in a number
of places to prevent its subsequent use without timeconsuming repairs cannot be
achieved over ranges of 200 kilometers or more by inertial systems alone. As pre
sented in Chapter 5 , improved covert navigation systems are needed. One possibilit\.
would be to make position fixes from a satellitebased GPS. However, if an a"
tonomous missile navigation system is required, alternatives must be sought. In the
United Kingdom, terrainmatching techniques have been under examination. AS
with aircraft, the terrainbased navigation system is only possible because small fast
microprocessors and techniques for compact data storage are now available. The
aim of future work will be to achieve delivery accuracies of the order of one to five
meters circular error probable so that targets such as bridges may be attacked. This
will require algorithms of autonomous detection and recognition of targets. Such
algorithms are presented in Section 6.8.2 and Book 4 ofthe series. A similar problem,
which may arise first, is the remote attack of armor by missiles delivering terminally
guided submunitions (TGSM) (see Example 610) [Barnes, 19871.
Example 61: STANDARD missile guidance system development.
This example is based on discussions in Witte and McDonald [I9811 as follows.
Figure 64a depicts the STANDARD Missile1 (SM1) along with the STAN
DARD Missile2 (SM2) extensions. The use of modular packaging removed a great
deal of potential difficulty in upgrading the STANDARD Missile to SM2. A new
guidance section together with additions to the autopilotlbattery section were the
primary upgrades, the remaining sections involving almost no modifications. The
concept of semiactive guidance is illustrated in Figure 64b. Continuous wave,
semiactive guidance, whereby highly pure, sinusoidal RF energy illuminates the
target and makes objects distinguishable from one another on the basis of their
velocity by the Doppler shift of the reflected energy, is used by both SMI and
SM2. In this figure, since the highpower shipborne radar transmitter and the
missile receiver are linked but not colocated, homing is considered semiactivc. To
deal with potential jamming by the target, a passive homing capability is also pro
vided. The onboard homing receiver together with the steerable front antenna make
up the seeker. The seeker not only provides target tracking, but also supplies the
guidance computer with information for computing missile steering commands.
Figure 64c shows STANDARD Missile operational sequence. SMI, which
is supplied target acquisition data while it is on the launcher, then initiates homing
soon after the unguided boost phase of flight. By contrast, the SM2 expericnccs a
I
~adbme I ~ui dance \ ~ut dpi l ot l bat t ery Rocket motor Steering control
Seeker antenna Ordnance
( A)
Missile Guidanm System
Steering commands
to autopilot
signal
illumination signal
Target detection by fuze
8 Warhead detonation
/ $$&
/
Homing Phase
Missile homes t o target
8 Semiactive or homeowjam
guidance
/
Figure 64 STANDARD Missile
Midcourse Phase (SM2 only)
/
Guidance System Development (a)
8 Missile flies t o vicinity of target
STANDARD Missile1 (b) Semiactive
Guidance intelligence supplied by ship
Guidance Concept (c) STANDARD Mis
Boost Phase
: ~wlsI;;h;;;; superson~c speed
PA'
sile Operational Sequence (d) Typical Sig
nals Received by the Missile in Flight (e)
SM? Midcourse Plus Semiactive Ter
APL ~r i hni c a l Digest)
263
8
3
"
z
E
a
Radar frequency Video frequency
w*
01  
/"'I Scannina
oscillator
Reference signal antenna
8
s
w
8
3
. 
w
t
H
2 Q
Radar frequency Video frequency
"'F
nlatlve
docity
Miuil*
rnDtk.7
"rival


Miui*.

Gui dom
mmwt w
Ip(op0nioruI
nwipltionl
+
Reference signal antenna
receiver
rrnrr
lelr1ronic eoum*.
m u n t w m m
t r t ur r l
'Y!
or i.mmiW
(H)
Figure 64 (Continued)
Mini10 Toil
w l n t i o n d*tlrtiora
m m ~ d r 
A,,topilOt
" ' 
oi rtnm/
nrodynmis,
%N
Im0v.bl. ."I*""..
iMnially stabilizedl
.r
266 Guidance Processing Cbp.
midcourse phase under the ship's control. At a specified point occurring much fur
ther in flight, target acquisition takes place and homing is initiated. In the endgam,
phase, a missileborne proximity fuse detects the target, at which point the warhead
is detonated. Figure 64d shows typical signals received by the missile in flight,
Using either targetreflected energy or jamming energy from the target, it is p ~ s s i b ] ~
in most circumstances to obtain good steering information. It is essential, however,
that interfering signals be rejected. These signals, which can surpass the target skin
return by several orders of magnitude, can owe their existence t o either enemy or
friendly sources, or to natural environments. Figure 64e shows SM2 midcoursc
plus semiactive terminal guidance. In the AEGIS application shown in portion (i)
of this figure, the ship guides SM2 through the midcourse phase of flight. The
missile inertial reference unit converts uplink acceleration commands, which are
acknowledged via the downlink, into steering signals. Terminal homing which can
be delayed longer than in TERRIER or TARTAR because of greater midcourse
accuracy is commanded by uplink. In the TERRIER and TARTAR combat systems
indicated by portion (ii) of the figure, SM2 guides itself to a point in space using
its IRU. When the trajectory of the missile must be altered, new points are sent to
the missile by the ship via the uplink. Downlink information allows missile flight
progress to be monitored. There is a predetermined time prior to intercept at which
the missile switches t o terminal homing. This time can be adjusted during the mis
sile's flight by sending an uplink command.
Figure 64f shows a functional block diagram that represents terminal guid
ance. STANDARD Missile terminal guidance centers around processing an RF
signal rcceived from the target. Target angle and velocity information, as determined
by the receiver, is translated by the guidance computer into steering commands.
Adjustments in the aerodynamic control surfaces to alter the n~issilc's trajectory are
initiated by the autopilot. Also, a solid rocket propulsion system supplies kinematic
energy. Figure 64g illustrates the scanning receiver operation. An intentional am
plitude modulation on the received signal is accomplished by a nutation of the
scanning secker antcnna. The result of such modulation is the creation of sidebands
about each return, whether from the target or from clutter. From the magnitude
of the firstscan sideband associated with the target signal, seeker angle error in
formation is derived. However, scan sidebands associated with clutter can interfere
with target detection and tracking. Figure 64h illustrates how a monopulse receiver
functions. The relative magnitudes of the R and a signals, formed by summing and
differencing the signals received by the four symn~etrically offset lobes of the inon
opulsc antcnna, contain angle error information. Because this simultaneous nm
surement approach bypasscs the need for anlplitudc modulation in timesequc~ltial
measurement (scanning) receivers, there is a substantial reduction in ~ o ~ ~ l c r  b a n d
interference,
Ensuring that pace would be kept, in the context of missile capability, with
the longrange, high datarate, targetdetection characteristics of the ANISI'Y1A
radar required an evolutionary upgrade of the existing SM1. One such upgrade
consisted of adding a command midcourse flight phase, which would arm the AEGI ~
combat systcm with increased intercept range and greater firepower. This newer
Sec. 6.1 Guldance Processors 267
version missile with inertial midcoursc guidance. ternled SM2, also provided up
graded TEIIRIEII and TARTAR combat systems with a concurrent increase in
capability. The inclusion of a new homing receiver common to all SM2 variants
was responsible for improving terminal guidance accuracy. During the early 1970s,
at which time SM1 was in production as the primary weapon for fleet air defense
by TElZRlEIl and TARTAR ships, the dcvcloprnctit of SM2 began. It was orig
inally thought that the pritnary modification to SM1 ~ o u l d consist of adding a
midcoursc guidance system involving cornmunicatioi~ links, a digital guidance com
putcr, and an IRU. Figure 643 shows how these additions were included physically.
Concerning terminal guidancc, the initial plan called for cniploying the existing SM
1 scanning receiver. This plan was scrapped in 1972, however, to include a new
monopulse terminal homing receiver. In the end, the guidance section for the final
SM2 configuration was almost entirely new. Other features of the final SM2 con
figuration included a repackaged autopilot to accommodate the IRU, and the existing
SMI ordnance, propulsion, and steering control systems. In the two years of de
  .
veloping the new homing receiver, during which time significant advances were
mad^. in the areas of signal processing and logic, the communication links had pro
gressed substantially, and it was not long before hardware interface tests were being
conducted to demonstrate ship system compatibility. During flight tests conducted
at White Sands Missile Range in 1975, the SM2 began to be viewed as a highly
accurate missile.
Example 62: The Talos guidance system. As a result of continued
development efforts that began with the Bumblebee and Talos programs came the
Talos guidance system, which was based on technology that included the first beam
riding system and the first semiactive interferometer homing system. The emerging
guidance system, whose development was an evolutionary process, was virtually
unjammable, providing the missile with capabilities against piloted aircraft, antiship
missiles, surface ships and boats, and radar targets. At the time consideration was
first given to the Bumblebee program, missile guidance technology had just come
into existence, and early guidance development work was based on pulse radar
technology, as pulse radars were fully usable by the middle 1940s. The first guidance
concept centered around using a radar beam that followed the target to guide the
missile to it. I t was not long, however, before it was determined that 10 nautical
miles were about the maximum distance within which the maximum allowable miss
distance could be achieved using such a beamriding system. In order to increase
the target intercept range for the missile, the guidance concept was altered to use
beamriding for the midcourse phase and semiactive homing for the terminal phase.
The resulting guidance system could obtain very small miss distances, regardless
almost of intercept range. The objective of greatest focus concerning guidance in
the latter years of developing the Talos system was the homing system. As a result,
a monopulse homing system was developed that was virtually unjammable together
with an antiradiation missile seeker that provided the missile with the capability to
home on radar targets [Gulick et al., 19821.
268 Gufdance Processing Chap.
Given that USS Oklahoma City, with the last Talos missile system onboard
was decommissioned in 1980, a few comments are in order concerning this systeG
and its components. As Dean [I9821 noted, "Though AEGIS reflects the techno,
logical advancements and refinements of the past decade, it was the broadly based
research and development efforts of the Talos program that supplied the underlying
technology that gave birth to the present generation of surfacetoair missiles."~
Whereas missile guidance systems for many generations to come will probably take
concepts employed in the Talos program and build thereon, the Talos program had
no similar, existing missile guidance program on which to build. Rather, it was
forced to rely on a pioneering spirit and to do things that had not been done before
[Goss, 19821. Some of these "firsts" that the Talos program can boast of include
the first rocketlaunched supersonic ramjet engine, the first interferometric homing
guidance, and the first beamriding missile system. Moreover, the Talos system
was the first to incorporate a tactical nuclear warhead. In the Vietnam conflict, Tabs
distinguished itself in early engagements by its deadly accuracy at long range. Ac
cording to Goss [1982], Talos will not be distinguished merely by its achievements,
which alone cannot be understated, but by the developments that would emerge
from the program. These range from the current and future generations of antiair
craft missile systems (hardware and concepts), to a technology that is pervading
such fields as satellite systems and biomedical engineering.
6.2 GUIDANCE MISSlON AND PERFORMANCE
Fundamentally, the role of the guidance processor is to ensure that a particular
mission is accomplished \vith thc best possible performance. As shown in Figure
61, the critical guidance issues relating to this are guidance performance (Section
6.2.1). guidance phases (Section 6.2.2), and operation (Section 6.2.3). Before a de
cision can be made as to how to combat a threat, mission analyses must be per
formed. In such analyses, mission areas are designated based on functions of the
troops countering the threat; however, a standard set of mission areas has yet to be
adopted across all branches of the armed forces. Guidance missions can be divided
into airtoair (AA) missions, airtosurface (AS) missions, surfacetosurface (SS)
missions, and surfacetoair (SA) missions. In their underwater deployment of
I'GM, the Navy enlploys a modified version of these definitions. All these missions
are outlined in Figure 65, in each of which the missile is located in the middle
between the launcher to the left and the target to the right. The lines drawn in these
figures denote possible data links or sensor transmission paths employed by the
PGM [Heaston and Smoots, 19831. The air launch mission for tactical missiles is
considered to bc described by two different (not mutually exclusive) scenarios: AA
versus AS combat and standoff versus shortrange combat. According to the phase
' This quote is taken from an article by Frank A. Dean entitled "Guest Editor's lntroduction~''
Johns Hopkinr APL Tetlltliral Di,qerr. Vol. 3. No. 2. AprilJune 1982, p. 115.
Sec. 6.2 Guidance Misslon and Performance 269
of flight, the guidance missions can also be divided into lntrt~ch/prelaurich phase mis
sions, ttiiric.o~rust~ phasc missions, Near !errriitra/ and rerrtri~ral phase missions. Figure 6
6 graphically depicts the midcourse and terminal guidance phases of a tactical missile.
At the initialization of missile launch, kinematic parameters for each of these three
phases and the criteria for the missile's decision to transition from one phase to
another arc specified. Corresponding to the AS scenario, a midcourse guidancc phase
is entered following launch in which the n~issilc is directed to the target area. This
is followed by a search and acquisition phasc during which the missile seeker scans
a region looking for a target. Upon detecting a target, the seeker locks on to it, that
is, tracks its position, and acquisition is accomplished. This results in the initiation
of terminal guidance, where the seeker is used to provide information concerning
the relative positions of the missile and target. Such information is then used to
guide the missile to impact. Here, terminal guidance could have been used inter
changeably with homing guidance.
6.2.1 Guidance Performance
Fi g~~r e 61 illustrates the different guidancc mode options in these three phases.
Figure 67 presents multiple guidance mode considerations for an AA environment,
while Figure 68 presents that of surfacetoair missile (SAM) operation. The guid
ance problem for rangeenhanced missiles is to obtain an optimal trajectory and
guidance law for midcourse and terminal phases. These missiles generally include
a commandupdate inertial midcourse guidance and active or a semiactive radar
seeker terminal guidance. The function of the midcourse guidance is to minimize
energy loss and bring the heading error to zero at handover. Handover from mid
course to terminal guidance occurs following target acquisition by the missile seeker.
In general, midcourse guidance response is neither fast nor accurate enough, even
at short range, to consistently achieve the desired miss distance that is within the
lethal radius of the missile warhead. Therefore, a terminal guidance mode is nec
essary following midcourse guidance during which the missile homes on the target
until intercept occurs and the missile warhead is detonated.
The use of midcourse guidance followed by a relatively short period ofterminal
homing offers a significant improvement in firepower and missile intercept coverage
at the expense of the inclusion of the sensors and data links necessary for imple
mentation. Several factors bear on the success or failure of the missile during the
terminal guidance phase. Chief among these is seeker acquisition at the desired time
of handover. Near intercept, the missile's kinematic capability, or speed and ma
neuverability, relative to that of the target becomes critical. Obviously, it is much
more difficult to deal with targets that do a good deal of crossing and maneuvering
than with directly incoming nonmaneuvering threats. Guidance accuracy is also,
affected to a large degree by factors such as an angle scintillation phenomenon known
as target glint and, in certain circumstances, severe fades in the targetreflected signal
at a critical time prior to intercept. Missile heading error, which is a measure of the
MI SSI LE
t
/ /
'\ \ \ \
/ \
k'
\\

LAUNCHER TARGET h
MI SSI LE
I LAUNCHER
I
I LAUNCHER MI SSI LE
A TARGET
Figure 65 (a) SurfacetoSurface (Launch platforms may be tripods, ground ve
hicles, cannon tubes, or ships. Targets may be at ranges of one to greater than 1000
kilometers and consist of tanks, ships, men, material, and fortifications. Primary
interest is by the Army, Navy, and Marines.) (b) SurfacetoAir (Launch platforms
may be shouldermounted. tripods, ground vehicles or ships. Targets are airborne
helicopters, fighters, missiles, bombers, and supporting aircraft at ranges of one to
greater than 500 kilometers. Primary interest is by the Army, Navy, and Marines.)
(c) AirtoSurface (Launch platforms are helicopters, closeair support fixed wing,
fighter aircraft and bombers. Targets may be any enemy highvalue assets including
men, tanks, vehicles, material, air fields, SAM sites, bridges and ships. All three
Services and the Marines have an interest.) (d) AirtoAir (Launch platforms are
primarily fighter aircraft and bombers. Selfdefense systems for helicopters are under
consideration. Generally, targets are of like kind at ranges from three to 150 kilo
meters. Navy. Marines and Air Force have major interest.) (e) Undersurface (Launch
platforms are submarines, ships and sometimes aircraft. Targets are enemy sub
marines, ships, and aircraft at one to 100 kilometers. Weapons may be mines, tor
pedoes or missiles. The Navy and Air Force have interests in this area.) (From [Heas
ton and Smoofs, 19831 wi t h permissionfrom GACIAC)
271
LAUNCHER TARGET
 
'\ \ \ / /
\
/
MI SSI LE
TARGET
0
LAUNCHER WEAPON
,
(D)
(E)
Midcource
is==
Guidance Search And
Launch
ek?$
Terminal Guidance
P
 
\ 
AIR TO SURFACE FLI GHT PHASES: Launch
\
Midcourse ( Control To Known Area 1, Search 5
And Acquisition , And Terminal Guidance
z5
c
A
 . /   
,&hering s 
Launch , zmmond
/
SURFACE TO SURFACE FLI GHT PHASES :
WHY  Guidance Launch, Gathering (Capturing Or Gaining
Control Of The Missile Following Launch ),
 And Command Guidance.
Figure 66 Typical Tactical Missile Trajcctorics (From [Heaston and Smoors, 198.?/ witlt per.
mission from GACIAC)
2 74 Guidance Processing Chap. 6
1 Sea clutter
, nalluuvel ,
  .
Engagement Acquisition Hit
Radar errors
Ship flexure
Launch errors
Other ELXlmech interconnect error
Figure 68 Area Defense Analysis Must Include ECM Environment & Target Models ICour
resg o f K. Hiroshigr, 1984)
degree to which the missile is not steering toward the actual intercept point at
handover, can also have an influence on the final miss distance [Witte and McDonald,
19811. This influence depends on the missiletotarget range, missile speed, time of
handover, autopilot and control loop dynamic responsetime lags, and guidance
filter time constants. It is particularly important in the case of slower missile response
and severe radome coupling as the speed and intercept altitude increase.
Performance evaluation requires modeling the interdependent acquisition and
missdistance parameters. A flow diagram of various acquisition and missdistance
parameters is shown in Figure 69a. Figure 69b depicts different noise sources and
their RMS noise levels (see Equations (220) and (223)) as functions of rangeto
go R. Figure 69c illustrates primary sources of miss distance for an air target
engagement. Figure 69d lists the effects of different sources on miss distance as
functions of closing velocity, missile velocity, and total time constant (T = 72).
Figure 69e illustrates the effects of the total system constant on RMS miss. A
missile constant is typically selected to minimize conflicting accuracy characteristics*
as depicted in Figure 69f (for a given A and Vc) as presented in later sections 2nd
in Chapter 8.
Sec. 6.2 Ouldance Mlsslon and Performance
Search
terminal
parameters radar
Parameters
Target
khematlcs Terminal
detection
Terminal
models
acquisition
Midcourse Seeker
detection i3
error
statistics
heading
Midcourse
miss distance
models
noise.
0 Range R
Figure 69 (a) Performance Evaluation Requires Modeling the Interdependent Acquisition
& Miss Distance Parameters (b) Noise Sources and Their Noise Levels as Functions of Range
to Go (c) Major Miss Distance Contributors (d) The Miss Distance Dependence on Closing
Velocity & Time Constant (T = 7,) Varies for Different Contributors & Type of Seeker (e)
Effect of System Time Constant on Miss (0 Missile Constant Selected to Minimize Conflicting
Accuracy Characteristics ((a), l d) , (e) courtesy oJK. Hiroshige, 1984)
276 Guldance Processing Chap. 6
Wget Maneuver
Glint Noise
.,.'.'.'.' Heading Emr at
Handover to Homing
@ Missile Response
Receiver Noise
Radome Enor
Range R
(C)
Source
I
Closing velocity (Vc),
Missile velocity (VM)
Total time
constant (7)
Fading noise
I Vc' I
r112
I I
Semiactivelpassive
receiver noise
Active receiver noise
Glint noise
Heading error I Vm' 1 T
vc?
I
,I12
Maneuvering target
. Dual target I Time base only ( T B) 7
Figure 69 (Continued)
Example 63: Advanced missile guidance system against very
highspeed target. In this example, the guidance law consists of a midcourse
guidance phase and a homing guidance phase, as indicated in Figure 610. A mid
course guidance law is used to navigate the missile in the midcourse phase, mini
mizing the deviation angle at. lockon from 180deg head on. The terminal guidance
law takes over as soon as the missile seeker acquires the target. While current tactical
antiair missiles are designed chiefly for use against aircraft, there i s a growing concern
surrounding the threat of airtosurface missiles (ASM). Advanced missile guidallcc
systems used in antiair er~gagcmcnts will have the capability of intercepting a very
Cumulative
miss
distance
(feet)
."" . 
.01 . 1 1 10
Time (sec)
(E)
Miss (ft)
All misses normalized to
1 foot at r = 1 sec
(Results from
approximation formulas)
Guidance System Time Constant rg ( s ~ c )
(F)
Figure 69 (Continued)
Guidance Processing Chap. 6
abMlrXY
Figure 610 Geometric Relation be
tween a Missile and a Target (at Lockon)
.
0
(From [Kuroda and Imado, 19881, 1988
rrissiie 0
ospea AlAA)
highspeed target with a relatively lowspeed missile, given some constraints on the
missile g performance and the aspect angle at lockon. The closer the interception
geometry is to head on, the shorter the miss distance is. Simulation results show
that as the target speeds increase, the deviation angles from 180deg headon at lock
on must correspondingly decrease in order to achieve satisfactorily small miss dis
tances. For an extremely fast nonmaneuvering target as compared with the inter
ceptor, a small miss distance can only be achieved if the aspect angle at lockon 1s
near 180 deg. This tendency becomes more acute as altitude is increased. The sit
uation is almost the same against a maneuvering target, exept that the miss distance
becomes small when a target maneuvers towards a missile and becomes large when
it maneuvers away from a missile particularly at a high altitude (15 km). The results
concerning the effectiveness of the advanced missile guidance system against a very
highspeed maneuvering target and the aspect angle constraint at lockon are as
follows. Below a certain altitude (approximately 1314 km), the advanced guidance
system of a SAM is effective against a very highspeed maneuvering target. Little
is gained in the way of being able to relax the aspect angle constraint at lockon
with the advanced guidance law with compensation of the target lateral acceleration
(APN, see Chapter 8). The same is true of the advanced guidance law with comn
pensation of the missile velocity change (velocity compensated PNG, see Section
6.5). Neither the target lateral acceleration nor the missile velocity change is pri
marily responsible for the aspect angle constraint. The timetogo estimation error
at lockon in the PNG without the initial seeker gimbal pointing error has a sig
nificant effect on the aspect angle constraint. It appears that a missile heading error
induced by the estimation error is the primary cause of the constraint. Because of
the time lag of the missile dynamics, the missile is unable to deal with the abrupt
change in the intercept geometry when the heading error (or the timetogo esti
mation error) exists. A very effective way, thcreforc, to relax this constraint is to
reduce the missile noise filter time constant. However, this is difficult to do by
reason of filter capability degradation, autopilot instability, and other effects. If it
is possible to reduce the missile noise filter time constant, the miss distances brought
about by the preceding timetogo estimation error decrease and the result is that
the aspect angle constraint is relaxed. Concerning the advanced guidance system,
as a practical matter, the magnitudes of the command signals are confined to lie
between some maximum values owing to hardware limitations. If the closing speeds
are large, saturation of the command signals is likely to occur, resulting in large
Sec. 6.2 Guldance Mlsslon and Performance 279
miss distances. However, if it happens that the missile.and targct arc very close to
a headon geometry, the LOS rotational ratcs are usually very small, so that the
command signals tend not to become saturated [Kuroda and Imado, 1988, 19891.
6.2.2 Phases of Flight
Following the launch phase, a midcoursc phase serves to direct the missile to a
region near the targct. In this region, accurate target information is provided by the
homing scckcr. This is followed by a terminal homing phase, which is the final
phase of pursuer flight prior to intcrccpting thc maneuvering target.
Launch phase. The missile launch phase can be described as follows. The
missile begins its flight with the speed and altitude of its base or platform, which
may be a moving vehicle such as a ship or aircraft. In progressing from these to its
desired speed and altitude, the missile must use the specific values of accelera
tion/decelcration, and climbldivelturn rates given in its initialization message for
the launch phase. The transition from launch to midcoursc takes place when the
missile has reached a slant range from its point of launch that is equal to or greater
than the value of the field midtransition range given in its missile initialization
message. If the missile reaches the specified transition to terminal phase while still
in its launch phase, the missile transitions directly to terminal phase, skipping mid
course phase entirely [Wildberger and Hunt, 19861. If the missile reaches its launch
phase goal speed andlor altitude before its required transition to nlidcourse phase,
the missile remains at those goals for the rest of its launch phase. If the missile is
required to transition to midcourse before reaching its launchphase goals, it switches
immediately to begin seeking midcourse goals and using midcourse kinematic pa
rameters. During launch phase, the azimuth (horizontal) heading of the missile is
determined by an initial heading ordered by a weapon control system (WCS) task
or else by the missile's own solution to the target intercept problem, depending on
its operational state.
Midcourse phase. A missile is in midcourse phase from the moment it
reaches the slant range from its point of launch that is specified in the field mid
traniition range of its initialization message. The missile remains in midcourse phase
until it transitions to terminal phase. The transition from midcourse to terminal
takes place when the missile has reached a slant range from its target that is equal
to or less than the value of the field term transition range given in its missile ini
tialization message. Regardless of whether the missile has achieved the desired speed
and altitude set for launch phase, when it transitions to the midcourse phase, the
missile must take as its new starting conditions whatever speed and altitude it has
at the time of transition to midcourse. If the missile reaches midcoursephase goal
speed and/or altitude before its required transition to terminal phase, the missile
remains at those goals for the rest of midcourse phase. If the missile is required to
transition to terminal phase before reaching its midcoursephase goals, it switches
immediately to begin seeking terminal goals and using terminal kinematic param
280
Guidance Processing Chap. 6
eters. During midcourse phase, the azimuth (horizontal) heading of the missile is
determined by the heading it was on when it transitioned to midcourse phase, and
by any heading ordered directly by a WCS task or by its own solution to the target
intercept problem, depending on its operational state as further explained in the
following section [Wildberger and Hunt, 19861.
Terminal phase. A missile is in terminal phase from the moment it reaches
the slant range from its target, which is specified in the field term transition range
of its initialization message. This is true even if the missile is still in launch phase
when it reaches terminal transition range from its target. The missile remains in
terminal phase until it detonates or destructs. Regardless of whether the missile has
achieved the desired speed and altitude set for midcourse phase, when it transitions
to the terminal phase, the missile must take as its new starting conditions whatever
speed and altitude it has at the time of transition to terminal phase. In progressing
from these to its desired speed and altitude for this phase, the missile must use the
specific values of acceleration/deceleration. and climbldivelturn rates given in its
initialization message for the terminal phase. During terminal phase, the azimuth
(horizontal) heading of the missile is determined by the heading it was on when it
transitioned to terminal phase, and by its solution of the target intercept problem
[Wildberger and Hunt, 19861.
Example 64: Typical laserguided weapon mission.
A typical mis
sion has three distinct phases: launch, midcourse, and terminal. In the first of these,
the weapon is launched in the direction of the target. After launch, the laser sensor
in the weapon begins searching for the reflection from the target, corresponding to
the midcourse phase of flight. The midcourse phase may involve a ballistic flight
path, or an autopilot may steer a prcprogramnled path to the target's proximity,
dcpending on the tactics selected by the weapon designer. Upon detecting the target's
reflection, the autopilot transitions into the terminal guidance phase and begins
steering an intercept course to the target. The laser may be turned on before launch
or it may be delayed. The guidance system requires very little time to correct out
the launch and midcourse flight path heading errors [Christal and Mackey, 19841.
6.2.3 Operation
Guided weapons. Guided miss~les are classified into four broad categories,
dcpending 011 launch and target position characteristics: (1) airtoair r~lissiles
(AAM), launched from an aircraft at an airbornc target; (2) airtosurface missiles
(ASM), launchcd from an aircraft at a target on the carth's surface; (3) surfaccto
air missiles (SAM), launched from the carth's surface a t any airbornc target; (4)
surfacetosurface missilcs (SSM), launched from the earth's surfacc at a target on
the earth's surfacc. Each of the four categories of guided weapons, together with
several examples of cxisting missiles, are describcd briefly in thc following subscc
Sec. 6.2 Guidance Mission and Performance 281
tions. As shown in Book 1 of the series, the major tradeoffs and decisions required
oft he NGC systcnl engineer are brought out by the mission and threat requirements.
Airtoair weapons. AAM arc launched from one aircraft against another
aircrafttype target (see Figure 67). Missiles in this category include! the short
rangc, Illguided Sidewinder missilc with a n approximate range of 3.000 ft; the
mediumrange, radarguided Sparrow missile with a rangc of about 20 nmi; and
the longrange, radarguided Phoenix missile with a range of about 80 nmi. All of
thcse missiles use solid propellant rocket motors [Titus, 19851. The development
of improved standoff weapons becomes increasingly important as modern defenses
make it more and more difficult for aircraft to penetrate heavily defended areas.
One drawback to current weapons possessing sufficient standoff is that thcse arc
effectively limited to targets of high value and physical prominence. The limitation
surrounding highvalue targets is a consequence of the high cost of the weapons
themselves, while that surrounding targcts of physical prominence is a matter of
limitations in the navigation and target discrimination capabilities of these wcapons.
To a great extent, the guidance and control system determines both the cost and
performance of these weapons. The serious limitations of shortrange AAM become
very pronounced when viewed against the increased maneuver capabilities of mod
ern fighters. With longerrange AAM, the strapdown IRS has some good features
that allow it to be used to decouplc the homing head from missile body motion,
and compensate for radome aberration, thus improving homing accuracy [Baron,
19871.
The advantage of IRguided tnissiles is that the seeker head is selfcontained,
needs no connection or equipment in the launch aircraft (except possibly to a cry
ogenic refrigeration system), and probably results in the lowest total missile cost.
In general, an IR missile cannot be used in bad weather or at low altitude (where
most targets are now likely to be found), and in many cases was limited to attack
from the rear in order that the seeker should see lockon to the hot jetpipes. Today,
new types of IR seekers offer vastly improved sensitivity and better ability to dis
tinguish between real and false targets and, in the latest designs with Cassegrain
optics, focus the radiation on either one or a whole matrix of detectors, overcoming
virtually all of the previous problems [Gunston, 19791. Radarguided tnisriles are
longer range and can either be semiactive, active, or both. A semiactive radarguided
missile homes in on bistatic reflections coming from the target being illuminated
by the main weapon control A1 radar in the interceptor. An active radarguided
missile (that is, AMRAAM) has its own radar, and hence does not require the
interceptor's A1 radar t o illuminate the target while it is being guided to it. The
advantage of active radar guidance is that it provides a launchandleave capability
[Schleher, 19861.
At present, AAM development is centered around two basic classes. The first
class includes mediumrange missiles that have a range of about 20 miles, while the
other kind of AAM is the closerange weapon which must be able t o be fired at a
moment's notice and have such instant response and unprecedented maneuverability
DEEP TACTICAL
AIRFIELDS POL. ETC (IIR)
MOBILE AA, SAMS. BATTLEFIELD SUPPORT
TANKS, APC
KNOWN TO
FORWARD AIR
CONTROLLER
/ REQUIRING GROUND
DISCRIMINATION
OF FRlENPlFOE
FRIENDLY FORCES
(A)
Figure
( a) Mlsslotl Sccllarlo i'crspcct~vc (b) AirtoC;round Attack ~ccrl arIo ( ( a) co,,rte3,,
of F W Hardy. 1986 (1,) botn [Ka~n atid Cloutrer, 1989/,
1989 AIAA)
Sec. 6.2 Guidance Mission and Perfonnance 283

FEBA \
(B)
Figure 611 (Continued)
as to kill a fighter crossing the bows of the launch aircraft. The seeker head for the
dogfight missile could be either RF radar or IR, or perhaps both [Gunston, 19791.
A detailed description of such a threat environment and the appropriate management
to employ are discussed in Book 4 of the series. In general, missile maneuverability
decreases with altitude. This case of AAM guidance and control concept against
maneuvering targets is particularly challenging.
Airtomsurface weapons. The scenario shown in Figures 66 and 611
represents an ASM application. ASM are launched from an aircraft toward surface
targets, one of the most important classes of which comprises ships. Other targets
are far more challenging and demand either guidance against a point in a background
scene (as in firing a rifle) or selfhoming. The following describes currently available
tactical AS weapons and their characteristics. Direct attack muni t i ons (freefall) include
CBU, bombs, and mines. Tactical AS weapons for arms include Shrike, Sidearm,
and Harm. In a di rect f i re an operator may be able to aim an EO or TV seeker in
the nose of the missile at the target and, by the operator's own action, lock it on
that target. The missile can then be released, after which it will home on the target.
One of the directfire weapons is the TVguided Maverick missile, which is used
against small concentrated targets such as armored vehicles, gun positions, parked
aircraft, and communication vans. This missile is equipped with a twostage, solid
fuel rocket motor. Other weapons used include TOW, Hellfire, Skipper, Walleye,
Laser and IR Mavericks, Bullpup, GBU15, and Laser Guided Bomb [Hardy, 19861.
In an indirect fire the missile is released and either flown to the target by the
operator, who sees a TV picture transmitted from the missile on the cockpit monitor,
or else uses inertial or DME as midcourse guidanceso fly near the target whereupon
it can be made to home by its own seeker. unfor;unately, anything calling for a
missile to send back a TV picture, and an aircraft to send radio command signals,
284
Guidance Proces~~g Chap. 6
is wide open to ECM interference by the enemy [Gunston, 19791. Harpoon is one
example of an antiship indirectfire ASM. The mediumrange, TVguided Condor
missile may be included in the category of ASM having an approximate range of
40 nmi. This cruise missile is usually used against heavily defended, highvalue
surface targets. Wherever possible, the best approach to the problem of ECM in
terference seems to be to turn the target into an emitter of radiation. Whenever
possible, an almost ideal method of turning the target into an emitter is to direct a
laser at it. As seen in Figure 6lla, a laser designator can be aimed by forward
troops a t anything they can see in hostile territory, and any missile tuned to that
laser's wavelength will home automatically on the light (which may not be in the
visible band of wavelengths) scattered from the target. From an operational stand
point, a particularly important challenge faced by those involved in weapons de
velopment concerns how to effectively utilize in a lowcost manner standoff air
toground weapons. Here, standoff airtoground weapons denote those weapons
which allow a single launch aircraft to release weapons from secure positions hidden
from threats located in close proximity to the targets (Figure 6llb). The targets
may be fixed, HVT (such as bridge, airfields, or C3 sites), or mobile force targets
(such as armored fighting vehicles or air defense units). A major difference between
standoff weapons and current inventory weapons is that the latter require target
overflight by the launch aircraft or lengthy periods during which LOS to the target
must be maintained from the launch aircraft or a designator aircraft [Kain and Clou
tier, 19891.
AirtoSurface Roles and Missions. The mission flight phases include launch
over a wide range of airplane speed and altitude conditions, missile midcourse flight
over a wide range of speed and altitude conditions, and terminal homing on ground
targets. Four separate missions, all involving different AS applications, are shown
together in a single mission scenario in Figure 61 la. The individual missions found
in the figure can be labeled close air support, tactical interdiction, deep tactical strike,
and defense suppression. Descriptions of each of these follow [Hardy, 19861.
Close Ai r Support. In this mission, there is a large quantity of small mobile
targets including tanks, APCs, AAAs, mobile ADUs, and troops. Because of their
close proximity to friendly forces, it is imperative to be able to react quickly in all
types of weather conditions. The major threat facing friendly forces a t the forward
edge of battle area (FEBA) is from shortrange IR and RF ADUs. Weapon require
ments for this mission therefore include: shorterrange lockon before launch,
smalllhard and largelsoft targets, high accuracy (hit to kill), and area saturation
(submunitions).
Tactical Interdiction. Here, the objective is to launch a strike against massed
enemy armor moving to the front. Staging areas include vehicle parks and ammo
dumps, but there is also tactical bridging, airfields, and POLS. The primary threat
is from mobile and fixed RF ADUs, which can be netted. For this mission, weapon
Sec 6.2 Guidance Mission and Performance 283
requirements entail medium standoff range, variable warheads (smalllhard, for
tanks, and penetrating, for overburdened command post), and launch and leave.
Deep Tactical Strike. The focus of this mission is a preplanned standoff
attack against highvalue targets, both fixed land and ship. The greatest threat facing
this mission is from area and point defense ADUs such as SAI1 and SA12, for
example. Weapon requirements for this mission therefore include longer standoff
ranges, larger warheads (against, say, industrial targets), and imaging sensors. This
last requirement is for target classification and aimpoint selection.
Defense Suppression. This mission is broken down into two separate mis
sions, a defensive mission and an offensive mission. Defensive misrior~ means the
quick reaction and selfprotection of strike aircraft against the threat of mobile and
fixedradiating ADUs. The aim of the offensive mission is to roll back enemy air
defenses prior t o delivering the strike force. Possible threats here include mobile
and fixed ADUs, and others listed in the Threat Definition. The Threat Definition
provides graphic descriptions of SAM, antiaircraft artillery, and laser weapon sys
tems, illustrating the depth of technology. Included in the threat are countermeasures
to protect air defense systems for lethal suppression. Countersuppression techniques
are expected to include decoy emitters, fake signals, jammers, emission control,
cooperative engagements between adjacent sites, and passive sensors. An analysis
in Pastrick et al. [I9861 compared the military value of the five baseline weapon
systems (GBU15, MAVERICKF, MRASM, JTACMS, and HARM) and a variety
(49 different types) of potential defense suppression weapon development candi
dates. Each weapon was evaluated against twelve threat units projected for the
future, including AAA sections, EWIGCI sites, nine different enemy SAM batteries,
and a tactical highenergy laseriparticle beam weapon. The enemy AD systems were
given a relative worth in order to determine and quantify their value in battle. Figure
612a shows the systems considered in the simulation. The scenarios that were
studied via the simulation model are shown in Figure 612b indicating the baseline.
weapons, candidate seekers, sortie depth of penetration, warhead weight, and stores
per aircraft. The study concluded that the required technologies to achieve a cost
effective weapon system would best be directed toward a longrange, semiballistic
missile with a dispenserisubmunition warhead.
Important lessons that have been learned in conflicts ranging from those in
Vietnam to those of the Middle East are that enemy threats, particularly aircraft,
will undertake extreme maneuvers if it becomes a matter of survivability. Defense
suppression, as the entire range of offense options has come to be called when applied
against groundbased defenses, includes: direct attack with iron bombs, which the
Israeli Air Force has used effectively; attack with standoff weapons such as anti
radiation missiles used on a wide basis by the U. S. Air Force in Vietnam; use of
standoffjamming aircraft t o mask quiet penetrators with broadband noise, as used
by the U.S. Navy in Vietnam; use of sophisticated jamming by the aircraft under
attack; use of chaffto hide penetrating aircraft, used extensively in the Soviet invasion
of Czechoslovakia; and penetration at very low altitudes to underfly the defenses.
286 Guidance Processing Chap. 6
EASELINE WEAPONS: CANDIDATE SEEKERS:
OBU16 1 E.0
. MAVERICK 2 IIR
. MRASM 3 MMW
JTACMS 4 RF
HARM 6 ARH
6 CO (30 km CRUISE ONLY)
7 MAIIIR
6 ARHIMMW
O RFIRAC
33 km 70 km 200 km
126 kg 1 W k#
u*.lrpm U*rontl u h m
SYSTEM
1. SA.X.12 BATTERY
2. TACTICAL HEL
3. SA10 BATTERY
4. SA.11 BATTERY
6. EWIOCI SITE
8. SA4 BATTERY
7. SA4 BATTERY
8. SAS BATTERY
9. SA.13 BATTERY
10. SA.3 SITE
11. SA.8 PLATOON
12. ZSU.2lH SECTION
r,
Figure 612 (a) Relative Worth o f Air Defense Systems (b) Candidate Weapon Concepts
(From /Pastrick rr a l . , 19861 with prnnisrionfrom AGARD)
Another offense option of growing importance in this list is the use of stealth tech
niques to reduce the electromagnetic signature of both piloted and unpiloted vehicles.
During the time of the Hawk system's design in the 195Os, several of these techniques
were understood and incorporated into the design so as to counteract their use by
attacking aircraft. It was not fully realized at that time, however, just how extrelne
enemy aircraft pilots could be in the maneuvers they undertook in order to insure
survival, when this was on the line. A good deal of effort since that time has therefore
RELATIVE TARGET
VALUE ESTIMATE
42
29
21
19
16
16
7
6
6
4
3
2
SOVIET SYSTEM
COST ESTIMATE
S100M
OcM
2W
2 W
3W
17M
1 W
42M
1 W
10M
SM
BM
1
CLOSEST U. 8.
EOUIVALENT
PATRIOT
HEL
IMPROVED HAWK
LMPROVEO HAWK
NOT ESTABLISHED
HAWK
NlKE HERCULES
ROLAND
NO COUNTERPART
NO COUNTERPART
CHAPARRAL
SOT. YORK
Sec. 6.2 Guidance Mlsslon and Performance 287
been directed at counteracting whatever means of escape an attacking aircraft might
employ at any time [Fossicr, 19841.
SurfacetoAir Weapons. SAM usually consist of antiaircraft and antimissile
weapons, and are typically mounted on mobile or portable launchers. SAM, in
cluding landbased and shipboard versions, generally have a solid propellant, two
stage rocket motor. Most of the early SAM uscd radio CLOS pridatrce. A second
method of guidance with early SAM was rcldc~r cori~rrratrd, uscd by several of t he most
widely deployed missiles in history such as the Hercules systcm. Hcrc, t\vo pcncil
beam radars are used, usually operating on diffcrcnt frequencies. One is used to lock
on and track the target and the other to lock on and track the missile. 111 addition
to SAM, the vulnerability of today's warships has brought about the development
of shiptoair tr~issiles ablc to shoot down other missiles with great reliability and
rapidity. Shiptoair missiles that can be loaded on to their launchers by hand are
often part of a weapon system that fills half a frigate and costs more than the basic
ship [Gunston, 19791. The total height and range envelope are such that ground
commands t o the missile arc required between launch and acquisition by a terminal
homing sensor. The target spectrum is broad, including high and lowflying aircraft
(for example, multiple and maneuvering targets) assumed to be capable of sensing
the missile's presence and performing evasive maneuvers, and formation flights
designed to counter a oneonone firm lockon and track. Simulations show that a
midcourse speed loss due to an overresponsive control systcm inducing too much
drag limits the range. High response is required after lockon to cope with maneu
vers. With both midcourse andterminal phases, considerable avionics are on board,
and sharing computing functions is desired. Finally, even though the threat is con
sidered advanced, techniques and hardware proven in the past are desired to min
imize program risk [Goodstein, 1972(a)]. Requirements for SAM design are dictated
by missions, as shown in Figure 613a. This figure shows altitude versus downrange
of four regions: outer air battle, area defense (bombers, ASM, ballistic missiles),
point defense (cruise missiles, fighters, ballistic missiles), and CWS (leakers). Area
defense threat includes multiple bombers, missiles launched from bombers, multiple
fighters, and standoff jammers. Major issues in area defense threat involve fire
power, target discrimination, and guidance accuracy [Hiroshige, 19861.
Area Defense. An area defense analysis is depicted in Figure 68. As illus
trated in this figure, ECM environment and target models must be included in an
area defense analysis. Figure 613b explains the characteristics of firepower multiple
illuminators. As can be seen from the figure, trackwhilescan or launchandforget
systems are required in order to increase firepower multiple illuminators. Require
ments for area defense in a multiple target/ECM environment can be summarized
as follows for high firepower, for target~resolution, and for high PK. First, in the
case of firepower, the following requirements are essential: multiple illuminators or
high data rate (more than 10 sec) trackwhilescan for semiactive systems; active
seeker or passive seeker; high average velocity; and short time for search, acquisition
(see Figures 63a and 63b), and terminal homing. Next, in the case of target
Altitude
go

80

70

Area defense
(Bombers, airtosurface
60

missiles, ballistic missiles
50 
40

30  Point defense
(Cruise missiles, fighters,
20  ballistic missiles)
10
ClWS (leakers)\
1 1 10 100 1000
Downrange (miles)
(A)
Slant range (miles)
Initial acquisition . 20 40 60 80 100 120 140 160 180 200
Establish track
I I I I I I
+
Threat evaluation 
Weapon assignment
Missile launch 100 Range for missile
seeker target acquisition
1 st intercept  300 
Kill assessment
2nd Missile launch /
Time between launch
U)

Ng = Number guidance channels
Number of targets illuminated at
> 10 hitslsecond
Vt = Targel velocity
Vm = Misslle velocily
(B)
Figure 613 (a) Missions Dictate Requirements for SurfacetoAir Missile Design (b) Fire
power Multiple Illuminators (To increase firepower, multiple illuminators, trackwhilescan
or launchandforget systems are required.) (c) Point Defense Against Ballistic Missiles He
quires High Interceptor Velocity (d) A Large Missile with a High Mass Fraction llocket Motor
Is Ilequircd for the 13allistic Missile Threat (e) Delayed Acquisitioti 8; Track initiation for
Cruise Missiles Ileducc the Numbcr of Possiblc Engagements (1) Multipath Environment
Tracking (Tracking in a multipath environment is biased and erratic until after the image is
resolved.) (g) High Fire Ratc (3.000 rdslmin) (Gun systems are effective at ranges less than
1.5(Io meters.) (11) Inside 2.(KKl it the LineofSight Hates 8; Accelcratiotls Increase Rapidly to
3 radlscc 8; 10 radlscc2 at 2(K) ft. respectively (Courrrry o J K. Hi roshkr, 1984)
Sec. 6.2 Guidance MIssIon and Performance
Altitude (1,000 ft) 10 20 30 40 50 6,O 70 80 90 100
8 10 12 14 16 18 20 22
slant range (miles) ( , I
, r
I Ballistic missile /
lnterceptorl altitude Ballistic missile
missile
/ slant range
Seconds
2 
3 
Entry angle = 45 deg
WlcDA 2,000 lblsq f t
4 
Intercept altitude = 30 kft
Slant ranae = 4.5 miles
'z
 . . . . .  
Flight time = 3.8 sec
Average velocity = 6,250 ftlsec
Launch weight per 1,000 HI
ol mr ocket motor weight
Weight propellant
Total webht of the
rocket motw
klocity at the end of boost (fUsec) kaquired for average
velocity a 6,250fUsec
(D)
Figure 613 (Continued)
Guidance Processing Chap. 6
Range (miles)
2

4

Time (seconds) ,  Radar horizon equation
R h = m + , r q
Rh = Radar horizon (miles)
Hr = Radar antenna height (ft)
Ht = Target altitude (ft)
1nsufficiel:t time for guidance
closeinweapon system (CIWS) required
(E)
+1.0
+0.8
+0.6 During resolution Preresolution
9
+0.4 

+0.2  After resolution
Boresight
elevation 0
_______
angle,
degrees 0.2
0.4
0.6
0.8
1.0

2,OO"
gAo .,VVV 6,uOO O 8,000 10,000 L
Target range  meters
Borealght equillbrlum ~CSSII~WS 
normel closed loop tradc  Cband
radar 1 beamwldth. 60 It above
water. Tsrget at 100 It allltude
(F)
Figure 613 (Contmued)
Sec 6.2 Guidance Mission and Performance 291
PSS
At least N cumulratlve hlt
1 .o
0.8
0.6
0.4
0.2
0
Cumulative hlt
30
20
+IT
10
0
0 500 1,000 1.500
Single shot hlt probablllty
MlSSD
(MI
500 1,000 1,500
Total miss distance
500 1,000 1',500
VT sin o =
'i= 
VTD
R ~2 + x2
acceleration






0.01 I I 1 I

0 1400(800 2,000

200 600
X(ft) 0 1goo
2,000
X(ft)
(H)
Figure 613 (Continued)
Guidance Processing Chap. 6
Figure 614 Area Defense Scenario
(From [Kuroda and Imado, 19881, O 1988
AIAA)
resolution (see Figures 63c, 63d, and 63e), the requirements include: range,
Doppler, and anglc rcsolution, trajcctory shaping t o improve rcsolution (see Figure
63c); and mul t i ~nodc with additional discriminants. Finally, rcquiretncnts for high
PK includc (as shown in Sections 6.5.2 and 6.7 and in Chapter 8) homing time equal
t o ten titnes that of guidancc time constant, maneuverability of three titnes that of
the targct, and short guidancc ttme constant [Hiroshige, 19861.
Example 65: Area defense. The area dcfcnse scenario is summarized
as follows [Kuroda and Imado, 19881. The object to be protectcd from enemy threats
(see Figure 614) is surroundcd by multiple tnissilc launchers in ordcr to have a
counterattack capability against such threats. If the launchers arc all spaced equi
distantly from the object's center, the launcher either nearest to or furthest from
the target is used. This is done to satisfy the requirement that the target aspect be
as close as possible t o 180 deg, as shown in Example 63. Bascd on this, the missile
launcher near thc vertical plane containing the object's center and the target should
be uscd. It 1s thcrcforc reasonable to introduce a twodimensional approximation
restricting, for simplicity, the motion in a vertical plane. As discussed in Example
63, thc nlissilcs must bc as closc as possible t o the headon gconlctry against the
targcts, which thcmsclvcs rnay bc dcsccnding at any incidencc anglc, and aiming at
any position. I t is possiblc to effcct a desirable lockon gconlctry in somc spatial
rcgions by adjusting the missile flightpath angle at lockon to the targct incidence
angle using midcoursc trajcctory shaping. The more steeply the targct dcsce11ds,
the greater the flightpath anglc is required to be at lockon. T o investigate the
attainable ranges of ~nissilc flightpath anglcs corrcsponditlg to diffcrcnt lockon
positions, the perfornlance indcx + = y(~,,,~.,,,) is selected where the lockon time
Sec. 6.2 Guidance Mlssfon and Performance 293
rloik .(.,, is determined from the next terminal condition [x(t), h(r)l = (x, I I ) , , , . , .,,,,,,,, diacd.
The performance index is to be maximized for large missilc flightpath angles, and
minimized for small ones. Using optimal control, the missilc is navigated from the
ground through the predicted lockon point, where the pursuer is supposed to lock
onto the target. This corresponds to the midcoursc guidance phasc. I t can be seen
that thc optimal control law results in a wider interceptiblc range of target incidence
angles than docs Al'N guidancc law. A wider successful counterattack region is
obtainable with the optimal guidancc law than with the less sophisticated APN
guidancc law. Basically, n~issiles can intercept the targets successfully when non
linear optimal control is used to guide the tnissilc in the midcoursc phase, which
minimizes the deviation angle at lockon from 180 dcg headon, and when I'NG is
used to guide the missile in the homing phasc.
Point Defense. In a special point defense, the ballistic missile nosc cone with
ballistic coefficient is equal to 2,000 Iblft? The discrimination of nosc cone from
decoys and tankage is at 10OK ft altitude. The velocity of the nosc conc is 20,000
ftlsec at 30,OW ft altitude. Thc nose conc deceleration increases from 6 to 60 g's at
30,000 ft altitude. Point defense against ballistic nlissiles rcquires high pursuer ve
locity, as illustrated in Figure 613c [Hiroshige, 19861.
Ballistic Missile Threat . A large missilc with a high mass fraction rocket
motor is required for the ballistic missilc threat, as illustrated in Figure 613d.
Requirements for ballistic missile threat can be summarized as follows. A rocket
motor is required t o achieve an average velocity of over 6,230 ftlsec over 3.8 seconds.
The time to intercept is too short for extensive terminal guidance correction, as
shown in Example 63, and hence the interceptor should be launched into an an
tiparallel trajectory to minimize the target deceleration component perpendicular t o
the LOS. Warhead, rather than guidance accuracy, is the determining factor in
achieving a high PK [Hiroshige, 19861.
LowAl t i t ude Cruise Missile Threat . In a special point defense threat of a
lowaltitude cruise missile, target acquisition is delayed due to late unmasking and
crosssection reduction techniques. Target track in the vertical plane can be inac
curate due to multipath. Delayed acquisition and track initiation for cruise missiles
reduces the number of possible engagements, as can be seen from Figure 613e.
Requirements for the lowaltitude cruise missile threat can be summarized as fol
lows. First, the reaction must be short. The terminal guidance requires EO or MMW
radar to resolve multipath possibilities (see Figure 613f). The propulsion may be
traded off for more warhead, eliminating the possibility of a second shot in a shoot
lookshoot policy. If the target altitude can be estimated, homing guidance in azi
muth and constant altitude in elevation is a possibility. Finally, multimode guidance
is also a requirement [Hiroshige, 19861.
294 Guidance Processing Chap. g
CloseinWeapon System ( CIWS) Threat. In a closeinweapon system
(CIWS) threat situation, all targets have penetrated the area and point defense svs
tems. The engagement zone for CIWS is inside the inner boundary of guided mis
siles. Figure 613g demonstrates that high fire rate (3,000 rdslmin) gun systems are
effective at ranges less than 1,500 meters. Inside 2,000 ft, the LOS rates and acccl
erations increase rapidly to 3 radlsec and 10 radlsec2 at 200 ft, as illustrated in Figure
613h. Requirements for CIWS can be summarized as follows. First, the reaction
time must be fast. Accurate target tracking requires less than 2 mrad with angular
rates of 10 rad/sec2 and angular acceleration of 10 radtsec. Ti me of flights of up to
.
2 seconds are required for an accurate intercept predictor. High projectile velocitv
is employed t o reduce time of flight, and high fire rate is employed to impro\,c
cumulative probability of hit. Dispensing of decoys, chaff, and physical obstructions
are also part of the requirements [Hiroshige, 19861.
SurfacetoSurface Weapons. The scenario shown in the lower portion of
Figure 66b [Heaston and Smoots, 19831 represents an SSM application. Launch is
followed by a gathering phase in which the missile enters a wide FOV or wide
beamwidth of the cont;oier. During this same phase, the command system takes
control of the missile. directing it to the LOS whcrc a narrow FOV or beamwidth
"
is used to track the target. Commands are thcn sent to the missile causing it to
follo\v this LOS, thereby achieving impact with the target. This type of command
guidance is termed CLOS. SSM encompass thc whole rangc of missiles from
ground or shipboardlaunched assault weapons such as antitank, antiship battlefield,
and coastal support wcapons, to the largc ICBM generally known as strategic weap
ons [Titus, 19851. Figurc 615a shows a raillaunched missile, boostcd to flying
speed, and then powcrcd by a cruisc cnginc on a relatively long subsonic flight. The
flight is programmed so that a long, highaltitudc midcourse flight is followed by
a lowlcvel dash and homing on a specified targct. Some of the major mission issues
which the enginecr is faced with are shown in Figurc 6 l j b. The major trades and
decisions required of the cngineer arc brought out by the mission requirements
[Goodstein, 1972(a)].
Target Types . Guidcd wcapons can also be grouped according to the type
of targct for which thcy arc used, for cxamplc, antisubmarine warfare (ASW) mis
siles, antiship missilcs, and antitank missilcs. Surface targcts arc generally statiollary
or slow moving, although thcy may be difficult to dctcct and track. On the other
hand, acrial targcts arc highly mancuvcring and unprcdictablc, but usually easier to
acquirc. From a guidancc and control point of view, acrial targcts stress terminal
guidancc thc most.
Antisubmarine Warfare ( ASW) Missiles. Virtually, all thc ASW missiles in
usc at present dcrivc their guidancc information mainly or wholly from sonars. ThC
narnc conlcs from SOlrrtd .Ya~,igatiotr Ai d Ratl<qir!q, and thc acronym' s similarity with
radar is not misleading. Like radar, sonar can be activc or passive, the lattcr of which
simply comprises a listening device, sc~lsitivc ci ~ough to dctcct the propcllcr or 170
I1
Sec. 6.2 Guidance Mlwlon and Performance
Figure 615 (a) Example SS, SurfacetoSurface Mission (b) Mission Desires and
Constraints, Example SS (From [Goodrtein, 1972(a)] with permirriorr/?orn .4GARD)
noises of a submerged submarine under way at a range of many kilometers. Most
sonars, however, are of the active type. Although detection by sonar is still in use,
modern detection means rely on EM detection. Extremely powerful sonars are built
into the underside of the hull of ASW surface ships, and into the bows of most
submarines. In most warships, sonar systems can also be used as an underwaer or
secure means of shortrange communication. Sonar communication is also used to
transmit digital data in ASW systems, and, for example, can transmit target position
information from a sensor platform to a ship equipped with ASW missiles. In the
296 Guidance Processing Chap.
same way, U.S. Navy submarines equipped with the Subroc missile nus st bc able
t o use sonar communications to keep the missile heading for the updated target
position throughout the airborne phase of its trajectory. It remains to develop the
ASW missile intelligent enough to home on its quarry by itself [Gunston, 19791,
Antiship missiles. Currently, a large group of missiles have guidance
systems tailored to this role alone, and are almost useless for any other. However,
the attack of maritime targets presents some similarities to and some differences
from other operations. Seaskimming techniques have been developed that reduce
the time available for the ship to take defensive action, together with improved night
and poorweather capability and improved resistance of the missile guidance system
to ECM. Nonetheless, saturation tactics are still required to ensure successful pen
etration of shipborne defenses. This means that the attacking aircraft have each t~
launch more than one missile. Moreover, because ships move a significant distance
from the time of initial detection t o the time of missile impact, the guidance system
of each missile must be autonomous. Further, because highvalue targets such as
capital ships are usually surrounded by escorts, the missile must incorporate au
tonomous target selection capabilities. Radar seekers remain the preferred choice,
capable of covering a sea area sufficiently large to ensure that, in spite of any errors
in target position fed to the missile by the aircraft at the time of launch, target
detection is still achieved. As defenses improve, standoff range will have to increase,
thereby making the navigation and guidance problems more difficult. Dualmode
sensors, for example, combined IR and passive radar, may be requircd [Barnes,
19871. Events in the South Atlantic during the Falklands campaign highlighted the
threat a seaskimming missile can impose on a surface ship. The basic rcquiremcnts
of a seaskilt~rtlirq tt~issilc arc that it can fly just above the sea surface at a high speed
over long distanccs in cxtrcmcs of weather, and with a high probability ofachieving
a kill. Such a weapon system may be launched from a landbased vehicle, a ship,
or an aircraft, and has a flight trajectory as shown in Figure 616 [ S u t ~ and
Windley, lV841. An important consideration in the development of sucha weapon
system is an appropriate autopilot in the missile altitude control system (ACS). Book
3 deals with the dcsign of the ACS of a seaskimming missilc niancu\~cring from
an intermediate or midcourse height to a seaskimming trajectory.
Antitank missiles. An antitank missile, as notcd in Gunston 1197'11. is by
far the silnplcst of al l missilc classcs in most rcspccts, dealing with targets consisting
of large niasscs of nictal which are rclativcly slow moving and unablc to dodge
anything. Hostile armor of this type has traditionally bccn engaged a t closc range,
after direct visual sighting. Compared with ships and aircraft, their ECM and IItCM
capability has bccn at best low and usually nonexistent. Another aspect of tllcsc
targets is that therc is no spccial problem in carrying a warhead able to picrcc their
armor and causc havoc inside. As to the missiles thcnlsclvcs, most have advanced
sight systems that offer the operator the best sight that optical and IR technologY
can provide. Today, some of the most attractive antitank missiles are semiactive
Sec. 6.2 Guidance Mission and Performance
HEIGHT
Figure 616 Flight Trajectory of a Sea Skimming Missile in the Vertical Plane
(Frum [Slrrrotl otld Windlry, 19114/ ~uirlr pcnniiriut~fiottl SCS)
AIRCRAFT
laser homers. Hayman [I9831 describes an IR imaging antitank missile that is fired
and forgotten. It is a shoulderlaunched weapon that lofts to an altitude of approx
imately 150 meters and then homes toward the targct using PNG. A gyrostabilized
seeker is precessed to the target by pointing commands. These pointing commands
are developcd from an imaging sensor by a new tracking algorithm that performs
well in a highly cluttered background.
.
SEA SURFACE
OR
snip
Range and function. Missiles can also be classified by range into long,
medium, and shortrange missiles. Barnes [I9871 proposes to consider longrange
missiles and shortrange missiles separately, proposing furthermore to subdivide
the longrange category into those intended to attack highvalue fixed targets on
land and those intended to attack ships. To attack targets such as airfields located
well behind the FEBA, large payloads are required and the weapons must be de
livered with high accuracy. Current capability requires overflight of the target by
the manned aircraft. As air defenses continue to improve, standoff weapon systems
provide the only means of protecting the attacking aircraft, to the extent that missiles
must have sufficiently long range to allow them to be launched from friendly air
space. Another distinction is made between tactical and strategic missiles. Broadly
speaking, the terms are used here to denote the kind of target rather than its distance
from missile launch. Strategic weapons are taken to be those that strike at enemy
heartlands, either in counterforce attacks or in countervalue attacks. Tactical wcap
ons are those that influence a battle, and the battle may be by land, sea, air, or
altogether. The tactical missile seldom has a nuclear warhead, while the strategic
kind seldom has any other.
The strategic category of missiles includes the groundlaunched Minuteman
series of ICBM with a range of more than 7,000 nmi and the Poseidon submarine
launched missiles with a range of about 2,500 nmi. Both missiles are equipped with
TIME
LAUNCH
INITIAL FINAL
PHASE CRUISE PHASE
APPROACH
PHASE
d Y
298 Guidance Processing Chap. 6
multistage solidpropellant rocket motors. These missiles achieve speeds of over
10,000 nmi per hour and altitudes of over 500 nmi. The future generation of strategic
missiles may also include cruise missiles which move at subsonic speeds (about 400
nmi per hour) and at low altitudes of about 5,000 feet. Cruise missiles are powered
by jet engines and resemble a small aircraft. These missiles can be manufactured at
l ow cost and, because of their lowaltitude flight trajectories, can escape detection
by groundbased radars. Ballistic missiles follow a ballistic trajectory mainly de
termined by the gravitational field of the earth. In a short time the missile is ac
celerated by a single or multistage rocket propulsion system to the initial speed for
the ballistic trajectory. In the propulsion phase, a guidance and control system sta
bilizes the missile in flight and guides it according to a preset program for the flight
direction, to put the missile on its predetermined trajectory. In the terminal phase,
a guidance and control system can govern the accurate delivery of warheads, correct
for atmospheric or other disturbances, and even home the vehicle onto the target.
Ballistic missiles are classified according to their range [Vriends, 19871.
6.3 MULTIPLE MODE GUIDANCE MODELING
The information available, the maneuvers required, and the control mechanisms in
use may differ from one portion of the pursuer trajectory t o the next. Thus, different
guidance laws may need to be used to acconlplish the mission for the entire trajec
tory.
6.3.1 Midcourse Gui dance
Midcourse guidance refcrs to the process of guiding a missile that cannot dctect its
target when launched, from the launch point to the target's proximity, and is pri
marily an energy managerncnt and inertial instrumentation problem. The midcourse
guidance law is usually a form of PNG with appropriate trajectoryshaping modi
fications for minimizing energy loss. The t wo types of midcourse guidancc com
monly used diffcr only in the coord~natc systems employed. In one missile steering
signals are dircctly supplicd in an agreedupon coordinate frame. In the other an
inertial navigator is updatcd by cxtcrnally supplicd target information. Thcse tw70
types of midcoursc guidancc can further be classified as incrtial. common position
grid, command incrtial, conlmand, command to LOS (bcarn rider), antiradiation
homing (AIIH), and correlation matching. The first of thesc, incrtial midcourse
guidancc, has a rangcdcpcndent accuracy, high rcsistancc to CM, and a range
depcndcnt rclativc cost. Common grid midcoursc guidance is charactcrizcd by
accuracy, modcrate resistance to CM, and a moderate rclativc cost, whilc command
to LOS has a rangcdcpcndcnt accuracy and l ow resistance t o CM, and is r c l a t i v~l ~
incxpensivc. Antiradiation homing (ARH) posscsscs modcratc accuracy, a low shut
down thrcshold in thc prcsencc of CM, and is ~noderatcly cxpcnsivc. Finally, tor
relation matching is charactcrizcd by a high accuracy, modcratc rcsistancc to CMq
Sec. 6.3 Multlple Mode Guldance Modellng 299
and a high relative cost [IIardy. I OXhl . As described in Exa~nplc 61, the imple
rncntatioll of midcourse guidance in SM2 was the result ofadding to SMI an IRU
together w~ t h n~issileship comniunication links. The IIIU comprises an instrument
package and a s peci . ~l  p~~r pos ~ conlputcr. Included i l l the instrutncnts are three ac
ccleromctcrs, t wo rateintegrating gyros for measuring angular motion at right
angles to the missilc body, and a spacestable, singleasis platfor~il for monitoring
missile roll. The primdry f~unction ofthe co~nput er is to solvc the equations ofmotion
to keep track of missile position, velocity, and attitude in the inertial coordinate
frame cstablishcd before launch. In the AEGIS application, con~mand niidcourse
guidance is ~ ~ s c d , ~vhi l e in TEIIRIEII and TARTAR applications, inertial midcourse
guidance is used [Witte and McDonald. 19811.
Command midcourse guidance. With the AEGIS combat system, the
ship uses direct control to commandguide SM2 during midcourse flight. This is
depicted in Figure 64e(i). Missile and target tracking are provided by the ANISPY
IA radar, which also f~inctions as the shipboard data link transceiver. The ship
weaponcontrol computcr is used to compute steering commands, which are then
transmitted to the missile on the ~iplink. The missile in turn acknowledges receipt
using the dohvnlink. A form of PNG \ ~ i t h suitable trajectoryshaping modifications
serves as the nlidcoursc guidance lalv. The primary function of the IRU is that of
an attitudc reference system, converting the uplink guidance commands in inertial
coordinates to steering conlmands in missile body coordinates. Prior to intercept,
there is a specified time at which an illuminator is assigned by the weapon system
to the engagement to support the terminal phase. Following this, the missilc is given
a command to search for the target based on updated seeker pointing and Doppler
frequency information. Hdndovev, ~vhi ch is the term for the change from midcourse
to terminal guidance, takes place after the missile seeker acquires the target. The
use of midcourse guidance brings about a marked improvement in intercept ca
pability relative to SM1 in both downrange and crossrange [Witte and McDonald,
19811.
CommandtoLOS midcourse guidance. Figure 617 depicts a radar
command to LOS guidance for airtosurface environment [Hardy, 19861. Most of
the early SAM used radio commandtoLOS guidance. The operator(s) tracked the
enemy aircraft in a steerable telescope, fired the missile, and then sent steering
commands by means of a radio link to keep the missile constantly aligned with the
target. Even today, radio commandtoLOS guidance is very important, though all
command systems using a radio link are vulnerable to countermeasures. Details of
commandtoLOS guidance are presented in Section 6.4.2.
Inertial midcourse guidance. Inertial guidance is a selfcontained tra
jectory guidance method and demands an I MU, or portions thereof, to sense missile
motion and generate guidance signals to control the missile to fly t o a specific
location. Inertial guidance is used in various simplified and relatively less costly
forms to enable the missile to attack welldefined (usually longrange) stationary
CONSTANT
RANGE SPHERE
TRAJECTORY
NULL PLANE
Figure 617 Radar Co~l l t nand to LOS Guidancc (Courtesy oJF. W. Hardy, 1986)
Sec. 6.3 Multiple Mode Guidance Modeling 301
targets, the user having first translated the present or future position of the target
into numerical coordinates acceptable to the guidance computer. Inertial guidance
trajcctorics arc usually optimized to achieve maxinium missile range. Ballistic tra
jectories, which arc deter~nincd by a consideration of gravitational forces and air
resistance and do not depend on aerodynamic lift for missile support, are commonly
used in inertial guidance. The trajectory data arc storcd in the missile prior to launch.
The missile through its internal sensors, such as the Il l s and accelcron~cters, also
measures its position relative to the l a~~t l ch point. I>cviarions from storcd and mea
sured position data arc converted to acceleration commands which arc executed
through the missile control system [Titus, 1983].
In the TERRIER and TARTAR applications, given that command guidance
is not practical since these combat systems do not track the missile, SM2 uses inertial
midcourse guidance for selfnavigation, A threedimensional search radar is used
to provide target data, which is in turn used by these ship systems to direct the
missile t o a point in space. Actually, the missile may be directed to a succession of
points if the target is changing course and/or speed as shown in Figure 6le(ii).
When necessary, new guidance points, along with target position and velocity data,
art communicated to the missile via the uplink. The ability to downlink missile
information allows the ship system to monitor flight progress. In the midcourse
guidance law, the steering equations are explicit functions of the current and desired
boundary conditions (position and velocity). For this reason, it is termed explicit
grridorlce. The missile's IRU supplies the missile with knowledge of its own position
and velocity. As with the AEGIS system, there is a predetermined time in the flight
at which an illuminator is assigned by the weapon system to support the terminal
homing phase. The IRU and uplink data are used to compute the Doppler frequency
and angle information required for target acquisition by the missile seeker. The
greater uncertainties in missile position and heading associated with the TERRIER
and TARTAR systems mean that terminal handover, which follows acquisition,
cannot be delayed as long as in AEGIS. Intercept coverage of TERRIER and TAR
TAR ships with SM2 is also significantly increased relative to SM1 against both
incoming and crossing targets [Witte and McDonald, 19811.
Example 66: Midcourse guidance for standoff tactical weapons.
Standoff (or midcourse) guidance is required when the missile is launched at such
long ranges from the target that either the missile seeker cannot "set" the target or,
if it can, the available guidance information is of sufficiently poor quality that it is
unusable. In such cases the guidance law usually consists of a preprogrammed strat
egy such as "maintain launch heading and a constant altitude" or "fly directly at
where you think the target might be." In some cases tactical missiles do not have
seekers, and the complete trajectory can be thought of as a type of nlidcourse guid
ance. A requirement exists for an autonomous, allweather, jamproof, quickly
targeted midcourse guidance capability for use in tactical standoff weapons. Pure
inertial guidance has always been an attractive option for midcourse guidance, but
the cost of highaccuracy (highquality) gimballed inertial navigators may preclude
Guidance Processing Chap.
NAVIGATION
lNlTlALlZATlON DATA AIRCRAFT
[POSITION. VELOCITY. ATTITUDE1
I
AIRCRAFT
WEAPON
MISSILE VELOCITY &
KALMAN FILTER
ESTIMATOR
I
I
SYSTEM
t
CORRECTIONS TO NAVIGATION
PARAMETERS (I SENSOR ERROR ESTIMATES
Figure 618 Airborne AlignmentiCalibration Concept (Froin [Perliilurter aiid
Fitsihm, 19801 with permission fvom AGARD)
their use in "throwaway" tactical weapons, and the inaccuracy of lowcost strap
down inertial navigators with lowcost sensors has prohibited their use unless PO
sition aided by an external source. The primary cause of the inaccuracy in these
strapdown navigators is gyroscope and accelerometer sensor errors. As lowcost
sensors typically have large turnontoturnon bias shifts, through a careful inflight
alignment and calibration process the predominant sensor errors can be reduced by
an order of magilitude. This performance whcn coupled with a precise position and
velocity initializa;ion, projecccd to be available from the tactical weaponcarrying
aircraft through hybrid LORAN or GPS inertial systems, makes unaided strapdown
inertial navigation a viablc midcourse guidance candidate for tactical weapons. The
inflight initialization, alignn~ent, and calibration technique is illustrated in Figure
618. The strapdown navigator is initialized with currcnt position, velocity, and
body attitude information from the aircraft navigation system, after which the sys
tem keeps current its own na\,igation solution. The Kalman filtcr estimator contains
an crror model for the missile navigator which ~nathematically describes critical
strapdown gyro and accelcromcter error terms. This crror model is driven by the
trajectory dynamics as scnsed by the strapdown system. Periodically during the
mated flight thc Kalman filtcr samples aircraft and missile velocity and computes
velocity, alig11111cnt. and scnsor corrections to thc strapdown system. Thcsc cor
rections arc fed back to thc navigation proccssor and incorporatcd into the navigation
solution. The estimation proccss is itcratcd until weapon rclcase. To enhance ob
scrvability of dominant crrors, aircraft mancuvcrs can bc performed [Pcrln~utter
and Fitschen, 19801.
6.3.2 Terminal Guidance
In those cascs whcrc a tcrn~inal seckcr is iockcd onto a target and providing reliable
tracking data (shortrange combat), the stratcgy is callcd tcn, ri r~al p i d a r ~ c e . Thc dy
Sec. 6.3 Multiple Mode Guldance Modeling 303
namic rcquircmcnts of tcrnlinal guidance are usually niore stringent because all the
trajcctory errors which have accumulated must be corrcctcd in a very short time.
As discussed in Chaptcr 2, typical terminal guidancc sensors include laser, TVIvidco,
imaging IR (IIR), MMW, microwave, and ARH. Thcse typcs of sensors provide
different typcs of tcrminal guidance tracking.
Example 67: Laser guidance. Lascrguidcd wcapons homc on rc
tlected cncrgy. Whcn an observer directs a laser beam at the intended target, a spot
of laser light is caused to appear on thc target. As the weapon detects rcflccted laser
light from the target, the autopilot stcers a course to impact on the lascr spot. The
guidance system using special equipmcnt is capablc of detecting the lascr cither at

night or in bright sunlight. The laser beam is produced by a device known as a
designator, which can, be manportable and which can also be carried in an aircraft
or in a RPV (rcmotcly piloted,vehicle). There , must be a direcr , . LOS between the
designator and the target, and the laser must operate during terminal guidan'ce.
Although the target may be screened by dust or smoke, laser systems are normally
designed to operate durlng marginal weather conditions and low clouds [Christal
and Mackcy, 19841.
Example 68: Fiberoptics guidance (FOG). The opticalfiber guid
ance (see Figure 619a) involves a gunner locaccd in the ground station ~ v h o receives
information on the general location of enemy troops. Based on this information, a
missile is launched toward the general target area from the ground station. Following
a climb to cruise altitude, the operator begins a search and acquisition phase (see
Figure 619b). The nearconstant altitude and heading may be preselected. During
this time, while viewing the target scene presented by the missileborne imaging
sensor, the operator has control over the sensor FOV, look angle, and the missile
flight path. Having acquired a target of interest, the operator then initiates the ter
minal trajectory. Interesting to note is that throughout the flight, the launch vehicle
may remain in a protected position and is not subjected to direct fire from enemy
systems. There is considerable freedom in selecting the optimum trajectory both
for launcher protection and for maximizing the total system effectiveness. The use
of a human operator during missions and other unique features determine what the
performance requirements are, which include trajectory ;haping directed at opt i h
izing the operator's performance in the areas of target acquisition and terminal guid
ance. This in turn dictates specific aerodynamic performance of the flight vehicle
as well as the missileborne sensor. In order to take advantage of the unique qualities
of optical fiber, a launcher design would have to allow engagements from defilade.
This means near vertical launches necessitating unique missile control and aero
dynamic capabilities. Additional requirements are placed on the missile trajectory
to account for the pilotintheloop and the functions of navigation and target ac
quisition that the pilot must perform. In addition to this, deploying a bidirectional
opticalfiber data link is required. Thetocation of the target is generally known but
the actual detection of the target is a function of the ground controller which uses
Guidance Processing Chap. 8
SEARCH/ACQUISITION
TERMINAL
LAUNCHER/CONTROL
(A)
DATA COLLECTION
LAUNCH OPERATOR
VEHICLE DISPLAY
ow
Figure 619 (a) Optical Fiber Guided Missile (b) Target Acquisition (Fro~n /Holder,
1983 & 19841 ujirh ycnnissiotz.fiot11 SCS)
Sec. 6.3 Multiple Mode Guidance Modeling 305
information transmitted downlink from the missileborne scnsor. Models used in
the primary computer sin~ulations include target location and composition. envi
ronmental factors, sensor parameters, and operational requirements. Outputs are
target acquisition probabilities and specific sensor performance data. The TV sensor
information is transmitted downlink for both human and electronic processing, and
guidance commands arc then transmitted uplink to the autopilot [Holder, 1983,
19841.
Example 69: STANDARD Missile2 terminal guidance. In the self
navigation phase that follows midcourse guidance, known as terminal guidance,
SM2 homes on the target until intercept takes place and the missile warhead is
detonated. The necessity for a terminal guidance mode is a consequence of the fact
that midcourse guidance is not suitably accurate, even at short range, to regularly
achieve miss distances less than the lethal radius of the warhead. Every SM2 missile
variant employs the same terminal guidance equations. The SMZterminal guidance
loop is shown in block diagram format in Figure 64f. Characteristics, such as the
angle of arrival, of the signal received from the target will be affected by the type
of targct and by missile motion. M~ssile pitch and yaw motion are ren~oved by
inercially stabilizing the seeker antenna that receives the signal. The two main ourputs
of the missile receiver are an LOS measurement and a closing velocity or Doppler
measurement. These measurements are used by the guidance computer to generate
steering commands in accordance with a PNG law. The autopilot, just as it did
during the midcourse guidance phase, converts the guidance computer's electronic
commands to missile tail deflections in order to vary the trajectory of the. missile.
The lateral missile motion provided by this process, coupled with longitudinal mo
tion provided by propulsion, causes the missile ro fly on an intercept course with
the target. The endgame is the final phase of flight in which there is a highspeed
encounter with the target. Crucial to this phase is accurate timing of the warhead
detonation. When the missile is in close proximity to the target, a small radar aboard
the missile, known as a target detectiondevice or fuse, senses the target's
presence. The optimum time to trigger warhead detonation is then computed. The
missile also contains a contact fuse to detonate the warhead on impact should the
missile collide with the target before the computed optimum time [Witte and
McDonald, 19811.
Example 6 10: Terminallyguided submunitions (TGSM) guidance.
With TGSM, there is the problem of achieving accurate guidance in very limited
space and at low cost. Following Trottier [1987], this example looks at the design
problem of attacking a tank from a TGSM initially in level flight. The assumption
of an upper limit to seeker sightline rate resulted in a low TGSM speed and hence
a large wing size, and it may therefore be preferable to go to the more usual vertical
approach from parachute suspension. The last several years have witnessed increas
ingly sophisticated flight control and seeker technologies for guided weapons. The
implementation of inertial strapdown reference systems that rely on lowcost fiber
306 Guidance Processing Chap. 6
optic gyros will undoubtedly contribute greatly t o the solution of t he cost and weight
problems associated with more complex navigation, flight control, and seeker at
titude reference systems. The requirement for groundattack aircraft to effectively
engage n~ultivehicle armored targets in both close air support and battlefield inter
diction roles places increasing demand on the intelligence and adaptability of the
weapon system employed. One solution to the problem is the use of a weapon
which consists of a flying dispenser (bus vehicle) which is released by an aircraft
some distance from the target and which subsequently delivers a number of smart,
autonomous TGSM into the target area. Two weapon concepts are investigated
solutions to the problem. The first concept involves "shoottokill" sensorfused
munitions which, following release from the bus vehicle, climb to provide the
titude they require for target search, deploy a parachute to stabilize vertical descent,
rotate an offset detector about the vertical while scanning the ground in a decreasing
spiral scan, and fire a highvelocity slug at the target upon acquisition. The other
concept involves "hittokill" aerodynamically controlled submunitions equipped
with a seeker which guide to the target and detonate a shaped charge warhead at
impact.
Improved warhead effectiveness can be obtained when hitting the top armor
from a nearvertical dive. This adds two constraints to the conventional guidance
problem: steep impact, and minimum angle of attack at impact. Whcn TGSM arc
released from a bus vehicle, the scenario is manyonmany in that several TGSM
have to handle several targets against various backgrounds and levels of clutter. The
targets arc armored vehicles 6 x 3 x 2 m moving in columns on roads, moving
in clutter, stationary in clutter with engine running, and stationary in clutter with
engine off. If one considers one TGSM only, the scenario becomes one on many.
A typical TGSM attack scenario is sho~\.n in Figure 620a. Its flight comprises three
phases: (1) the flyout phasc during which the bus vehicle is dispensed from the
aircraft and flies up to reach a fixcd altitude h at which the TGSM are released.
Upon release, the TGSM initiates the deployment of its lifting and control surfaces
a,nd becomes ready for target search;; (2) the search phase during which it flies level
(or glides) while scanning the ground for a target; and (3) the tcrminal homing or
track phase during which it guides to hit the target. During the tcrminal ho~ning
guidance phase, the scenario is one on one. Figure 620b depicts the geometry of
the scarch phasc. The TGSM is at altitude h and flies lcvel at vclocity V,,,. I t is first
postulated that the TGSM is cquippcd \vith only onc scckcr which can opcratc in
t wo modes: ( 1) a scanning modc for the scarch phasc, and (2) a tracking nlodc for
thc tcrminal homing guidance phase. The seeker searchcs the ground at a lookdown
anglc a. The maximum slant rangc R at which the target can bc dctcctcd is lill1itcd
by the detection rangc if thc scekcr uscs an MMW radar. Thc altitude / I is limited
by cloud cover if thc scckcr uscs passivc 111. If the lookdown anglc is fixed, both
11and R are linked. The vclocity V,,, is also linlitcd by the characteristics of t hc
scarch modc. From altitude /I and level flight, any stationary object on the ground
will appear as moving angularly at angular speed u = I/,,, sin' all^. If the look al l g]~
is 45 deg and the maximum gimbal rate of the scekcr is 25"/s, thcn, for 11 = l j O
Sec. 6.3 Multlple Mode Oufdance Modellng
RELEASE Of
THE TQSM
DUAQC
DEPLOYMENT OF
FINS AND WEKiS
ELEASE OF THE IMPACT
BUS VEHICLE ANOLE
>
t I I I
200 400 600 800 I 000 1200 1400
REFERENCE
,. 
T I
LINE O F SIGHT
I
TARGET
U
 DOWNRANGE x 
(B)
Figure 620 (a) Sketch of a TGSM Attack Scenario (b) Search and Initial Conditions for
Terminal Homing Guidance (From [Trottier, 19871 with permi sri onj om AGARD)
308 Guidance Processing Chap.
I Pulse Rocket I
Target 
Tracking
 (Chap. 8.9)
Sensor
lntegraled
J Sensing/Flight Control
Reference S stem
I SFCR~
(Chap. 5)
or
Inlcgraled Inerlial
Navigation System
(Chap. 5 )

Figure 621 Midcourse Phase NGC Processing
m, the preceding equation yields V,,,lh = 0.873. Beyond this value, any attempt to
eventually track a target is hopeless. Since moving targets are also considered, the
relative velocity must account for an inbound component of targct velocity. For
Ih = 150 m, and inbound target velocities of 20 mis, the TGSM velocity cannot
exceed 110 mls. A terminal homing guidance law that will guide the TGSM to a
nearvertical hit with the tank must be determined [Trottier, 19871.
6.3.3 Error Analysis Model Development
Midcourse guidance system analysis. The missile rnancuvcrs are rcla
tivcly small in the midcourse phase. Hence. thc resulting crror analysis is uscd to
study the hcading crror of the missile to the intercept point at the handover from
midcoursc phasc to terminal phase. The hcading crror at handovcr has an important
effect on the miss distancc and servcs as the initial crror of thc terminal phase. Thus,
t o compute this heading crror, the crror sourccs need to be analyzed. Thcy include
instrumental initialization error and drift, rcccivcr noise, guidancc algorithm, and
flight control response. Computing the heading crror requircs a realistic mathe
matical model as shown in Figure 621. The IRU onboard provides thc flight vehicle
position and velocity in inertial coordinatcs. Thc targct tracking radar uplink pro
vidcs t11c targct position and velocity. Thc trockir~,~ filter is uscd to attcnuatc noisc
cffccts and thcrcforc rcducc the hcading crror at handovcr. Trajcctory shaping and
optimization is applicd to causc the flight vchiclc to rnancuvcr cffcctivcly. that is,
with minimal cncrgy loss and in thc shortcst timc, along tllc dcsircd trajccrory. The
output of trajcctory shaping and optimization is a tnidcoursc steering command in
incrtial coordinatcs. A pulse rockct firing control is uscd to i n~pr ovc thc propulsioll
pcrforrnance of a flight vchiclc in order to tnaxinlizc thc tcrmillal vclocity and hcllcc
to cxtcnd intcrccpt rangc. The FCS can bc cithcr t l ~rust controllcd or scrvo cot]
trollcd. If thrust vcctor control is uscd, a thrust 1 ~ ~ 1 0 1 . co~tra~ocld ,qccrc.roror is nccdcd to
gcncratc thc thrust anlplitudc and dircction commands. A thrcrst c~ectnr (nr~tr.c~ll~'r is
Sec. 6.3 Multiple Mode Guidance Modeling 3Og
Maneuver
Modeling

Homing and End Game
 Target Trackin Procasing
(Fig. k 8 )
Actuation
Figure 622 Terminal IJhase NGC I'rocessing
used to follow thc thrust vector command. The thrust amplitude obtained by con
trolling the exhaust mass flow rate, and the thrust direction generated by controlling
the thrust vector control servo are combined to construct a thrust vector control.
If a servo control is used, an autopilot is used to follow the trajectory shaping and
optimization commands and to stabilize the system during flight. The actuator
(which consists of control surface and servomechanism) is used to change flight
vehicle attitude and therefore change flight vehicle trajectory. The servomechanism
may be pneumatic, hydraulic, or electric, depending on the maximum hinge mo
ment of the control surface.
Terminal guidance system analysis. Steering of the missile during the
last few seconds of flight has the most direct effect on terminal miss distance. Hence,
the terminal phase trajectory of a tactical missile represents the most critical period.
A homing sensor providing accurate information about the target's location relative
to the missile contributes to the overall success of a mission. A steering law capable
of achieving intercept in the presence of target maneuvers and measurement errors
also contributes to the mission success. Environmental turbulence and gust, instru
ment initial bias (IRU initialization error and drift), target maneuvers, seekerltracker
noise and bias, guidance law capability, flight control response and dynamic non
linearity are all important factors that affect the miss distance in a homingguided
missile. For a radarguided missile, on the other hand, the radome refraction is a
very important factor. The error analysis of terminal phase trajectory is illustrated
in Figure 622. Prescribed error sources and realistic mathematical models of the
guided missile are included in the error analysis study to assess the missdistance
statistics. A multimodel seeker is considered in Figure 622. The relative motion
among any of the multiple targets and the flight vehicle is detected by RF detection,
IR detection, andlor TV detection. In RF detection processing, a radar search mode is
needed to acquire target positions in the FOV of the seeker, and a tracking mode
is then taken to track and lock on the target. Search mode is activated when the
estimated targetflight vehicle range is within the detection range of the RF seeker.
There are three major search patterns used in the search mode: spiral scan, raster scan,
and sector scan. In the tracking mode, rangetracking servo uses the range gate technique
to position the target return signal in the middle of the gate. In case of gate stealing
due to the effects ofjamming or clutter, a coast mode or gate search mode is required.
310 Guidance Processing Chap. 6
As soon as the target position is acquired in the FOV of the seeker, the target is
locked on and tracked by the seeker. However, outputs of RF detection are con,
taminated by disturbance noise. The RF seeker is then taken to obtain the LOS rate
which is proportional to the misalignment of the target tracking error. The latter
is the error between the output of RF detection and that of positiorz sensing in the
seeker. A ratesensing feedback is also needed to improve stability and reject distur
bances. The sensor used for sensing the servo angular positions are: synchro (Ac
excitation), resolver (AC excitation), and potentiometer (DC excitation). A gyro
scope/tachometer sensor uses gyroscopes or tachometers to measure the angular rat,
of the seeker servo. A gyroscope is usually AC excited, and hence needs to be
accompanied by a demodulator.
In the IR detection mode, a signal detected by the IR detector is also contam
inated by disturbance noise. An IR irnage processor is needed to provide a twodl
mensional image with target and background. The IR image processor consists of
a head assembly, scanners, IR optics, 1R detector, IR cooling, preamplifier, am
plifier, LED array, synchronization, and display. A TV camera of CCD type is
usually used to acquire a twodimensional image for TV detection. The videotvackitig
servo consists of an auto video tracking (AVT) unit and a tracking servo. AVT can
generate a targettracking error with respect to the tracking gate and thus always
keep the target at the center of the tracking gate (or tracking window). AVT also
provides the gate positions in the elevation and azimuth axes. The tracking servo
has the feature of tracking on stabilization. That is, based on stabilization, the el
evation and azimuth gate errors given by AVT are thus polarity correct. A target
tracking algoritl~tti is then used to take the LOS rate from the aforementioned mul
timode seeker. The targettracking algorithm output is the input to the guidarlce
algoritlztn. Finally, an accelcration (orflyensation, an autopilot, and an actuator together
cause the flight vehicle to maneuver so as to intercept the desired target.
6.4 GUIDANCE ALGORITHM
A guidancc algorithm is formulated for the sake of ensuring pursuertarget intercept.
As can be scen from Figurc 61, guidance algorithms can be classified according to
whether thcy are preset or direct, both of which are investigated in this section.
6.4.1 Preset Guidance
This section d~scusscs thc coticept of a prcsct guidance algorithni based on an cs
ccllent description of guidancc techniques appearing in Vriends [1Y87]. Thc most
important input for a missile guidance system relates to the targct position. A preset
guidancc lncthod makcs use of prelaunch information on thc target position and
motion provided to thc missilc system's fire control subsystcm. During missile
flight, no targct information is scnscd. On thc contrary, flight path corrections to
the missile are dcrivcd from missile statc infortnation obtained by navigational or
Sec. 6.4 Guidance Algorithm 311
flight instruments inside the missile. With a prcsct guidancc systcm, the missile is
guided along a desired cruise flight path to the target intercept position. The actual
position of the n~issilc is compared with the prestored flight profile data and, if
necessary, commands are generated for the missile control systcm to return to the
required trajectory. Inertial guidancc is one such example. In the vertical or pitch
plane, the nlissilc is controlled by an altitudehold control loop using a simple bar
ometric altinlctcr, and in the horizontal or yaw plane by a hcading command loop
using an angular ratc gyro which monitors any change in hcading to keep the n~i s s ~l c
in the prcsct flight direction. More sophisticated prcsct gutdance systems for targets
at medium or long range contain an attitudc and hcading refcrencc systcm (AHRS).
As shown prcviously in Chapter 5 , the AHRS is a strapdown unit consisting
of three ratc gyros, three lowcost accelerometers, and the associated electronics.
The ratc gyros provide input signals for attitudc estimation and for autopilot rate
damping (flight stabilization). Accelerometers are used for autopilot feedback and
selfleveling of the strapdown system, and can be used in combination with other
navigational sensors to yield accurate estimates of missile attitude and heading. An
example of a reliable, accurate and costeffective AHRS is the ringlaser gyro system
or IRS. The laser gyro senses angular rate with respect to inertial space and has no
moving parts, making it insensitive to errors due to mass properties (which affect
rotating mass types of gyro). The most accurate preset guidance method can be
obtained with an INS. The primary sensors of the INS are three accelerometers and
three rate gyros mounted orthogonally. The accelerometers sense the nongravita
tional acceleration of the missile while the rate gyros sense the angular rate of the
missile. A gravity computer calculates the acceleration due to gravity from actual
information on the missile's position. Together they provide data to determine by
integration the missile velocity and position in a navigational frame of reference.
In preset guidance, the frame of reference is either physically or analytically
established within the missile. Accelerometers placed on a stabilized, gimballed plat
form are physically isolated from the pitch, yaw, and roll motion of the missile.
Platform stabilization is provided by a set of gyros which can be torqued to establish
the desired navigational frame. When the accelerometers are mounted directly on
the missile structure, they can be isolated analytically from missile rotational motion
with the help of a set of strapdown rate gyros. The missile airframe angular rate
with respect to inertial space is provided by the rate gyros and is used to calculate
the attitude of the accelerometer measurement frame with respect to the navigational
frame of reference. This attitude information is usedin a coordinate transformation
algorithm to compute the acceleration in the navigational frame. Although less
accurate than the platform system, the strapdown system offers a costeffective
solution for the autonomous inertial guidance of guided weapons in their midcourse
guidance phase. Furthermore, since the gyros and accelerometers take measurements
in an airframe coordinate system, their output signals can be used for autopilot
functions. Most ballistic missiles are guided in their boost phase by a platform I NS
because of the high accuracy demanded. Inertial navigation, such as a deadreckoning
method, is afflicted with navigational errors that increase with time of flight. TO
312
Guidance Pr~~eSsi t Ig Chap. 6
cope with this problem, position and/or velocity updates can be made t o reinitialize
the position and velocity integrators and even t o estimate observable errors of the
INS (Kalman filtering). Update systems or navigational aids such as radio and sat
ellite navigation systems, star trackers, and earth reference systems are used. These
last can make use of a mapping radar, an IR imaging sensor, or a TV sensor onboard
the missile to obtain position fixes. A Doppler radar can provide groundspeed data
for velocity updates.
An earth reference system developed for longrange cruise missiles to update
the INS periodically is TERCOM. Along the preestablished missile flight path,
several check areas are chosen to reinitialize the INS. Above the check area, a radar
altimeter with a good horizontal and vertical resolution measures elevation of the
terrain, resulting in a sequence of altimeter readings along the missile track. The
sequence is correlated with a prestored digitized map of the check area taken from
the memory unit to determine the best estimate of the actual position and subse
quently to correct the INS. Guided weapons with preset guidance are passive, at
least over the unaided portion of missile flight, and hence are difficult t o jam. After
launch thev are autonomous: the launching station or the fire control unit is not
"
involved in the guidance phase. The weapon has a fireandforget capability. Preset
guided weapons are used against stationary targets or slowly moving targets. For
moving targets there is a requirement for a direct guidance method in the terminal
phase of the engagement.
6.4.2 Direct Guidance Methods
Direct guidance methods, which are characterizcd by the use of turning target in
formation in the prelaunch phase and during the guidance phase, make it possible
t o intcrccpt moving targets. The guidance system is dominated by a guidance law
(see Scction 6.5) that formulates the relation between sensed target or missile in
formation and guidancc commands for the missile, and is implemented in the guid
ance computer or the correcting network. Referring once again to Figure 61, those
algorithms that fall under the category of direct kuidance include command guid
ance, beamriding guidance, and homing guidance (see Section 6.4.2). A reallife
guidance system is also presented in Scction 6.4.2 to exemplify a directguidance
application. At least one of the guidance sensors maintains LOS contact with thc
targct and provides targct illformation to the guidance and control system [Vricnds,
19871. The basic principles of guidanceloop dcsign for missile systcms arc well
cstablishcd, and future systcms arc unlikely to differ conccptually in any significant
way from prcvious systems. That is, the fundamental limitations of dircctguidance
methods remain the same although the implclncntation of such systcms will, of
course, be crucially dependent on the currcnt sratc of hardware development.
LOS guidance. There are two subsets of the LOS guidance which diffcr
basically in their n~cchanisms. LOS guidance is a silnplc conccpt and can bc iln
plclnented in terms of a command to lineofsight (CLOS) (Figurc 623a) or bcam
rider (Figure 623b). I n CLOS guidancc, an uplink is uscd to transmit guidallcc
Sec. 6.4 Guidance Algorithm 313
signals from a ground controller to the r~iissilc. l' hc iitnction of the beamrider
guidance scheme is to track an EO beam directed at the targct. The missile is first
guided near the ccntcr oi t he beam and theti flies toward the targct. The bcatn used
to direct the missilc to the targct has two fi~nctions. I t can be used to automatically
track the targct, or it can be directed to point at the targct by sonic other means.
As noted in I'astrick ct al. [1981], the bcanirider tiiissilc requires onboard autopilot
cotiipensation since the projector docs not know the missile's location once it is en
route. l ' he CLCIS scheme, however, docs track the missilc and thus cotiipcnsatcs
for its position prior to transmitting the guidance signal via the wire link.
A typical LOS guidancc trajcctory is illustrated in Figurc 623c where the
missile performance depends on the gconlctry and the nlissiletarget speed. As the
targct speed increases, the acceleration of the missile must also increase. A rear
receiver is required for these guidancc schemes. With the rnissilc remaining in the
beam that tracks the target, relative positions of the target and missile are shown
at various tinics in Figurc 623c. The individual targct and missile velocities during
a real cngagctncnt determine xvhat the actual trajcctory will look like. What is dcm
onstrated in this figure is that LOS guidance should not imply to the reader that
~,
the rnissilc has only to fly up the bcam to intercept the target. Quite the contrary,
the missile must be able to turn or develop velocity that is equal to the LOS rate
and perpendicular to the LOS. as stated previously, in order to intercept a fast
moving targct. The angle between t he tracking bcam and the missile axis dem
onstrates the requirement for a broadbeam rear antenna [Heaston and Smoots,
19831. LOS guidancc, in contrast to homing guidance, does not require a seeker in
the front of the missile. This allows the nose to be shaped so as to minimize the
aerodynamic drag [Heaston and Smoots, 19831. As shown in Figure 623c, LOS
guidancc requires continuous maneuvering and the miss distance increases with
range. The resulting miss dlstance is iLJ = R ~ ~ E : + E;,, where E, is the target
tracking error and ,,, is the missiletracking error [Hiroshige, 19861. A detailed
development of the beam rider and CLOS implementation is provided by Clemow
[1960]. A description of the bangbang approach to LOS guidance commands can
be found in Harmon et al. [1962]. Ivanov [I9751 studied radarbased guidance meth
ods and typical implementations of missileborne seekers. A CLOS guidance scheme
is employed by Kain and Yost [I9761 for a defensive ship, where optimal linear
filters are used t o reduce the inherent beam jitter. In Thibodeau and Sharp [1969],
a pulseduration scheme is proposed for a wireguided missile. LOS guidance works
 
very well for missile interception as long as a stationary target is being tracked. In
this case, almost perfect guidance can be achieved without the manintheloop
tracking error. However, improper tracking occurs in a realistic situation which
leads t o errors. The performance with respect to miss distance is shown to be better
than 1 ft with a 90 percent confidence level, assuming that a reliable round is fired.
Command guidance. Command guidance is the guidance of a vehicle by
means of electronic command signals generated outside the vehicle and sent t o the
receiving mechanisms contained in the vehicle. The basic concept of command guid
ance is to study the relative position and velocity between target and missile, and
314 Guldance Processing Chap. 6
PROJECTOR
ACCELERATION
.   
OPTICAL LI NK
E U ~ E R
I           . 1
ACCELERATION 
YORE COYLEX
(B)
Figure 623 (a) CLOS Scheme (b) Beam Rider Scheme (c) Beam Rider or CLOS
(i) Beam RiderICLOS Guidance Geometry and Equatlon (ii) Beam RideriCLOS
Guidance Trajectory / / a / & Ibjfrotn [Pastrick er a / . , 19811, tZ1981 AIAA (0 (ii).fiotrl
[Hrasmn and Sinoors, 19831 mi ~ h permi ssi onfro~~i G.4CI.4Ci
t o uplink commands t o the missile to adjust its flight in order t o intercept the target
a t a certain position. Missile. target, and track are required to be tracked precisely
by a guidance (radar) station on the earth's surface or in an aircraft. The information
sensed is used to shape guidance commands, which the missile may receive in the
following ways: by a guidance wire or radiofrequency data link, via the radar or
laser beam used t o track the missile, or over very thin hairlike wires that uncoil
from the missile as it flies. That there is no need for a seeker onboard the missile
is the chief advantage of command guidance. Its chief limitation, however, is that
as intercepts occur at greater distances away from the radar there is greater deg
radation in measurement accuracy and hence in guidance accuracy as well. As a

result, system firepower is increasingly limited. The nlissile accuracy is limited by
the noises in the systems. The effect of thesc noises for command guidance is k n o w
to be strongly dependent on the range to the object tracked; the dependence on
range to intercept is much wcakcr for either active or scnliactive homing guidance.
Command guidance systcms can be less expensive than homing guidance systems.
Ncverthcless, few command guidance systcms arc currently being built because it
is bciicvcd that commandguidance miss distances arc too largc for successfu~ in
terceptions. In order to identify those conditions where the less expensive commatld
guidance systcni accuracy may be satisfactory. a systematic analysis of command
guidance miss distance would be most useful. Such an analysis can be found in
Chapter 8.
Sec. 6.4 Guidance Algorithm
Guidsna Equation
% = Vmf,
KgY') (%I a )
n o n
the bcom
5 ?$EeZn olzia
s) = Filter and lead network
Om = Missile angle = y
0 = Target angle = y
T R
R, , , = Range to missile
R.,. = Range to target = Rl + VT tg
R  Intaapt range
I 
i) Beam RidedCLOS Guidance Geometry and Equation
'inttrccpt T~ga Path $am&
/ /Tracking Beam
Equal 10 2 'limes lhrget Velocity
From [Hcaslon and Smmts, 19831
with permission from GACIAC
ii) Beam RiderICLOS Guidance Trajectory
(C)
Fgiure 623 (Continued)
Missile T r a c k i n g 2 \ \\\
Radar 8 Command > &' \
\
Link
I
Target Tracking
I Radar
COmrnand H computer I
Link Fan Beam Scanning
(A) In Azimuth
Figure 624 (a) C;eneric Comnland Guidance (SurfacctoAir) (b) TrackWhilc
Scan Radar for Command Guidancc (SurfacetoAir) (From /Heasfor# and Smoofs,
316 19831 with prnnirsionfrorn GACIAC)
Sec. 6.4 Guf dance Al gorft hm 31 7
Two Radar Command Gui dance. A conlnland guidance system, as
shown in Figure 6242 [Heaston and Snloots. 19831, requires at least two radars,
one to track the targct and the other to track and send guidance comnlands to the
missile. As this is taking place, the ground conlputer drives the two sets of readings
(bearing, elevation, and range for each) into exact coincidence, thereupon finding
the warhcad. This generic command guidance is based on separate target and missile
tracking radars, with the command link included in the missile tracking radar. This
was one of the first methods to result in a practical SAM, although it is now regarded
as obsolete. In the previous figure, thc solid arcs emanating from the tracking radars
are the transmitted radar signals, which are reflected by chc target in all directions.
The dashed arcs represent the reflect~on in the direction of the target tracking radar.
In order to determine the target's range and angle, the target tracking radar processes
this reflected signal, sending the information to the guidance computer. (A beacon,
or radar transmitter, carried by the missile is triggered by the signal received frqm
the missile tracking radar.) The beacon transmits a strong signal back to the missile
tracking radar, illustrated by the solid arcs emanating from the missile. This guar
antees accurate tracking of the missile and ensures a data link from the missile to
the ground. A ground computer receives the missile's range and angle, computes
the missile trajectory necessary to intercept the target, and generates commands
which are sent to the missile via the command link. This link is illustrated by the
r
jagged line between the missile tracking radar and the missile. Missile guidance for
target intercept is achieved by monitoring the target and missile positions and re
fining the trajectory calculations throughout the engagement. A critical computation
compares target and missile position data which are then used to send a burst com
mand to the missile that detonates the missile's warhead. Because of its complexity,
this type of radar command guidance is restricted to longrange SAM against high
speed, maneuvering targets. Lowdatarate radar command guidance is suitable for
updating an inertial navigation midcourse guidance system. The advantage of com
mand guidance is that it uses the more powerful radar and fire control computer
on the ground to solve the intercept guidance problem, thereby simplifying missile
electronics. However, the accuracy of command guidance falls off with increasing
missile range, which leads to a requirement for either a large missile warhead or a
shotrange engagement dhe system is to be effective [Schleher. 19861.
In the 1950s, the United States employed radar command guidance in the NIKE
air defense svstem. Each site where the svstem was deoloved had a number of radars
. ,
to track the target and missile. Commands were sent to the missiles via the missile
tracking radar. The PATRIOT SAM is an example of an advanced radar command
guided system with a multifunction phased array (electronically scanning) radar.
The radar performs several fire control and guidance functions simultaneously in a
timesharing mode and gives the system a multiple target engagement capability to
make it more difficult to saturate the air defense system. The PATRIOT system,
in particular, uses a radar command link. In this system, a semiactive radar target
tracker resides in the missile that relays all of its signals to the ground for processing
by a powerful computer. The process of tracking vi a the missile, referred to as TVM,
is applied to prevent the accuracy problem previously mentioned. The computer
318
Guidance Processing Chap. 6
generates commands and returns them to the missile to both guide and control the
radar target tracker. This data link must be very secure to prevent jamming or
interference from influencing the system's operation. Wire command links are Used
primarily with antitank missiles that possess a relatively short range.
A more modern implementation of radar command guidance is shown in
Figure 624b, where the operation of a trackwhilescan radar is depicted. Two fan
shaped beams are scanned at right angles to each other to obtain elevation 2nd
azimuth angles and the ranges of both target and missile. Using this information,
a computer calculates the trajectory the missile should fly in order to intercept the
target, and commands are then sent to the missile via a command link to control
the missile. For successful operation, the missile must remain in the volume scanned
by the two tracking beams [Heaston a nvmoot s , 19831.
Commandtolineofsight ( c ~ s ) guidance. Commandtolineof
sight (CLOS) or lineofsight (LOS) guidance represents a derivative of the com
mand guidance technique. CLOS is a realization of the threepoint LOS guidance
law. In this method, the missile approaches the target alongthe line joining the
control point and the target. At the control point, the target is tracked by a radar,
an optical system, or an electrooptical system. The missile on the other hand is
being tracked either by the same tracking system (differential tracking: radar or EO
tracker) or by a separate missile tracker (EO or IR "hot spot"). Thus, it is sometimes
called threepoint guidance, where the three points represent the tracker, missile,
and target. If the missile can stay on a straight line between the tracker and the
target (that is, the LOS), then it will hit the target. These guidance sensors provide
the angular error signals E of the missile fro111 the LOS td the target in elevation
and in azimuth. As shoxvn in Figure 623c, E = er  0,,,, and E is n~ultiplied by
an estimate of the actual missile range R,,, resulting in linear displaccn~cnt from the
LOS. The lateral acceleration commands a, arc shaped by a suitable crror compen
sation network G(s) to guarantee stability of thc guidance loop and a fast response
to the linear displacement errors. That is,
In con~pensating for a displacement error through an accclcration command, an
anticipating network is required to stabilize thc guidancc loop. Consequently, carc
must bc takcn in selecting a statistical filter to scparatc thc noisc from thc LOS
mcasurcmcnts.
The accuracy of thc CLOS guidancc loop in tcrms of thc stcadystatc crror is
improvcd by adding a fccdforward command to thc crror compcnsation command
a,. The feedforward command u,,,is the demandcd latcral accclcration for thc missile
to stay on the rotating LOS. This accclcratior~ command is dcrivcd from mcasurc
mcnts of the LOS rotation and estimates of missile range, velocity, and accclcration
in the direction of flight. That is,
I,,,, = v,,,+,,, whcrc y,,, = 2@r + R,,, eTl V,,,
(6 1 b)
is the mancuvcr rcquircmcnt [Hiroshigc, 19861. Thus, thc guidancc acccl cr~t i o~~
Sec. 6.4 Guidance Algorithm
Missile
airframe
FeedboC k loop
Feedforward loop
Observing Aiming
Correction/
a~l penwt i on
network
, >
I
Operolor
I
Figure 625 Semiautomatic CLOS lor an Antitank Missile illepri~rfed tuirll per
t I
Infrared
sensor
command u, is equal to a, plus u;, in a CLOS guidance system. Figure 625 shows
a functional block diagram of an antitank, semiautomatic CLOS missile, depicting
the feedback guidance loop and the feedforward loop. The IR sensor, which is
boresighted with the optical axis of the sight, senses the angular deviation of the
missile from the LOS to the target. The feedforward loop accounts only for the
Coriolis acceleration. Additional feedforward acceleration terms are required when
large LOS rates occur, as is the case with CLOS for shortrange air defense. If a
trackwhilescan radar or another method is used to provide more information to
the guidance computer, it becomes possible to implement guidance laws other than
the threepoint method. Trajectory shaping can be exploited to reduce the demanded
lateral acceleration by inserting more lead angle capability or to increase warhead
effectiveness by approaching the target's most vulnerable side. CLOS is best suited
for use in shortrange air defense and antitank systems. Inasmtuch as the guidance
equipment at the control point is dedicated to only one target throughout the en
gagement, guidance accuracy is inversely proportional to range and firepower is
sharply restricted [Vriends, 19871.
4
Beamrider guidance. Beamrider guidance, which is a threepoint
method, utilizes a sensor located in the missile to generate internal signals responsible
for ensuring that the missile remains within a beam that is aimed at the target. The
beam may be either radar or laser in nature, and is generally maintained by a sub
system on the launcher. A narrow laser or radar beam is projected accurately towards
Guidance Processing Chap. 6
Beam Riding
Missile
I
.
I
Missile Illumination Radar
Iouncher ( Tr acks Target
Figure 626 BeamRiding Guidance (Fvoi~i [Heastorr a ~ ~ d Slnoofs, 19831 wi t h per
inissiotr j o m CACIAC)
the target using radar or an EO, automatic, or manual tracking unit. The beam is
modulated and the missile carries a rearwardlooking beam receiver so that the
missile can determine its updown and rightleft positions in the beam and guide
itself to the bcam axis. The result is an interception trajcctory according to the three
point method which is also used for CLOS [Vriends, 19871.
Radar beamriding guidance is illustrated in Figure 626 in which the illu
mination and targettracking radars are shown as a single unit. The transmitted
signal, which the missile receives and uses for guidance, is represented by the solid
arcs. Thc dashed arcs in the figure signify the targct reflection in thc direction of

the radar, which picks up this echo signal and processes it t o ensurc that the radar
beam always remains pointed in the direction of the target. In order to guarantee
that the signal is received as the missile turns, the missile receivcr (sensor) antenna
needs to have a wide enough beamwidth in the rcar aspect. This situation occurs
in the case of certain intercept geometries like those associated with highspeed
crossing targets. Here, the missile attains a large velocity component perpendicular
t o the center of the bcam as it attempts to follow the beam's angular motion during
targct tracking. Thc type of missile trajcctory found with a bcamrider guidance
system is drawn in Figurc 623c which is thc same as that with a CLOS guidance
system. A disadvantagc with beamrider guidance is that angle tracking crrors in
the guidance beam result in posttlon errors that arc dircctly proportional to thc range
bctwccn the targct trackcr and the targct. Conscqucntly, an abovestandard tracklllg
system that has slnall angle tracktng errors is csscntial for accurate guidancc at 101%
ranges [Hcaston and Smoots, 19831. Laser bcanlridcr guidance is uscd for antitank
(SSM and ASM), atltihclicoptcr (AAM), and shortrange air dcfcnsc n~issilcs (SAM)
bccausc of its high clcctronic countcrmcasure rcsistancc. MMW bcanl riding is an
allwcathcr altcrnativc for laser bcam riding. Radar bcam riding is still uscd in older,
mediumrangc air dcfcnsc and antiship n~issilc systcms [Vricnds, 1987).
Sec. 6.4 Guidance Algorithm 321
Example 611: Talos beamriding midcourse guidance system.
This example is based on an excellent article by Gulick ct al. [19821. In a beam
riding system, anytime the missile leaves the axis of a conicallyscanned radar beam,
acrodynan~ic surfaces will deflect so as to cause the missile to return to the beam
axis. In essence, the vector that indicates the angular dircction and distance to the
scan axis must be determined by the missile. The amplitude of the modulation
produced by the conicallyscanned beam can be used by the missile to determine
this distance, while the phase of the amplitude modulation with respect to the scan
frequency rcfcrcncc signal determines thc angular dircction. The conicallyscanned
radar bca~n shown in Figure 627a was employed by the beamriding system for
Talos (see Example 62). This, coupled with a sinusoidal variation of the pulse
repetition frequency, provided the missileborne receiver with the necessary signals
for measuring missile angular distance and direction perpendicular to the nutation
axis of the guidance beam, as illustrated in Figure 627b. A free gyro was used to
roll stabilize the missile in flight so that error signals would be directed to the correct
aerodynamic steering surface.
Pulse groups were radiated by the guidance transmitter at a nominal rate of
900 pulses per sec, and each group consisted of three pulses that were coded by
i nt crp~~l sc timing to identify the guidance beam to the missile. Transmitting nutation
position information was accomplished by frequency modulating the pulse group
rate at the nutation frequency of 30 Hz with a deviation of k50 groups per sec. An
inertial system was necessary onboard a ship in order to compensate the pulse group
modulation for roll and pitch. Figure 627c illustrates a simplified block diagram
of the beamrider system. Once detected, microwave pulses were passed through
a decoder to produce one pulse for each valid code group. The decoded pulses were
subsequently applied to a 30Hz amplitude detector, a 30Hz frequency modulation
detector, and a beacon transmitter. Outputs from the frequency modulation detector
became references for the steering channel phase comparators. The latter served to
resolve the inphase component of the amplitude modulation detector output to
obtain steeringerror signals for each wing plane. At some point in flight, the fire
control computer programs the direction of the guidance beam so as to cause the
missile to fly the desired midcourse trajectory. By automatically range tracking the
missileborne beacon pulses, it was possible to determine missile range. This was
then used by the firecontrol computers to control the beam program and compute
the time at which a homing enable pulse code was transmitted to the missile, al
lowing the homing system to acquire the target. As early as 1947, subsonic beam
riding along a fixed beam was demonstrated, and in 1950 the first supersonic beam
riding Talos was demonstrated.
Homing of aerospace vehicles. As previously defined, homing in
volves guiding a vehicle to a specific target, as in the case of an interceptor. The
vehicle's motion is con rollgd with a homing system, which operates on signals
reaching it from th d get. The vehicle is equipped with a sensor which detects the
target in either a passive or a semiactive way, and with an autopilot which leads
Nutation angle = 0.85'
Desired missile course is
along nutation axis
B~~~ center Viewed fromgehind radar
PRF 1
950
Dashed line is FM
t;
C
c
0
.
D
.d
3
m

u
e
"
: 900
3
E
T 3 3
91
.d
.


a
P 2
a
850
0 90 180 270 360
Beam center position (degrees)
Sec. 6.4 Guldance Algorithm 323
the vehicle to the targct [Pelegrin, 1987(a)]. Homing guidance systems considered
in this section refer t o those systcms that "zero in" on a targct while still guiding.
Homing syst cn~s arc categorized according to the frequency band of the electro
magnetic signals, as either radio or EO systerns. Radar systcms make up nearly all
systems operating at radio frequencies and operate on signals reflected or radiated
by the targct. Generally, EO systems opcratc using TV, laser, or Ill techniques.
The problem of designing a homing system bccon~cs less complicated for the case
in which the targct itself radiates elcctron~agnctic energy. I t consists of building a
receiver together w ~ t h the appropriate computer subsystems. and then integrating
them into the pursuer, so that the required control functions arc carried out with
sufficient accuracy. If the targct must be illuminated in order to crcatc reflected
target signals, the homing system must also include a transmitter, which may be
placed on the ground. Auxiliary control systems are used to steer the pursuer and
are connected to the receivercomputer subsystem [Maksimov and Gorgonov,
19881.
The role of guided missiles in warfare has grown steadily since World War
11. Section 6.4.1 discusses the development of the inertial guidance systems that were
the prelude to the ability to accurately deliver longrange ballistic and other types
of missiles for which the target is a kno~vn set of earth coordinates. These systems
were not meant to guide missiles against highly maneuvering targets, as this cannot
be accomplished without the ability to sense the target location in real time and to
respond to rapid changes. Using homing guidance, in which an onboard sensor
provides the target data on which the guidance is based, modern air defense missiles
possess such capability. Because of the manner in which the quality of target in
formation improves as intercept is approached, the level of accuracy that can be
achieved with homing guidance cannot be obtained by any other type of missile
guidance [Fossier, 19841. As presented in Chapter 2, to track the target, the homing
guidance sensor in the seeker head reacts to reflected or radiated energy in one or
more of the following regions of the electromagnetic spectrum: microwave, MMW,
IR, visible, and ultraviolet. The type of information which a seeker head can provide
depends on the mounting of the sensor and the guidAnce energy used. Missiles
guiding on radiated electromagnetic energy from the target contain radar receivers
which detect this energy and use it to track the target. Thermal or heat homing
devices operate on the principle that IR radiation of a heated body possesses inten
Figure 627 (a) The guidance beam for the beamrider missile was conically scanned at 30
hertz with a clockwise rotation, as viewed from behind the radar antenna. The radar pulse
rate, nominally 900 pulses per second, was varied by ?50 pulses per second in synchronism
with the conical scan. (b) Signal modulations detkcted by the beamriding receiver were pro
cessed to determine missile position with respect to the guidance beam. Angular direction and
distance from the scan axis were determined by comparing the phase and amplitude oft he 30
hertz amplitudemodulated signal with the frequencymodulated reference signals. (c) The
beamrider receiver detected and procedsed guidance beam signals to generate commands for
the missile control planes and the radar beacon responses. (0 1982 by Johns Hopkins APL
Technical Diyesr)
324
Guidance Processing Chap. 6
sities that are different from those of its surroundings. These radiations are detected
by IR detectors and translated into voltage changes which, after amplification, are
used for guidance. Lightseeking hom i g systems contain photoelectric devices that
Y
detect light reflected from the target, much like a TV picture. The perfortnancc of
homing missiles depends on the location of the transmitter or primary source of
the guidance energy: inside the missile, on the target, or elsewhere as a part of the
guidance system [Vricnds, 19871.
A passivc seeker detects electromagnetic or acoustic energy radiated by t he
target, for example, a heat or IRsensitive detector as used on the Sidewinder. An
active seeker employs its own transmitter in order to "illuminate" the target, as in
the case of AMRAAM. A semiactive seeker relies on the launching station for radar
illumination of the targct, and then homes on the reflected signal, as in the case of
Sparrow. An advantage that results from having the tracker in the missile is that
the positional accuracy as the missile nears the target improves. Generally, the op
posite occurs with command systems, and the problem can become particularly
acute in the case of longrange air defense systems where stnall angle tracking errors
result in large distance errors at long ranges. In the case of using missilcs with active
or passive seekers, autonomous guidance, or 110 guidance at all, the aircraft's au
tomatic guidance ceascs the moment launch occurs. With command guidance (that
is, guiding the missile by radio, for example), or with scmiactivc missile seekers,
guidance of the aircraft docs not cease until the missilc reaches the targct or some
close proximity thcrcto. For command guidancc in particular, the trajectory along
which the aircraft flies must be such that it allows the aircraft both to sense thc
target and to communicate with the missile. With semiactivc tnissilc guidance, the
aircraft's trajectory must be such that the aircraft is ablc to illuminate the target. In
using scrniactivc radar missiles, the aircraft's trajectory is dctcrmincd by cnsuring
that the rnissilc is ablc to track thc targct rcliably [Maksimov and Gorgonov, 19881.
The three rr~odcs o f l ~ o r t r i t ~ ~ ~ in guidancc are activc, scmiactivc, and passivc. Radar
homing systems in particular arc classified this way, depending on the location of
the primary source of the clcctromagnctic radiation. Each type is dctcrnlined by the
source of energy used for targct tracking, as illustrated in Figure 628. Of the three
modes of homing, activc homing is characterized by an autonomous terminal modc,
which increases firepower, and multidimensional multitargct tracking and resolu
tion. Howcvcr, rangc is somewhat limited by power aperture product. and the
design can bc complcx and cxpcnsivc. With scmiactivc homing, thc highpower
i l l un~i ~~at or cxtcnds rangc, but thcrc is 1i111itcd sysrcm fircpo\vcr (that is. Icss mu]
titargct tracking capability than the activc homing) and the targct illu~ninator is
exposed. Thc design is of modcratc complcsity. I'assivc ho~ni ng, which is thc third
mode of homing, rcquircs continuous targct visibility. It prcscrvcs 1lF (laser) ~111i ~
sion control, and is of si~nplc to tnodcrate design cotnplcxity.
Active homing guidance. A hornins guidancc systcm that transn~its
crgy in the form of signals or waves to be reflected by a target and subscquclltl~
processed for guidancc is known as activc guidance. In activc guidance, the vehicle
Sec 6.4 Guidance Algorithm 325
M~ssi l e Homing On
Reflection From Target
Torget
I I I \
Launch ~ i i c r a f t Missile Homing On
Target Tracking And Reflection From Target
Illumination Radar
(B)
0
=L
Missile Homing On Tar get
Radiation From Target
('3
Figure 628 AirtoAir Homing Guidance (a) Active (b) Semiactive (c) Passive
(From [Hearton and Smoors, 19831 with prnnbsi onj o~n GACI AC)
requires both a transmitter and a receiver. The vehicle's own transmitter illuminates
the target, and guidance is based on the reflected electromagnetic energy. The term
active is applied to a device or system that generates or radiates energy. Active
homing of a vehicltconsists of transmitting energy waves such as radar from the
vehicle to the target and receiving the reflected energy to direct the vehicle toward
the target. With active systems, the guided weapon functions as a selfcontained
guidance system by carrying on it the target illuminator/designator. In active radar
homing, the pursuer carries its own targetseeking radar with electromagnetic trans
mitter which illuminates the target, and receiver which senses the reflected energy.
Figure 628a illustrates active radar homing guidance. The signal transmitted
by the radar in the missile is denoted by the solid arcs originating at the missile,
which also represent the beamwidth of the missile radar antenna. The arcs origi
nating at the missile are drawn in broader fashion in Figure 628a than those rep
resenting the beamwidth of the aircraft radar antenna drawn in Figure 628~. This
326
Guidance Processing Chap. 6
was done intentionally to highlight the fact that'the missile antenna in the confined
space of the missile will generally be smaller than the antenna used on the aircraft,
resulting in broader beamwidths. However, going t o higher frequencies will result
in narrower beamwidths. Referring again to Figure 628a, the dashed arcs represent
the portion of reflected energywhich itself is actually reflected in all directions,_
that is reflected in the direction of the missile. The magnitude of the reflected signal
and its apparent source is a function of the aspect from which the target is viewed,
Viewing aspect constantly changes as a result of the target's motion, and this is
responsible for amplitude variations or scintillation, and angular variations or glint
in the signal received by the missile. This signal is also referred to as target echo.
Problems with scintillation and glint exist witl, all radar systems including the sem
iactive system to be discussed later. The received target echo is processed by the
missile radar, which then generates guidancc commands t o the missile to bring about
intcrcept [Heaston and Smoots, 19831.
Active guidance is usually employed only in the final terminal phase of an
attack, with some other form of midcourse guidance acting to direct the missile to
the target's proximity. For example, when the missile is able autonomously to search
for and lock onto its targct after launch (LOAL), it is possible to cxtend the stand
off range of the n~issilc. More and more interest is bcing focused on launchand
leave and fireandforget weapon delivery, resulting in a greater dcmand for active
guidance systems. The advantage of the active guidance system, illustrated in Figure
628a, is that the launch aircraft can maneuver as ncccssary im~ncdiately aftcr missile
launch is accomplished. This is especially true in the air defense or air superiority
role, where the target's valuc is judged to be of high enough value to justify the
incrcased cxpcnsc and complexity. There is also intercst in utilizing active radar
guidancc in airtosurfacc applications using MMW bccausc of thc ability to go to
narrow radar bcamwidths. Ho\vevcr, because large signals arc rcccivcd as a result
of reflections from surrounding objects including the ground, the problem of target
recognition and discrimination becomes morc difficult. Investigations are bcing con
ducted in the area of developing electronic procedures for target recognition and
separation of target return from clutter return. An active radar seckcr that operates
with a coherent pulse waveform can provide range and rangerate information as
well as the LOS angular ratc. Active radar homing is being applied to air as well
as surfacc intcrcept and posscsscs an allwcathcr and fireandforget capability. The
large spatial (rangc and anglc) and frcqucncy (rangcratc) resolution of MMW scckcrs
has cxtcndcd thc capabilitics of surfacc intcrccpt activc radar ho~ni ng from ship
targets to ground targets such as armored vehicles. Synthetic apcrturc radarmapping
techniques arc uscd to update thc INS [Vricnds, 19871.
Semiactive (or semipassive) homing. In this tcchniquc, the designated
targct is tracked and illuminated by a radar or a lascr (or morc gcncrally, any con
venient type of radiation). The illuminating transmitter is located on a different
platform, (for examplc, on the ground (scc Figure 64b) or in an aircraft (scc Figure
628b), and the rcccivcr is it1 the pursuer. The vehicle is equipped only with a sensor
See. 6.4 Guidance Algorithm 327
(receiver) tuned to the targetreflected, illuminating signal, and is automatically
piloted to reach the target. A semiactive missile is therefore dependent on the target
illuminator located in the launcher to detect the targct and to provide a reference
rear signal for it. As shown in Figure 64d, a highpower, continuouswave ship
board radar illuminator is one example ofan energy source. In Figure 64b, a ground
radar is illuminating the target and the reflected electromagnetic energy is used by
the vehicle for guidance. A semiactive missile must be guided by its launcher
throughout most of its flight until interception, thus restricting the launch flight
vehicle's maneuvers and heading in the case of an airtoair missile system. The
radiofrequency (RF) energy emitted by the targct is passively homed by the missile
receiver to handle electronic countermeasures.
,
For a semiactive homing guidance with a radar seeker as illustrated in Figure
628b, the solid arcs in the figure originating at the launch aircraft signify the target
illuminating radar signals. The signals, confined to a threedimensional solid angle
by the radar antenna bandwidth, are also detected by an antenna located just behind
the missile to serve as a reference. The dashed arcs in the figure signify those signals
that are reflected back in the general direction of the missile and launch aircraft. In
reality, of course, signals will be reflected in every direction by the target. Reflected
signals are processed by the missile seeker so that the missile can be guided to
intercept the target. These same signals are also picked up by the radar in the launch
aircraft, which uses them to ensure that the illuminator is continually tracking or
pointed at the target.
As the ability to guide either some or all of the flight by making use of target
reflected energy, homing is one of the characteristics of both the SM1 and SM2.
Providing this energy is a highpower, continuouswave, shipboard radar illumi
nator, a fraction of the signal of which is received directly by the missile for use as
a Dopplerfrequency reference. In Figure 64b, it is shown how this can be done.
Essentially, the illuminator antenna combines a narrow beam directed toward the
target with a broad reference beam that encompasses the missile all during its flight.
While the transmitter and receiver are linked, they are not collocated and, hence,
this type of guidance is termed semiactive. A semiactive missile needs also to be
able to home passively on electronic countermeasures signals radiated by the target.
The use of such signals ranges from screening the targetreflected signal to deceiving
the semiactive receiver. Should the target skin return be unidentifiable, or if inco
herent energy is present whose frequency and angle of arrival are approximately
correct, then homeonjam processing is automatically selected [Witte and Mc
Donald, 19811.
Semiactive Laser Homing. The shorter wavelengths in the millimeter
range and optical spectrum of these advanced systems mean a smaller beamwidth
of illumination. In fact, by eliniinating reflections from the surrounding area, it
became possible to illuminate an area smaller than the size of the target. Such ca
pability was introduced by the laser and led to the development of airtosurface
and surfacetosurface semiactive homing systems for use against tactical targets.
Guidance Processing Chap. g
/ / / ,
/ / / /
/
Missile Homing On / ,.
Reflection From Target
,  
%,' /// / .
Figure 629 Semiactive Laser Guidance
(AirtoSurface) (From [Heaxton arid
Smoots, 19831 with permissio~l from GA.
CIA C)
Owing to their large angle resolution and the ability to designate a specific target,
the laserbased systems started being referred to as designators, as opposed to the
term illuminator given to radar devices. They also brought about the term PGM
introduced in Book 1 of the series. The only drawback to the very small beamwidth
of these devices is that it makes them poorly suited for use against a maneuvering
target. Basically, they serve the same function as the radar illuminator but are used
in a slightly different manner. Typically, a human operator aims the laserloptical
device using an imaging system or some form of optical sight, which means that
these systems are used mainly against stationary or slowly moving targets at short
ranges. Using an operator to aim the designator is lower in cost than slaving the
same system to an automatic tracking system. For this reason, such systems have
found many guidedweapon applications including bombs, guided projectiles, and
guided missiles [Heaston and Smoots, 19831.
Weapons that us; semiactive laser seekers can be launched close to the laser
designator or from a remote site. When launched from a location close to the des
ignator, the seeker may be locked on before launch. When launched from a remote
location, it must undergo a search and acquisition phase and lockon after launch.
The use of multiple designators in a region containing several targets can be made
effective by coding the laser designator signals so that a particular missile only tracks
its intended target. One form of semiactive laser guidance consisting of a ground
based laser designator and a remotely launched missile containing a laser seeker is
illustrated in Figure 629. A series of small arcs spanning the distance between the
designator and target indicates a very narrow designator beam. The designator is
aimed at the target by an operator using an optical sighting device. Owing to its
surface roughness, the target scatters the laser energy striking it in all directions, as
indicated by the series of dashed arcs originating at the target. The laser seeker
positioned at the nose of the incoming missile receives and processes the reflected
signal, and in turn provides guidance commands to guide the missile to impact with
Sec. 6.4 Gufdance Algorithm 329
the target. Not yet a fanliliar acronym, scmiactivc laser homing (SALH) provides
pinpoint accuracy onto tanks and similar retlcctive targcts. The designator can be
aimed by a soldier or by the attacking aircraft [Gunston, 19791.
Pros and cons of semiactive homing. In scmiactivc systems, a ground
based illuminator is either a CW or pulsed Doppler radar which continually tracks
the targct and provides a phase reference for the seeker in the missile. Hccausc thc
broad bcamwidth of the tracking radar and illuminator results in only adequate
ability to distinguish targcts, semiactive systems using radar have bccn designed
specifically for use against ai r targcts. The missilescckcr antenna bistatically tracks
the reflcctiotis frotn the targct using a narrowband filter, which accepts thc 1)oppler
shifted targct signals, while rejecting direct signals from the illun~inator and reflected
signals from radar clutter, which arc at different Doppler frequencies [Schleher,
19861. The characteristic features of aircraft make them well suited for illumination
with practically no nearby clutter to intcrfcre with or diminish the capability of the
homing seeker. Although aircraft in formation can pose a difficulty, the terminal
homing receiver is still typically able to resolve and focus on a particular target as
the range decreases.
Succcssf~~l ernploymcnt of a semiactive system rcquires that the targct be il
luminated for the entire duration of guidedmissile flight. As a result, the illuminator
or designator is not available for use with another missile during this period of time,
and the missile firing rate is consequently reduced to one engagement at a time.
This leads to the development of previously discussed active homing guidance sys
tems in order to deal with the case of simultaneous multiple target engagements
[Heaston and Smoots, 19831. A high kill rate is possible only when the semiactive
radar homing system operates in a sampleddata mode using an electronicallyscan
ning phased array radar to track and illuminate several targets simultaneously. For
the final phase, requiring a high data rate, an autonomous guidance method can be
used (for example, active radar homing as mentioned earlier). This methodology
has been used in the AEGIS system for the STANDARD missile. The advantages
of command guidance can be added to the semiactive missile concept through the
TVM guidance technique. This technique has been used in the PATRIOT missile
system. Semiactive laser homing operating in the nearIR region (1.06 Fm wave
length) is restricted to fair weather and shortrange application (atmospheric atten
uation) and to surface intercept (pulse repetition frequency limitation). In an airto
surface application with automatic laser target designation and tracking, the guidance
method offers a launchandleave capability to the aircraft which performs both
designation and weapon delivery. Semiactive radar homing which has an allweather
capability, is restricted to air intercept and antiship applications because of ground
clutter. Against lowaltitude air targets the ground clutter is separated from the
target returns using the Doppler principle. To provide the missile with reference
frequency information, the missile is fitted with a rearwardlooking antenna and
either continuouswave or interrupted continuouswave radar is used. For crossing
air targets and for ship targets, the pulse waveform is preferable [Vriends, 19871.
330 Guidance Processing Chap. g
Passive homing. In passive homing, the target must have a radiation
characteristic which isolates it from the other objects in the environment so that the
vehicle's sensor can be tuned t o the radiation. For example, the IR spectrum emitted
by a tank on the battlefield can be used. Passive homing makes use of electromagnetic
energy emitted or radiated by the target to direct itself toward the target. The type
of guidance where the missile homes on electromagnetic energy, heat, light, or
sound waves emitted from the target, or energy originating from natural sources
such as the sun that is reflected from the target without the missile itself having to

radiate energy is usually referred to as passive guidance. Passive systems may employ
TV, or IR sensors. While active systems have greater control over target infor.
mation, passive systems are for the most part subject in their operation t o the source
of target radiation. Passive guidance systems are grouped into the previously defined
category of fireandforget or launchandleave weapons because they do not ne
cessitate further intervention from the launcher after they are locked on t o the target.
Furthermore, they could conceivably be developed to the point of possessing au
tonomous acquisition capability. Figure 628c illustrates the concept of passive hom
ing guidance, xvhcre radiation from the hot exhaust plume is picked up by an IR
seeker, which then processes this signal to furnish missile guidance. Possible guid
ance energy is spread over the clcctromagnctic spectrum from microwave to ultra
violet.
With ir$ared (IR) ~ ~ r i d a t j c e , an IR tracker that senses IR radiation from the jet
engine of an aircraft provides one of the earliest examples of a passive guidance
system. Such a system is found in the Sidewinder missiles, which are still being
used. IR homing is attractive for any missile aimed at aircraft, though a MIG25 in
full aftcrburner is a n~illion times easier than a small turboprop or helicopter. Modern
IRhoming missilcs can attack from any angle, even from dcad ahcad [Gunston,
19791. IR (hotspot) guided \x7eapons contain a sccker which is able to track an IR
radiating source using only onc or a few detectors. Target discrimination is per
formed cither by a suitable optical modulation (using a reticle in the focal plane) or
by scanning the total ficld of view with a small instantaneous field of view (image
scanning). Spcctral discrimination by sensing in diffcrent IR wavelength intervals
or in an additional ultraviolet interval improves the target discrimination capability.
IR hotspot guidancc has applications in shortrangc air interccpt (SAM and AAM),
using as IR sourccs the aircraft cxhaust pipe, the cxhaust plumc, and for highspeed
targcts thc acrodynamicallv heated leading edgcs [Vricnds, 19871.
Anothcr typc of guidance is known as i r ~ t c l l i ~ r r ~ r T l l / b ~ q q c . Thc technology
uscd in these passive systems is that of TV, \vhcrc the system functions by capturing
the light rcflcctcd from thc targct. TV scckcrs havc bccn utilizcd in both command
guidancc and homing systcms. In the latter, thc opcrator sclccts thc target by PO
sitioning a tracking gatc ovcr i t on thc display. Thc tracking gatc consists of an
electronic circuit that crcatcs a cursor or indicator on a display scrccn. As soon as
the cursor is positioncd on a targct, thc tracking gatc auton~atically tracks it and
gcneratcs information concerning its position rclativc to somc rcfcrcncc locatioll in
the sccnc, which is typically thc ccntcr of thc display. At this point, the TV seeker
Sec. 6.4 Guidance Algorithm 331
generates the appropriate signals that allow the autopilot to command the missile
to hit the target. Inasmuch as a TV seeker is rendered ineffective at night, current
effort is being spent to develop an analogous Ill imaging seeker [Heaston and
Smoots, 19831. Much of the current research on image processing is directed toward
the use of irrtelli.yrtri krrowlrd~qebajrd sysrrrtts ttclrrriqrres (presented in Book 4 of the
series) to identify the most vulncrablc part of the target. Given the right approach
to software, it has been possible to incorporate this capability on processors suitable
for small and even lowcost missiles [Barnes, 19871.
In radiort~~rer ilrrd i2.1~\.ICC'~q~riri~~rrce, the type of seeker device is a mdiomcter,
which senses the lowlevel thermal radiation emitted from all objects. Such a device
may prove to be very usef~11 for detecting and tracking particular targets. The small
dimensions of MMW equipment make application to submunitions and cannon
. .  
launched projectiles possible. Autonomous target acquisition occurs in an active
mode, whereas close to the target a passive or radiometric mode takes over t o prevent
large miss distance caused by the glint phenomenon [Vriends, 19871.
Electrooptical (EO) prided ~veaporrs arc equipped with an imaging seeker that
operates in the visual region (TV and lowlight level TV), in the middle IR at
mospheric transmission window (33 km), or in the far IR atmospheric window
(813 km). The imaging IR or thermalimaging seekers react on the temperature
dependent IR radiation of the target and its background. They have a daynight
capability and offer a better performance in poor weather and battlefield (dust and
smoke) conditions than TV seekers and sensitivity and resolution in fair weather
are better than for MMW radiometric seekers. The targettracking capability de
pends on the target signature and the logic used for automatic tracking, for example,
contrast edge, contrast centroid, and area correlator tracking. EO weapons which

are locked onto the target before launch have a fireandforget capability. The stand
off range of weapon delivery can be improved with a video data link allowing lock
on after launch and target monitoring [Vriends, 19871.
With antiradiation homing (ARH), antiradiation missiles (ARM) for use against
communication and radar emitters carry one or more internal or external antennas
which provide directional information on target location over a large signal band
width [Vriends, 19871. ARM home on the microwave energy transmitted by target
radars and are passive in operation. Their receivers, however, differ from the true

passive systems which typically depend on thermal radiation or reflected light, and
are actually more akin t o the receivers used in the systems that are to be described
next. Examples of ARM projectiles that have been developed andlor studied include
the SHRIKE, HARM, and Antiradiation Projectile (ARP). A similar method is used
when a radarguided missile operates in a HOJ mode.
Example 612: CHAPARRAL guidance. The CHAPARRAL missile
(see Figure 630a) is a supersonic, surfacetoair, passive IR homing missile. The
missile system is composed of a guidance section, fuse, warhead, rocket motor,
fixed wings, and movable canard fins. The airframe is an inline cruciform con
figuration with t wo pairs of fixed wings aft and two pairs of movable control fins
WINOS (41
7
WARHEAD
SECTION ROCKET MOTOR
(A)
TARGET 
POSITION r
SIGNAL
PROPORTIONAL
I
TO SIGHTLINE
b ENABLEMCNT
GEOMETRY

TRACKING LOOP
Y
( GUIDANCE SECTION
RESTORING
HARDWARE
MOMENTS I
I
L,, J
MISSILE LATERAL FI N
ACCCLCRATION
'
DEF ECTION
)ONEMATICS 4 1 AERODYNAMICS
i
(B)
Figure 630
(a) CHAPARRAL MIM72C Missile (b) CHAPARIIAL Guidance
(c) ROSETTE FlyingSpotScan (From /I+' aire, 1983) uirh pentzirsiotl from SCS)
Sec. 6.4 Guidance Algorithm 333
forward. The guidance ~ t t i i t , which is mounted on the forward end of the missile,
consists of a scckcr section, a solidstate electronics section, and a finservo section.
The current guidance unit hardware uses Ill conicalscan optics to provide PNG.
The basic operation of the CHAl'AI<IlAL missile guidance loop is illustrated in
Figure 630b. Froni 1981 to 1982, the CHAPARI<AL missile guidancc unit was
reconfigured to contain a rosette pattern, flyingspotscan IR seeker and a micro
processorbased image processor by adding components to the inertially stabilized
free gyro of the scckcr. as illustrated by Figure 630c [Waite. 19831.
Talos: A directguidance application. The Talos beamrider mid
course guidancc system is discusscd extensively in Exan~ple 61 1. This section gives
a detailed treatment, based on the excellent work of Gulick et al. [1982], of the
Talos homing guidance system.
Terminal guidance. From the time the Talos development program was
first initiated, i t was envisioned that there would be a terminalguidance phase fol
lowing the midcourse beamriding phase. A homing system would have to be de
veloped that would satisfy constraints imposed by the ramjet diffuser and that would
rapidly acquire the targct without the need for accuratc missiletotarget LOS
positioning information. Achieving a capability of intercepting small targets at dis
tances up to 100 nautical miles meant that high receiver sensitivity in addition to
good targct resolution was mandatory. Some factors that influenced the selection
of the interferometer homing system for terminal guidance were the following: (1)
ramjet inlet constraints were satisfied by the widely spaced bodyfixed antennas; (2)
the bodyfixed antennas were less complicated than a gimbal dish antenna; (3) mis
siletotarget angle data were not required for rapid target acquisition; and (4) there
was a desire to have the largest possible aperture and, hence, the most accurate
measurement of the LOS angular rate. Figure 631a illustrates the basic principle
of the interferometer system, where the nomenclature was first introduced in Figure
210. The composite antenna pattern of two widely spaced antenna elements of an
interferometer is made up of a series of peaks and nulls, which are moved by a phase
shifter. This results in amplitude modulation of the target signal. An output is
generated by a discriminator tuned to this modulation frequency that is proportional
to the angular rate of the target LOS. A PNG homing trajectory to the target is
executed if the target LOS rate with respect to an inertial reference is kept at zero.
It remains only to control the missile turning rate so as to maintain a zero LOS rate
and guarantee an intercept.
The first Talos homing system. The first Talos homing system was
based on a guidance concept consisting of bodyfixed, widely spaced antennas to
be used as a radar interferometer. It employed an independent interferometer channel
for each wingcontrol plane. As shown in Figure 631b, the receiver used a scanning
interferometer system. Target signals at the antenna were
X I = A, sin wt, X2 = A2 sin(ot + +) = A2 sin
(1sad:ta / v>!ny?a~. 7dv su! qdo~ suyo(Kq 2861 0) .D 01 l euo!~~od
old ,vu4!s r 11, pal l nsa~ ~ I I P )(10h\13Il ~ol13ede31o1s~sa~ e i(q pa~e!~ua~aa!p sem i a~amo: ~ua~od
all] 1llOlJ l ~r dl ~r o a111  l a~. ~r t r o! ~c~. ~~od e JO uur JI(I o1 pal dno~ oslc sem IJeqs 1erl.L (ON 
1 0 u!s) ( y j p s ~ ) 01 papuodsal ~o3 1cg1 a(S11e ue lc IJeqs lar\[osal aql pauo!~!sod oA1aS 8u!mol[o3
aseqd y . l ol e~auaZ 23UJl2JilaJ aql Jo aseqd aql g!qs 01 pasn seM (ml o~l el d ai qe~s) o1A2 aal3 e 01
pa l dno~ Alle~!ueq3am J ~ A ~ ~ S ~ J  ~ I ~ ~ U A S y .Iaurleq> I OJ I UO~ alZu!s e S MO ~ S a ~ n Zg a q l wd l n o
J ~ ~ ~ ~ ~ J ~ J J ~ I u !  ~ u ! I I I I ~ ~ s aql mol j uo!~om Lpoq Su!ldno~ap 103 poqlam aspal d al om e sem
S ~ . J ~ V L S (3) .+I 01 [euo!]~odo~d leuZ!s e sem ~oleu!lu!.13s!p aql urn13 lndlno a q l ' 70 so330
zlrmpsa IIE SEMN m1a1 aqL .sleuZ!s l a ~a mol a ~l a ~u! aql uo uo!lom Ap o q ~o aql aldno3ap 01
pasn srm cr~A4 ale1 palnnor~~.(poq e t u o l ~ l n d l n ~ aueld [on1109 [euo%nq)~o aq] 103 pasn sem
III.>IS.~S lr.>~lu.>p! I I V . . >IIPI, ~ 10111111.1 .11311!5 e JOJ SI!M .1.1.>11 IIMOIIS III.>ISAS ~11.1, . J ~ I ~ I I I OJ ? ) J ~ I I I !
3111uue~s r pas11 ((0~61) ~. >~! ~. >a~St ~! r uoq soleL "13 2 1 1 ~ (q) J ~ I ~ C I I O I ~ J J W I (c) I9 a~n%!a
336
Guidance Processing Chap. 6
where o is the microwave frequency and 6 is the electrical phase difference at the
antennas. A, and A2 denote the amplitudes, which could be different. The phase of
X2 is advanced by an amount @( t ) by the scanning phase shifter according to
@(t) = o,t + (P where o, is the scan frequency and (P is the initial phase shift. X,
can then be expressed as
nd .
X3 = A2 sin o + o, + 2  uL cos UL
A
Adding XI to X3 gives X4, which can be expressed as
7 ~ d .
X4 = A1 sin wt + A2 sin o + o, + 2  UL cos UL
A
This last result shows that X4 is a carrier signal at w and is amplitude modulated at
nd .
o, + 2  UL cos U'.
Although the carrier frcquency was changed by the heterodyne process in the re
ceiver from microwave to a lower frequency, this did not alter the basic u L infor
mation since the nlodulation was unaffected. Moreover, since thc desired infor
mation was the frequency oft he n~odulation. the nleasurcment ofuL was not directly
affected by changes in the amplitude of the signal. A bodymounted rate gyroscope
was used to decouple body motion to provide the LOS rate measurement u, and
the gyro output frequcncy modulated an osc~llator to produce a carrier frequency
wo with a deviation proport~onal to the missilebody turning rate 0. Because a fixed
value of K, xvhose term in the gyro channel is an esti~natc of cos DL, for all flight
conditions turned out not to be satisfactory. Talos relied on a sclcction of t wo values
based on thc crossing component of the target speed. This value was sct into the
missile at laut~ch time. The scanning ~ h a s e shiftcr frcquency o, \vas eliminated fro111
the final term by the use of double modulation, which allowcd a frcquency dis
criminator tuned to w,, to providc an output that was proportional to (2ndlA)
( ~ 8  bL cos uL). Ignoring biases, the discriminator output was a good approx
imation proportional to the dcsircd u.
Stable platform phase followup system (STAPFUS).
The first Ta l a
homing system suffcrcd from t\tro critical problcms, the first of xt~hich was that a
bias resulted from anv oifsct bct\vccn the voltarccontrolled oscillator and the dis
c,
criminator center frcqucncy. The second major problem was that it \tias difficult to
maintain a stablc gyro gain factor equal to (2ndlA)h!. The solution to both of these
problems came in the way of thc stablc platform phase followup system (STA1'
FUS). Figurc 631c shows the scannit~g intcrfcromctcr using STAI'FUS. AS writh
thc initial systcnl, a motor \vai used to drive the phase shiftcr and a rcfcrcncc
crator. I'hasc corrections for nlissilc body motion were llladc by a singlcdcgrcc
offrccdotn frcc gyro coupled to a synchroresolver. The gear ratio bctwccl1 t h