AIM-90-3380-CP

THE STABILITY OF PROPORTIONAL NAVIGATION SYSTEMS

M. Guelman
RAFAEL, M.O.D.,

P.O.

Box 2250, Haifa, I s r a e l .

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Abstract

2)

In this study the finite time stability of

missiles guided by proportional navigation is
considered. Based on an extension of Popov's
Stability theorem sufficiency conditions are
obtained on the finite time stability of
proportional navigation systems. An illustrative
example is presented showing the influence of the
various sytem parameters on the overall system
stability.
1.

The missile guidance and dynamics system

equations in state space form,

k=Ax+b6
u

hTx

(3)

(4)
where 6 * b and aM are the system input and
output respectively. x is the system state
and A, b and h are defined by:

Introduction

Proportional navigation is the most commonly used

method for missile guidance and a vast literature
exists on the subject.
Both linear and nonlinear analy es were employed
to study this kind of
The optimality
of proportionalgpfzigation was also a subject
widely studied.
However, all these studies
considered a very simplified dynamics for the
missile. Real missiles are a very complicated
collection of disparate subsystems with different
dynamic properties and behaviour. Electrooptical
or radio frequency seeker systems, either digital
or analog computers, widely different aerodynamic
configurations, electrical, pneumatic or hydraulic
servo actuators. The different major subsystems
are designed separately, and no general analytical
approach exists for system design. System dynamic
simulations are employed to define the different
system parameters.

(7)

In this work proportional navigation systems

stability behaviour will be considered. The
underlying assumption is that there exists a
strong relation between system Stability and
miss distance.

with a1 hl * 1 for a missile total input/

output gain equal to NVM with N the navigation
constant and V, the missile velocity.

Since guidance systems characterize themselves by

the fact that they work for a limited period of
time the c ditions for finite time system
stability
will be determined.

Equations ( 2 )
(4) represent the entire
system dynamics, from LOS rate to applied
missile acceleration, including the
tracking, guidance and flight control
system.

''

2.

System Model

The missile transfer function

The dynamics of a planar pursuit with a missile

employing proportional navigation against a
maneuvering target is defined by two basic
relations:
1)

G(s)

+ ZRB

-aM

+ aT

sn

... + h2s + 1

+ ansn-l

+ ... + a2s +

(9)

repreeents the most general case of a linear

missile.

where R, R are the target missile range and

range rate, B , 0 are the Line of Sight (LOS)
angular rate and acceleration and aM, aT are
the missile and target accelerations normal to
the LOS, respectively.
Copyright 0 1990 American Institute of Aeronautics and
Astronautics, Inc. All rights reserved.

hT(sI-A)"b

hnsn-l

G(s)
=

or equivalently,

The planar kinematic equation,

Re

(5)

...............

The general system block diagram for the planar

case with a linear miseile i s shown in Pig. 1.

586

4.

Finite Time Stability

The system defined by equations (16) - (18)

operates over a finite time interval, it is then
of major importance to find the conditions under
which the system remains "finite time stable".
The stability analysis for fixed values of tgo,
the so-called frozen system, shows that from a
certain point in time the system is no longer
stable. the conditions under which the frozen
system remains stable are readily obtained and
provide the necessary, albeit not sufficient,
conditions for system stability.

Fig. 1: System block diegrg.

3.

System Linearization

Let Ilx(t)lI
be the P norm of the solution vector
P
x(t), .e.

Assuming a constant closing velocity,

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Vc = -R

I Ix(t)l I p

(10)

R = V t
c go

Definition: A system

where tgo is the time-to-go,

- 26

(12)

Substituting Eqs.(4),

tgo8

(5),

-Nea

Let us now define a new variable

bt

if the matrix A is stable and

r6

r > O

i)

(17)

(23)

0 5 (Utgo) < Y

( 3 ) and (11) it

(16)

= -e

a1 = hlTz

Theorem: The autonomous system defined by Eqs.

(16) - (18) is absolutely short-time stable for

(15)

Substituting x by z into Eqs. (2),

is obtained for the system

f(x,t)

In order to obtain the conditions for finite time

stability for the autonomous system defined in
Eqs. (16) - (18) (T = 0), use will be made of an
extension of the well- nown frequency domain
theorem of Popov.12, 11;

is the effective navigation constant.

z=Ax+b&

with f(0,t) = 0, is finite time absolutely stable

in the interval [to,to+T], if there exists a
positive definite matrix P such that I Ix(t)l 1 is
a decreasing function of time for t E [to,to+f']
and for any initial state vector x(to).

(9) and (10) into (1)

where

A! = AZ

xT(t> Px(t)

Now, for a nonlinear time varying system, finite

time stability will be defined as follows:

it follows,

tgo = tf

ii) Re{H(jw)]

(24)

>

1 / ~ ,for all positive w

(25)

(18)
A is defined in ( 5 ) and H(s) in ( 2 2 ) .

where

Proof of'this theorem is given in Appendix I.

E

(a,/Vc

a1)/tgo

In Appendix I1 is shown that

hlT = NehTA-I

-(NehTA-lb

Ne- 2

2)

and

The linear time varying system of dimension n + 1,

defined by equations (16) - (18), determines the
dynamics of the engagement with the missile
employing proportional navigation.

H(jd

(l/jw) [NeG(lw)

11

(27)

where G(jw) is the missile transfer function,

as defined by Eq. ( 9 ) .

The linearized system general configuration block

diagram is depicted in Fig. 2. This is a time
varying system with a linear constant transfer
function defined by,
H(s) = hlT(s1-A)-lb

r/s

(22)
I

and a time varying gain l/t

go'

Fig. 2: Linearized system black diagram

587

It follows then, that the sufficient conditions

for system stability are,
i)

Ne > 2

rn

ii) tgo > -Ne

Re {
1
(29)
The first one is the well-known condition for
stability of proportional navigation systems.
Condition (ii) is depicted in Fig. 3 . Condition
(ii) is new for proportional navigation systems
and provides a general tool for system parameter
determination. It should be remarked that this
condition immediately indicates, due to the linear
relation of the time up to which stability can be
assured with the effective constant of navigation
that the best choice for the gain is the smallest
one above 2.

llME
STABILITY

Dampln#
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5.

Illustrative Example

A s an illustrative example we consider a missile

Fig.

3:

Time-to-go for PN stable behaviour (T;=O.Zsec)

with a tracking system represented by a single

time constant TI and a second order flight contro.
system with frequency wn and damping Z. This
simplified missile has a transfer function defined
by 9
G(s)

Plots of the minimum value of [-Re(G(jw)/jwJ]

as
well as the values of tgo/Ne corresponding to the
frozen system stability are depicted as functions
of system damping z for different values of the
frequency wn and constant T~ in Fig. 3, and for
different values of l1 and constant wn in Fig. 4 .
These plots represent both the sufficient (as
obtained from Popov's theorem) and necessary (as
obtained from the frozen system) conditions for
the proportional navigation system stability. The
same pattern appears in all the plots, there
exists a value of damping minimizing the time to
go assuring system stability. For instance, for a
of 15 rad/s and
typical value of frequency
= 0.2 sec, the corresponding sufficient and
necessary values of damping z minimizing t o/N,
are 0.05 and 0.2 respectively. It should ke
remarked that these range of values for z are much
smaller than the values generally assumed to be
required for proper system behaviour when flight
control system design is performed.

Damp I ne

+,

cg.

4:

Time-to-go For PN s t a b l e bebaviovr (O.=15rad/s)

In order to show the validity of this result, a

simulation of the system employing the nonlinear
equations of motion as defined in Eqs. (1) - ( 4 )
was performed and results are presented in Fig. 5
for damping values of 0.05, 0.1 and 0.5. It is
clearly seen that a damping of 0.1 effectively
provides the best system response.

6. Summary
A general linearized model of a missile employing

proportional navigation was presented. Finite

time stability was defined and an extension of
Popov's stability theorem for the proportional
navigation missile system was considered. Based
on this theorem a general criterion for finite
time missile stability was obtained. An
illustrative example was considered and results
were obtained on the required missile damping in
order to achieve adequate missile performance.

time, see

fig.

588

5: PN system behaviour for v e r f o l l ~damping values.

7.
1.

Jerger, J.J., Systems Preliminary Design,

Principles of Guided Missile Design, D. Van
Nostrand, Inc., 1960, Princeton.

2.

Murtaugh, S.A., Criel, C.H., "Fundamentals of

Proportional Navigation", IEEE Spectrum,
December 1966, pp. 75-85.

3.

Lemma: Given A , a stable real n by n matrix, D a

positive definite n by n real matrix, b and k two
real n vectors, 2 0 and a > 0 two real scalars,
there exist a real positive definite n by n matrix
P and a real vector q of dimension n, such that

References

i)

PA

ii) Pb

+ ATP

2-

-2qqT

2 D

If and only if

Guelman, M., "A Qualitative Study of

Proportional Navigation", IEEE Transactions on
Aerospace and Electronic Systems, Vol. AES-7,
No. 4, July 1971, pp. 637-643.

is sufficiently small.

> 0 , for all real w,

Re{kT(jwI-A)'lb\

4. Guelman, M., "Proportional Navigation with a

and

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Maneuvering Target", IEEE Transactions on

Aerospace and Electronic Systems, Vol. AES-8.
No. 3, May 1972, pp. 364-371.
5.

6.

7.

8.

From Eq. ( Z ) ,

+ RefhlT(jm1-A)-'bl

:/u

Yang, C.D., Yeh, F.B., Chen, J.H., "The

Closed-Form Solution of Generalized
Proportional Navigation", AIAA Journal of
Guidance, Control and Dynamics, Vol. 10, No
2, March-April 1987, pp. 216-218.

2 0

(1.2'

In consequence, given a positive definite D matrix

there exist q and P > 0 such that

Shukla, U.S., Mahapatra, P.R., "Generalized

Linear Solution of Proportional Navigation",
IEEE Transactions on Aerospace and Electronic
Systems, Vol. AES-24, No. 3, May 1988, pp.
231- 238.

PA

ATP = -2aD

Pb

h l = q-2

- 2qqT

(1.3)

(1.4)

Let us now define,

Yang, C.D., Hsiao, F.B., Yeh, F.B.,

"Generalized Guidance Law for Homing
Missiles", IEEE Transactions on Aerospace
and Electronic Systems, Vol. AES-25, No. 2,
March 1989,
pp. 197-211.

where

(~/z)zTpz + ( 1 / 2 ) r a 2

r >

(1.5)

0.

Differentiating along the system trajectories,

b

Ho, Y.C., Bryson, A.E., Baron, S . ,

"Differential Games and Optimal PursuitEvasion Strategies", IEEE Transactions on
Automatic Control, Vol. AC-10, No. 4, October
1965, pp. 385-389.

(l/2)zT(PA+ATP)z

zTPb(ol/tgo)

r6(altgo)

(1.6)
Rearranging Eq. (la),
6 = (al

- hlTz)/r

(1.7)

Substituting Eq. (1.7) into Eq. (1.6) and

rearranging,

9. Kreindler, E., "The Optimality of Proportional

Navigation", AIAA Journal, Vol. 11, No. 6,
June 1973, pp. 878-880.

0 = (1/2)zT(PA+ATP)z

10. Yavin, Y., De Villiers, R., "Proportional

Navigation and the Game of Two Cars", Journal
of Optimization Theory and Applications, Vol.
62, No. 3, September 1989, pp. 351-371.

- zT(pb-hl)

o12/tgo

(al/tgo)

(1.8)

Substituting Eqs. (1.3) and (1.4) into Eq. (1.8),

11. Weiss, L., Infante, E.F.,

"On the Stability of

Systems Defined Over a Finite Time Interval",
Proceedings National Academy of Sciences, July
1965.

b = -zTDz

(qTz)'/t

go

2/(l/~)q~~(o~/t~~)

(1.9)
Adding and substracting
(1.9) and rearranging,

12. Popov, V.M., "Absolute Stability of Nonlinear

Systems of Automatic Control", Automation and
Remote Control, Vol. 22, pp. 961-979, 1961.

13. Lefshetz, S . , "Stability of Nonlinear Control

Systems", Academic Press, Vol. 23, 1966.

azTDz

(1/p)

(al/tgo)2 to Eq.

[qT~(a1/tgo)//~]2

( 1-1/ Ut

1 1 /tgo

(1.10)

For l/tgo < U,

Appendix I

b < -azTDz < 0

Use will be made of the following well-known lemma

t 131 *

589

(1.11)

V is in consequence a decreasing function of time

for

tgo >

1/11.
Appendix I1

Inverting matrix A
A-1 = [-a2:11

-a3/al
0

...

1
0 ...
.......................
0
..............1

(11.1)

1
0

(11.2)
is readily obtained.

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Introducing into Eq. (2)

~=N,-z

(11.3)

Now, or any n vector c and scalar

s : T ( s ~ - ~ ) - l= ~TA(~I-A)-~+ .
T

s,

(11.4)

as can be readily verified.

Substituting c by hl from Eq. (19), operating and
rearranging,
NehT( sI-A)-

NeshTA- (sI-A)-l

-NehTA-l
(11.5)

Postmultiplying by b, taking into account Eqs.

(11.2), (22), (21) and ( 8 ) , and rearranging,
(11.6)

590