Method of fitting the solution of SDRE with polynomial

The State-dependent Riccati equation (SDRE) method is widely used in the suboptimal controller design, but the SDRE is difficult to solve. In this paper, a new method that based on polynomial fitting is proposed for the solution of SDRE. And it is used in the design of missile guidance law for impact angel constrained to zero. Compared to the existing methods, it has obvious advantages in accuracy and calculation on line. What is more, the final solution has analytical form, which has good properties for the analysis and improvement. Simulation results are also given to demonstrate that it is accurate and clear, which can replace the real solution of SDRE.