Guidance Law Based on an Exponential Cost Criterion for High Order Missile and Maneuvering Target

An explicit, closed form formula of a guidance law based on the linear exponential ganssian cost criterion for a linear, time-invariant, acceleration commanded and arbitrary order missile and a linear, time-invariant, arbitrary order, maneuvering target is derived. The formula is given in terms of the missile´s and target´s transfer functions, responses to initial conditions, error variance matrix of the estimated states and weights in the criterion. Examples are explicitly solved for several models of missile and target maneuvers. It is shown that even for the case when LQG criterion yields an Effective Navigation Ratio of 3, with the linear exponential gaussian cost criterion the Navigation Ratio is higher and time varying.