Optimal Control for Interception and Rendezvous Problems with Delay : A State-Feedback Realization

The control problem for a guided missile with single time-constant model, is investigated. Considering interception and rendezvous strategies, we derive an exact analytical solution for the closed-loop optimal control. The adopted methodology avoids the classilcal approach of solving the matrix Riccati equation and allows exact calculation of the optimal cost function for each strategy. Based on the derived expressions, detailed comparison of interception vs. rendezvous is presented in terms of the required state-feedback gains, and their dependency on the system delay.