SDRE Missile Guidance Law
Feng Tyan and Jeng Fu Shen
Abstract— In this work, a state dependent Riccati equation
(SDRE) missile guidance is formulated and studied. With the
aid of a line of sight (LOS) fixed coordinate, the order of
the system equations describing the three dimensional missile
guidance problem is reduced to three. In addtion, the compu-
tational effort of solving SDRE is less than the usual guidance
formulations which often have the order greater than three.
Three different state dependent coefficient forms are proposed
and compared under the consideration of optimality and
implementation. For more constructive design, a simple shift
of variable is also introduced to achieve better performance.
From the results of numerical experiments, we also find that
the proposed SRRE guidance law outperforms the conventional
PPN guidance (for navigation constant equals 5) in the sense
of time but at the cost of energy.
Keywords – State dependent Riccati equation, guidance law
I. I NTRODUCTION
Most of the guidance laws adopted either the Cartesian
coordinate or polar coordinate system. The difficulty, when
adopting the aforementioned systems, is that the equation of
motion becomes complicated. This inevitably arise a certain
difficulty for analysis. In addition, many of the approaches
focused on two dimensional case to avoid the complexity
of the equations of motion as in three dimensional space. It
has been shown, the line of sight (LOS) fixed coordinate will
lead to a simple equation of motion, with only three states to
fully describe three dimensional missile guidance [1]. In this
paper, we will adopt the LOS fixed coordinate for deriving
the three dimensional relative dynamics between missile and
target then design the guidance law for missile to pursuit the
target.
Recently, a nonlinear suboptimal method, namely SDRE
technique [2–4], has been recognized and applied to numer-
ous nonlinear problems. The advantages of the method is that
the control law can be obtained systematically and relatively
easy to derive with respect to the optimal theorem. The
performance of the controller can be directly affected by the
weighting matrices of the cost function and the choice of sys-
tem’s state dependent coefficient (SDC) form. Unfortunately,
the global stability of SDRE technique remains no conclusion
up to now, only local stability or region of attraction can be
obtained [5–7].
SDRE missile guidance had also been studied in the past
few years, see e.g. [8, 9]. In most formulations, the order
of the system exceeds three and hence, computational effort
of solving state dependent Riccati equation (SDRE) is quit
large. In this work, with the aid of a LOS fixed coordinate,
Feng Tyan is with Computational Dynamics and Control Lab, Department
of Aerospace Engineering, TamKang University, Tamshui, Taipei County
25147, Taiwan, R.O.C. tyanfeng@mail.tku.edu.tw
Jeng Fu Shen was with the Computational Dynamics and Control Lab
the computational effort of solving SDRE can be greatly
reduced since it is only a third order system. In general
SDRE technique is a regulator in nature, while for guidance
problem it is not necessary to regulate all the states to zero.
Hence we change the state variables by a simple shifting to
accommodate this nature of SDRE.
This paper is organized as followings. In Section II, the
equation of motion describing the relative dynamics between
target and missile is derived in a LOS fixed coordinate. Then
a brief introduction of SDRE technique is given in section
III for completeness. In Section IV, we utilize the SDRE
technique to synthesize the nonlinear guidance law. Different
SDC forms will be taken into account therein. For more
constructive design, we simply change the state variables to
achieve better performance. In Section V, we compare the
performance of the proposed SDC forms for the case of both
nonmaneuvering and maneuvering target through numerical
experiments. Finally some conclusion are drawn in Section
VI.
II. R ELATIVE DYNAMICS IN 3D SPACE
Assume that both missile and target are particles in a 3-
dimension space and define the LOS vector as
r = rT − rM = ρer , (1)
where
rT , rM are the position vectors of the target and missile
in an inertial frame, respectively,
ρ is the range between target and missile and
er the unit vector in the direction of LOS.
The relative velocity and acceleration are
ṙ = ρ̇er + ρėr = vT − vM , (2)
r̈ = ρ̈er + 2ρ̇ėr + ρër = aT − aM , (3)
where vT , aT , vM and aM are the velocity and acceleration
vectors of target and missile, respectively. Assume that the
angular velocity vector of LOS, Ω, is orthogonal to LOS and
and define a LOS fixed coordinate system (er , et , eΩ ) where
ėr Ω
et , , eΩ , . (4)
kΩk kΩk
The geometry of the coordinate is shown in Fig. 1.
If the accelerations of both target and missile are expressed
in this (er , et , eΩ ) coordinate,
aT , aTr er + aTt et + aTΩ eΩ ,
aM , aMr er + aMt et + aMΩ eΩ ,
 V For completeness of SDRE technique, the following the-
T

VM Target
orems are provided. The corresponding proofs can be found
et r in [2, 5, 11].
Theorem 3.1: Assume that both f (x), A(x), B(x) Q(x)
er and R(x) are continuous. Further assume that the pair
Missile rT
(A(x), B(x)) is controllable parameterization and the pair
eΩ rM Z (A(x), Q(x)) is observable parameterization. Then the non-
linear system with SDRE feedback law has local asymptot-
ically stability.
X
O Y Theorem 3.2: Let B be an arbitrary large open ball cen-
tered at the origin with radius r > 0. Assume that the func-
Fig. 1. LOS Fixed Coordinate tions A(x), B(x), P(x), Q(x) and R(x), along with their
gradients, Axi (x), Bxi (x), Pxi (x), Qxi (x) and Rxi (x),
i = 1, 2, · · · , n, are bounded in B. Then, in SDRE feedback
law, under asymptotic stability, as the state x is driven to
it can be shown that the equations of motion are the follow-
zero, the necessary condition for optimality is asymptotically
ings [10],
satisfied at a quadratic rate.
d The process of SDRE technique can be summarized as
ρ̇ = kΩk2 + (aTr − aMr ), (5a)
dt follows:
d
ρkΩk = −ρ̇kΩk + (aTt − aMt ), (5b) 1. Bring the nonlinear system (7) into it’s SDC form (9).
dt 2. Choose the weighting matrices Q(x) and R(x).
along with one kinematic equation 3. Solve the SDRE (11) to obtain P, and the related
d controller is given by (10).
ρ = ρ̇. (6) Note that A(x) should be both controllable and observable
dt
The three scalar differential equations fully describe the parameterization to insure the existence of P.
relative dynamics between target and missile. IV. SDRE BASED G UIDANCE L AW
III. I NTRODUCTION OF SDRE T ECHNIQUE Assume that target does not maneuver and let the state
and control variables be
Consider a nonlinear, input affine system  
ρ̇  
ẋ = f (x) + B(x)u, (7) −aMr
x , ρkΩk , u ,
  , (12)
−aMt
subject to the performance index ρ

1 ∞ T
Z then the state equation of the system can be expressed as
J= [x Q(x)x + uT R(x)u]dt (8)
2 0 ẋ = f (x) + Bu, (13)
where the weighting matrices are chosen such that Q ≥ 0 where
and R > 0. Equation (7) can be written into an SDC form
 
x22
 
1 0
as  xx13x2 
f (x) = − x3  , B = 0 1 . (14)
ẋ = A(x)x + B(x)u . (9) 0 0
x1
Note that the expression of A(x) is not unique. Associate At first, we define two state dependent coefficient matrices
with the SDC form (9), the following definitions are consid- as
ered [2]. x2
 
0 2 xx23 − x22
Definition 3.1: A(x) is a controllable (stabilizable) para- 3 
A1 (x) = − xx2 − xx1 x1 x2 2  (15)

meterization of the nonlinear system in a region D if the pair 3 3 x3
(A(x), B(x)) is point-wise controllable (stabilizable) in the 1 0 0
linear sense for all x in D. and  x2 
Definition 3.2: A(x) is a observable (detectable) parame- 0 x3 0
terization of the nonlinear system in a region D if the pair A2 (x) = − xx23 0 0 , (16)
(A(x), Q(x)) is point-wise observable (detectable) in the 1 0 0
linear sense for all x in D.
The SDRE feedback control law is given by where A1 is chosen such that A1 (x)x = ∂f∂x (x)
x. For the
SDC form A1 , the optimality criterion [4] is relatively
u = −R−1 BT Px, (10) simple compared to that of A2 . Hence, we expect that the
SDRE feedback law of A1 will have a better performance
where P solves state dependent Riccati equation
than that of A2 . The choice of A2 is worthy to study since
AT P + PA − PBR−1 BT P + Q = 0. (11) it involves only the term xx23 , which is the magnitude of
 1

0.9

0.8
the angular rate of LOS. It has the advantage in realization Z
VM
since the most commonly measured state is the magnitude of 0.7

angular rate of LOS. (Note that it doesn’t mean that SDRE Y

0.6
feedback law associated with A2 is not a full state feedback.)
The SDRE technique is a regulator in nature, but in fact 0.5 φe
we don’t want to regulate the range rate, x1 . It is obvious that 
we can achieve this goal simply by nullifying the weighting 0.4
) θa X
O
on x1 in Q matrix. But for a more constructive design, we
shift the state x1 and define the states as 0.3
Fig. 2. Conventions of Azimuth and Elevation angles
   
x̄1 x1 + η 0.2
TABLE I
x̄ , x̄2  =  x2  (17)
NONMANEUVERING TARGET
x̄3 x3 0.1

A1 A2 A3
where η is a preselected positive constant. Then the dynamic 0
0 45o
θe = 0.1 0.2 tf − t00.3 6.1929
0.4 18.8521
0.5 4.1882 0.7
0.6 0.8 0.9
equation for this shifted variables is φa = 30o Jc (×103 ) 1.9793 2.2905 1.6263
θe = 135o 6.2390 18.9339 4.2771
x̄22
   
1 0 φa = 30o 2.0901 2.4025 1.7430
x̄ 3
θe = 225o 6.4004 19.1880 4.5215
x̄˙ = − (x̄1 −η)x̄2  + 0 1 u. (18)
 
x̄3 φa = 30o 2.4920 2.8138 2.1548
x̄1 − η 0 0 θe = 315o 6.4410 19.1293 8.7552
φa = 30o 2.4254 2.7639 2.9155
In this case, we choose SDC form as θe = 45o 6.3363 19.1010 4.6871
φa = 225o 2.6772 2.9091 2.3317
x̄2
2 x̄x̄23
 
0 − x̄22 θe = 135o 6.3743 19.2724 8.9349
3 φa = 225o 2.6153 2.9066 3.1196
A3 (x̄) = 0 −2 x̄1 −η (x̄1 −η)x̄ . (19)
 2

x̄3 2 x̄3 θe = 225o 6.1945 18.9481 4.3036
φa = 225o
1 0 − x̄η3 2.0896 2.3896 1.7460
θe = 315o 6.2159 19.0387 4.4110
φa = 225o 2.2154 2.5009 1.8762
Note that A3 (x̄) 6= ∂f∂(x̄)
x̄ . The performance and properties
of the aforementioned SDC forms will be examined through
numerical experiments in next section.
go and energy expenditure. All the three SDC forms capture
V. N UMERICAL E XAMPLES nonmaneuvering target under the considered scenario.
Example 5.1: In this example, the SDC forms proposed Example 5.2: Although maneuvering target was not for-
in Section IV are studied. The initial positions of target and mulated in section IV, we still consider the case that target
missile are at has a spiral motion as shown in Fig. 3. The radius of spiral
is 300m at a constant speed of 400m/sec in the Y direction,
rT (t0 ) = (1000, 3000, 1000), rM (t0 ) = (0, 0, 0), the magnitude of velocity is 500m/sec. The scenario is the
in inertial Cartesian coordinate. Target is assumed to be not same as that given in example 5.1. The results are shown in
maneuvering and moving in the direction of Y axis at a Table II. Unfortunately, both SDC forms A1 and A2 couldn’t
constant speed 300 (unit length/second). The direction of capture target under these conditions. while SDC form A3
the initial velocity of missile is determined by azimuth and performs well even though target maneuvers. After some
elevation angles, θa and φe , respectively (see Figure 2). The observations, we conclude that the regulation of ρ̇ via SDC
initial speed of missile is twice as that of target. Various
launch angles are considered. The weighting matrices asso-
ciated with SDC forms A1 , A2 and A3 (with η = 300) are
Initial Position of Target
all chosen as Trajectory of Target
  1000
1 0 0  
5 0
Q = 0 1 0 , R = 800
0 5
0 0 1 600
Z

400
for illustration purpose. To compare the energy expenditure,
200
we define the cost as
Z tf 0
15000
Jc = ||aM ||dt . 10000 1000
t0 5000
500
0
−500
The simulation stops when the end condition ρ ≤ 1 is Y 0 −1000 X

satisfied. From Table I, it is obvious that although SDC form

A2 requires less information of states, but the performance is Fig. 3. Illustration of Spiral Motion
the worst. Furthermore, A3 outperforms A1 in both time to
 TABLE II TABLE III
MANEUVERING TARGET NONMANEUVERING TARGET: PPN AND SDC F ORM A3

A1 A2 A3 A3 PPN
θe = 45o tf − t0 - - 3.2773 θe = 45o tf − t0 4.1882 11.1171
φa = 30o Jc (×103 ) - - 3.2860 φa = 30o Jc (×103 ) 1.8607 0.9058
θe = 135o - - 3.2657 θe = 135o 4.2771 11.3290
φa = 30o - - 3.4783 φa = 30o 1.7430 0.7613
θe = 225o - - 3.4839 θe = 225o 4.5215 12.9390
φa = 30o - - 4.1450 φa = 30o 2.1548 1.2396
θe = 315o - - 3.5084 θe = 315o 8.7552 12.4375
φa = 30o - - 4.0303 φa = 30o 2.9155 1.1535
θe = 45o - - 3.7338 θe = 45o 4.6871 19.1197
φa = 225o - - 4.2285 φa = 225o 2.3317 1.5843
θe = 135o - - 3.7912 θe = 135o 8.9349 14.4775
φa = 225o - - 4.1427 φa = 225o 3.1196 1.4456
θe = 225o - - 3.4979 θe = 225o 4.3036 11.3275
φa = 225o - - 3.1424 φa = 225o 1.7460 0.7419
θe = 315o - - 3.4519 θe = 315o 4.4110 11.7545
φa = 225o - - 3.3793 φa = 225o 1.8762 0.8595

TABLE IV
SDC F ORM A3 : EFFECT OF η
Initial position of target
Initial position of missile tf − t0 Jc (×103 )
1500 Trajectory of target
SDC A
1
η = 50 5.2269 1.8530
Target
SDC A2 η = 100 4.8911 1.7871
1000 A1 SDC A3 η = 150 4.6543 1.7359
A2
η = 200 8.9760 2.3383
500
η = 250
Z

4.3176 1.6574
A3
η = 300 4.1882 1.8607
0
η = 350 8.2849 2.5144
η = 400 8.1069 2.5721
−500
15000
η = 450 7.9455 2.6294
10000 2000 η = 500 7.7972 2.6866
5000
1000 η = 550 3.7294 1.5215
0
Y −1000
0 X
η = 600 7.5349 2.8012

Fig. 4. Trajectory of SDRE Guidance

VI. CONCLUSIONS
With the unified approach based on the LOS fixed co-
ordinate, three dimensional SDRE missile guidance was
forms A1 and A2 would result in miss of capturing target.
formulated and studied. The order of the system is reduced
Fig. 4 depicts the trajectories of one of the cases in the 3-
to three only and has its computational advantages in solving
dimensional space. It can be observed that missile guided
solutions of Riccati equation. Different SDC forms have been
by SDC forms A1 and A2 has a motion similar to that of
proposed and studied. From the numerical experiments, SDC
target.
form with shifted variables outperforms others in the sense of
Example 5.3: A most practical missile guidance law, time to go and defined cost. Furthermore, for maneuvering
namely PPN, is herein compared to SDC form A3 . By using target, missile guided by SDC forms A1 and A2 missed
PPN law (aM = N Ω × vM ) with navigation gain N = 5 target under the considered scenario, only SDC form A3
and same scenario given in example 5.1, the simulation performs well for each case.
results are shown in table III. These results reveal that in
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