Abstract
Modern guidance and location systems use a Kalman Filter for target position estimation. Terminal guidance systems for missile interceptors make use of Proportional Navigation (PN), which is a guidance law based upon differentiation of the Line Of Sight (LOS). The LOS rate is determined from the estimated states by a Kalman Filter (KF) which measures the LOS angle. In this paper I show that the KF based LOS estimate is entirely equivalent to LOS differentiation with finite low frequency gain and first order roll-off at high frequency. These two departures from ideal differentiation are shown to be inherent in the KF formulation, and to be in agreement with conventional LOS implementations.
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