On optimal stochastic midcourse guidance

Abstract

Optimal stochastic midcourse guidance correction programs previously considered are open-loop, in the sense that feedback from midcourse observations is not included in the gains matrix. This problem is rigorously analyzed here. It is shown how feedback from observations is introduced into the midcourse correction program and how an improved feedback solution can be obtained as the solution of a deterministic optimal feedback control problem. A simple example is solved in complete detail and the open-loop and optimal feedback controls are compared.