Applying a novel extended Kalman filter to missile–target interception with APN guidance law: A benchmark case study

This paper considers the estimation of the target acceleration with unknown dynamics along with other states of a benchmark example of a nonlinear 2D missile–target engagement system in presence of model uncertainties and measurement noises. The objective is to implement the augmented proportional navigation (APN) guidance law for the missile–target interception to minimize the distance between the missile and the target. The estimated target acceleration can be treated as an unknown input to the nonlinear 2D missile–target engagement system. A novel analytical recursive approach referred to as extended Kalman filter with unknown inputs without direct feedthrough (EKF-UI-WDF) is derived with the weighted least squares estimation for an extended state vector including states and unknown inputs which can be any type of signals without prior information. By applying the proposed EKF-UI-WDF approach to a 2D missile–target interception control system, simulation results demonstrate that this approach is capable of (i) estimating the states and unknown input (target acceleration) well, and (ii) achieving more reasonable interception performance comparing with the traditional extended Kalman filter (EKF) approach.