Preface |
|
xv | |
1 Introduction |
|
1 | (13) |
|
1.1 Purpose and Motivation |
|
|
1 | (1) |
|
|
2 | (1) |
|
|
3 | (3) |
|
|
3 | (2) |
|
|
5 | (1) |
|
1.3.3 Aerospace Applications |
|
|
6 | (1) |
|
|
6 | (6) |
|
1.4.1 Transoceanic Jetliner Flight |
|
|
6 | (1) |
|
1.4.2 Intelligence, Surveillance, and Reconnaissance with Unmanned Aerial Vehicle |
|
|
6 | (1) |
|
1.4.3 Homing Guidance of Heat-Seeking Missile |
|
|
7 | (2) |
|
1.4.4 Spacecraft Orbital Maneuvers |
|
|
9 | (1) |
|
1.4.5 Interplanetary Travel |
|
|
9 | (3) |
|
|
12 | (1) |
|
1.6 Summary of Key Results |
|
|
12 | (1) |
|
1.7 Bibliographic Notes for Further Reading |
|
|
12 | (1) |
|
|
12 | (2) |
2 Deterministic Systems Theory |
|
14 | (34) |
|
2.1 Linear Dynamic Systems |
|
|
14 | (12) |
|
2.1.1 System Linearization |
|
|
14 | (7) |
|
2.1.2 Properties of Linear Dynamic Systems |
|
|
21 | (5) |
|
|
26 | (4) |
|
2.3 Time Invariant Systems |
|
|
30 | (7) |
|
2.3.1 Stability of Linear Time Invariant Systems |
|
|
33 | (1) |
|
2.3.2 BIBO Stability of Linear Time Invariant Systems |
|
|
34 | (1) |
|
2.3.3 Observability of Linear Time Invariant Systems |
|
|
35 | (2) |
|
2.4 The Method of Adjoints |
|
|
37 | (2) |
|
2.5 Controllability and Duality |
|
|
39 | (3) |
|
2.6 Summary of Key Results |
|
|
42 | (1) |
|
2.7 Bibliographic Notes for Further Reading |
|
|
42 | (1) |
|
|
42 | (6) |
3 Stochastic Systems Theory |
|
48 | (30) |
|
|
49 | (2) |
|
3.2 Random Variables and Distributions |
|
|
51 | (6) |
|
3.3 Expected Value and Characteristic Function |
|
|
57 | (2) |
|
3.4 Independence and Correlation |
|
|
59 | (1) |
|
3.5 The Gaussian Distribution |
|
|
59 | (3) |
|
|
62 | (5) |
|
3.7 Gauss-Markov Processes |
|
|
67 | (2) |
|
3.8 Linear Gauss-Markov Models |
|
|
69 | (3) |
|
3.9 Summary of Key Results |
|
|
72 | (1) |
|
3.10 Bibliographic Notes for Further Reading |
|
|
72 | (1) |
|
|
72 | (6) |
4 Navigation |
|
78 | (40) |
|
4.1 Position Fixing: The Ideal Case |
|
|
78 | (2) |
|
4.2 Position Fixing: Error Analysis |
|
|
80 | (4) |
|
4.3 Position Fixing: Redundant Measurements |
|
|
84 | (3) |
|
|
87 | (6) |
|
|
93 | (5) |
|
4.5.1 Inertially Stabilized Inertial Navigation Systems |
|
|
94 | (1) |
|
4.5.2 Strapped Down Inertial Navigation Systems |
|
|
95 | (3) |
|
|
98 | (2) |
|
|
100 | (5) |
|
4.8 The Extended Kalman Filter |
|
|
105 | (2) |
|
|
107 | (1) |
|
|
108 | (3) |
|
4.11 Summary of Key Results |
|
|
111 | (1) |
|
4.12 Bibliographic Notes for Further Reading |
|
|
111 | (1) |
|
|
112 | (6) |
5 Homing Guidance |
|
118 | (32) |
|
5.1 Fundamentals of Homing |
|
|
118 | (3) |
|
|
121 | (8) |
|
5.2.1 Terminal Phase Analysis |
|
|
123 | (1) |
|
5.2.2 Approximate Miss Distance Analysis |
|
|
124 | (2) |
|
5.2.3 Exact Miss Distance Analysis |
|
|
126 | (3) |
|
|
129 | (1) |
|
5.4 Constant Bearing Guidance |
|
|
129 | (1) |
|
5.5 Proportional Navigation |
|
|
129 | (1) |
|
5.6 Linearized Proportional Navigation |
|
|
130 | (14) |
|
5.6.1 Miss due to Launch Error |
|
|
135 | (3) |
|
5.6.2 Miss due to Step Target Acceleration |
|
|
138 | (1) |
|
5.6.3 Miss due to Target Sinusoidal Motion |
|
|
139 | (1) |
|
|
140 | (1) |
|
5.6.5 Use of Power Series Solution |
|
|
141 | (3) |
|
|
144 | (2) |
|
5.8 Summary of Key Results |
|
|
146 | (1) |
|
5.9 Bibliographic Notes for Further Reading |
|
|
146 | (1) |
|
|
147 | (3) |
6 Ballistic Guidance |
|
150 | (37) |
|
6.1 The Restricted Two-Body Problem |
|
|
150 | (4) |
|
6.2 The Two-Dimensional Hit Equation |
|
|
154 | (4) |
|
6.3 In-Plane Error Analysis |
|
|
158 | (5) |
|
6.4 Three-Dimensional Error Analysis |
|
|
163 | (7) |
|
6.4.1 Actual Flight Time Approximation |
|
|
166 | (1) |
|
6.4.2 Down-Range Miss Distance, MDR |
|
|
167 | (2) |
|
6.4.3 Cross-Range Miss Distance, MCR |
|
|
169 | (1) |
|
6.5 Effects of the Earth's Rotation |
|
|
170 | (4) |
|
6.6 Effects of Earth's Oblateness and Geophysical Uncertainties |
|
|
174 | (1) |
|
6.6.1 Effects of Other Perturbations |
|
|
175 | (1) |
|
6.7 General Solution of Ballistic Guidance Problems |
|
|
175 | (9) |
|
|
175 | (1) |
|
6.7.2 Problem Formulation |
|
|
176 | (1) |
|
|
176 | (3) |
|
|
179 | (2) |
|
|
181 | (3) |
|
6.8 Summary of Key Results |
|
|
184 | (1) |
|
6.9 Bibliographic Notes for Further Reading |
|
|
184 | (1) |
|
|
185 | (2) |
7 Midcourse Guidance |
|
187 | (12) |
|
7.1 Velocity-to-Be-Gained Guidance |
|
|
188 | (3) |
|
7.1.1 Velocity-to-Be-Gained Guidance with Unlimited Thrust |
|
|
189 | (1) |
|
7.1.2 Velocity-to-Be-Gained Guidance with Limited Thrust |
|
|
189 | (2) |
|
7.2 Guidance by State Feedback |
|
|
191 | (2) |
|
7.3 Combined Navigation and Guidance |
|
|
193 | (3) |
|
7.4 Summary of Key Results |
|
|
196 | (1) |
|
7.5 Bibliographic Notes for Further Reading |
|
|
197 | (1) |
|
|
197 | (2) |
8 Optimization |
|
199 | (23) |
|
8.1 Unconstrained Optimization on Rn |
|
|
200 | (5) |
|
8.2 Constrained Optimization on Rn |
|
|
205 | (9) |
|
8.2.1 Lagrange Multipliers |
|
|
206 | (2) |
|
8.2.2 Second-Order Conditions |
|
|
208 | (6) |
|
8.3 Inequality Constraints on Rn |
|
|
214 | (1) |
|
8.4 Optimal Control of Discrete-Time Systems |
|
|
215 | (2) |
|
8.5 Summary of Key Results |
|
|
217 | (1) |
|
8.6 Bibliographic Notes for Further Reading |
|
|
218 | (1) |
|
|
218 | (4) |
9 Optimal Guidance |
|
222 | (47) |
|
|
222 | (3) |
|
|
225 | (3) |
|
9.3 Optimal Control without Control Constraints |
|
|
228 | (5) |
|
9.4 The Maximum Principle |
|
|
233 | (13) |
|
|
235 | (1) |
|
9.4.2 The Transversality Conditions |
|
|
236 | (1) |
|
|
237 | (1) |
|
9.4.4 Time-Optimal Control of Double Integrator |
|
|
238 | (3) |
|
9.4.5 Optimal Evasion through Jinking |
|
|
241 | (5) |
|
|
246 | (13) |
|
9.5.1 Motivational Example: Dynamic Programming |
|
|
246 | (2) |
|
9.5.2 The Principle of Optimality |
|
|
248 | (1) |
|
9.5.3 Backward Dynamic Programming |
|
|
249 | (1) |
|
9.5.4 Continuous-Time Dynamic Programming |
|
|
250 | (2) |
|
9.5.5 The Linear Quadratic Regulator |
|
|
252 | (3) |
|
9.5.6 The Linear Quadratic Gaussian Regulator |
|
|
255 | (1) |
|
9.5.7 Relationship between the Maximum Principle and Dynamic Programming |
|
|
256 | (2) |
|
9.5.8 The Hamilton—Jacobi—Bellman Equation |
|
|
258 | (1) |
|
9.5.9 Dynamic Programming Summary |
|
|
258 | (1) |
|
9.6 The Maximum Principle and Dynamic Programming |
|
|
259 | (2) |
|
9.7 Summary of Key Results |
|
|
261 | (1) |
|
9.8 Bibliographic Notes for Further Reading |
|
|
262 | (1) |
|
|
262 | (7) |
10 Introduction to Differential Games |
|
269 | (19) |
|
10.1 Taxonomy of Two-Player Games |
|
|
269 | (3) |
|
10.2 Example of a Simple Pursuit Game: Two-Player Football Scrimmage |
|
|
272 | (3) |
|
|
272 | (1) |
|
|
272 | (1) |
|
10.2.3 The Apollonius Circle Theorem |
|
|
273 | (2) |
|
10.2.4 Solution to the Football Two-Player Scrimmage Problem |
|
|
275 | (1) |
|
10.3 The Bellman—Isaacs Equation |
|
|
275 | (1) |
|
10.4 The Homicidal Chauffeur: Modeling |
|
|
276 | (4) |
|
10.5 The Homicidal Chauffeur: Features of the Solution |
|
|
280 | (1) |
|
10.6 A Game-Theoretic View of Proportional Navigation |
|
|
281 | (4) |
|
10.7 Summary of Key Results |
|
|
285 | (1) |
|
10.8 Bibliographic Notes for Further Reading |
|
|
285 | (1) |
|
|
285 | (3) |
Epilogue |
|
288 | (7) |
Appendix A: Useful Definitions and Mathematical Results |
|
295 | (10) |
|
A.1 Results from Topology |
|
|
295 | (2) |
|
A.2 Results from Linear Algebra |
|
|
297 | (3) |
|
|
300 | (1) |
|
|
301 | (1) |
|
A.5 The Implicit Function Theorem |
|
|
301 | (4) |
Bibliography |
|
305 | (4) |
Index |
|
309 | |