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Misnamed - this was more about general principles than the how missile guidance systems work.
We changed the title (from "How missile guidance systems work") to be the HTML doc title.
What is a missle but a miserable pile of Kalman filters?
It doesn't mention the fact that one day all missiles will come home.
It's very interesting to see how advanced the technology inside of them is.
While I acknowledge the author's opening statement, I still need to add a few details and refinements. :P

In addition to what the author describes for LOS guidance, there are a couple other, related guidance mechanisms. One is known as semi-active radar guidance. This scheme, used in early radar-guided air-to-air missiles, has the launcher illuminate the target with a special fire control waveform. The missile has a receiver in the nose that uses the reflection of this signal to correct its course. This arrangement still requires cooperation between the missile and the launcher, but the launcher does not need to track or communicate with the missile. The general scheme is known as bistatic radar.

The second, known as semi active radar homing with terminal guidance, is related. Most of the interception runs as described above. However, when the missile enters the terminal phase it switches to an onboard, short range seeker. This seeker is either a short range radar or some sort of IR device. At this point the launcher is out of the control loop.

Also, the section about proximity fuzing: cruise missiles are intended to physically hit their target with a high explosive warhead. In fact, the missile launch pictured in that section is an RGM-84 Harpoon, which is such a missile. Also a nit, but most anti-tank missiles (which I assume is what the author is talking about in the last paragraph of the section) aren't kinetic penetrators. They use special high explosive (HEAT) warheads.

Thanks for commenting (I'm the post author here).

I agree, it's a fascinating subject. I wanted to give a high level perspective and there were some liberties taken.

So on a rather non-lethal note, I built a pair of robots for a predator/prey sorts of experiments[1]. I had written code that used an R/C servo to locate a beacon, and then navigate to the beacon. It worked quite well, but when I put the beacon on the 'prey' robot it rarely worked at all. The challenge was the added complexity of no fixed reference point. I found a great book[2] which described a number of approaches to the problem and ended up using a pretty simple pursuit model. The trick for me was tracking both the bearing to the target and the bearing on loss of acquisition (so keeping track of "how" it left the field of view) I ran out of CPU and memory before it got too interesting but now I should revisit it as I've got 10x the CPU and memory to play with.

[1] One thing about robots is once you get them doing the easy stuff you want them to do harder stuff.

[2] http://books.google.com/books?id=Ag9TAAAAMAAJ