STRUCTURE AND BIFURCATION OF PULLBACK ATTRACTORS IN A NON-AUTONOMOUS CHAFEE-INFANTE EQUATION

The Chafee-Infante equation is one of the canonical infinite-dimensional dynamical systems for which a complete description of the global attractor is available. In this paper we study the structure of the pullback attractor for a non-autonomous version of this equation, u(t) = u(xx) + lambda(xx) - lambda u beta(t)u(3), and investigate the bifurcations that this attractor undergoes as A is varied. We are able to describe these in some detail, despite the fact that our model is truly non-autonomous; i.e., we do not restrict to 'small perturbations' of the autonomous case.

Verzweigung periodischer Lösungen bei rein nichtlinearen Differentialgleichungssystemen in der Ebene

Zusammenfassung:In dieser Arbeit werden die Abzweigung stationärer Punkte und periodischer Lösungen von isolierten stationären Punkten rein nichtlinearer Differentialgleichungen in der reellenEbene betrachtet.Das erste Kapitel enthält einige technische Hilfsmittel, während im zweiten ausführlich das Verhalten von Differentialgleichungen in der Ebene mit zwei homogenen Polynomen gleichen Grades als rechter Seite diskutiert wird.Im dritten Kapitel beginnt der Hauptteil der Arbeit. Hier wird eine Verallgemeinerung des Hopf'schen Verzweigungssatzes bewiesen, der den klassischen Satz als Spezialfall enthält.Im vierten Kapitel untersuchen wir die Abzweigung stationärer Punkte und im letzten Kapitel die Abzweigung periodischer Lösungen unter Störungen, deren Ordnung echt kleiner ist, als die erste nichtverschwindende Näherung der ungestörten Gleichung.Alle Voraussetzungen in dieser Arbeit sind leicht nachzurechnen und es werden zahlreiche Beispiele ausführlich diskutiert.

Electrothermal characterization and nonlinear modelling of GaN transistors for telecommunication circuit design

This thesis starts showing the main characteristics and application fields of the AlGaN/GaN HEMT technology, focusing on reliability aspects essentially due to the presence of low frequency dispersive phenomena which limit in several ways the microwave performance of this kind of devices. Based on an equivalent voltage approach, a new low frequency device model is presented where the dynamic nonlinearity of the trapping effect is taken into account for the first time allowing considerable improvements in the prediction of very important quantities for the design of power amplifier such as power added efficiency, dissipated power and internal device temperature. An innovative and low-cost measurement setup for the characterization of the device under low-frequency large-amplitude sinusoidal excitation is also presented. This setup allows the identification of the new low frequency model through suitable procedures explained in detail. In this thesis a new non-invasive empirical method for compact electrothermal modeling and thermal resistance extraction is also described. The new contribution of the proposed approach concerns the non linear dependence of the channel temperature on the dissipated power. This is very important for GaN devices since they are capable of operating at relatively high temperatures with high power densities and the dependence of the thermal resistance on the temperature is quite relevant. Finally a novel method for the device thermal simulation is investigated: based on the analytical solution of the tree-dimensional heat equation, a Visual Basic program has been developed to estimate, in real time, the temperature distribution on the hottest surface of planar multilayer structures. The developed solver is particularly useful for peak temperature estimation at the design stage when critical decisions about circuit design and packaging have to be made. It facilitates the layout optimization and reliability improvement, allowing the correct choice of the device geometry and configuration to achieve the best possible thermal performance.

Nonlinear constrained and saturated control of power electronics and electromechanical systems

Power electronic converters are extensively adopted for the solution of timely issues, such as power quality improvement in industrial plants, energy management in hybrid electrical systems, and control of electrical generators for renewables. Beside nonlinearity, this systems are typically characterized by hard constraints on the control inputs, and sometimes the state variables. In this respect, control laws able to handle input saturation are crucial to formally characterize the systems stability and performance properties. From a practical viewpoint, a proper saturation management allows to extend the systems transient and steady-state operating ranges, improving their reliability and availability. The main topic of this thesis concern saturated control methodologies, based on modern approaches, applied to power electronics and electromechanical systems. The pursued objective is to provide formal results under any saturation scenario, overcoming the drawbacks of the classic solution commonly applied to cope with saturation of power converters, and enhancing performance. For this purpose two main approaches are exploited and extended to deal with power electronic applications: modern anti-windup strategies, providing formal results and systematic design rules for the anti-windup compensator, devoted to handle control saturation, and “one step” saturated feedback design techniques, relying on a suitable characterization of the saturation nonlinearity and less conservative extensions of standard absolute stability theory results. The first part of the thesis is devoted to present and develop a novel general anti-windup scheme, which is then specifically applied to a class of power converters adopted for power quality enhancement in industrial plants. In the second part a polytopic differential inclusion representation of saturation nonlinearity is presented and extended to deal with a class of multiple input power converters, used to manage hybrid electrical energy sources. The third part regards adaptive observers design for robust estimation of the parameters required for high performance control of power systems.

Preconditioning strategies for the numerical solution of convection-diffusion partial differential equations

Il trattamento numerico dell'equazione di convezione-diffusione con le relative condizioni al bordo, comporta la risoluzione di sistemi lineari algebrici di grandi dimensioni in cui la matrice dei coefficienti è non simmetrica. Risolutori iterativi basati sul sottospazio di Krylov sono ampiamente utilizzati per questi sistemi lineari la cui risoluzione risulta particolarmente impegnativa nel caso di convezione dominante. In questa tesi vengono analizzate alcune strategie di precondizionamento, atte ad accelerare la convergenza di questi metodi iterativi. Vengono confrontati sperimentalmente precondizionatori molto noti come ILU e iterazioni di tipo inner-outer flessibile. Nel caso in cui i coefficienti del termine di convezione siano a variabili separabili, proponiamo una nuova strategia di precondizionamento basata sull'approssimazione, mediante equazione matriciale, dell'operatore differenziale di convezione-diffusione. L'azione di questo nuovo precondizionatore sfrutta in modo opportuno recenti risolutori efficienti per equazioni matriciali lineari. Vengono riportati numerosi esperimenti numerici per studiare la dipendenza della performance dei diversi risolutori dalla scelta del termine di convezione, e dai parametri di discretizzazione.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Social cognition as a mediator variable between neurocognition and functional outcome in schizophrenia: empirical review and new results by structural equation modeling

Cognitive impairments are currently regarded as important determinants of functional domains and are promising treatment goals in schizophrenia. Nevertheless, the exact nature of the interdependent relationship between neurocognition and social cognition as well as the relative contribution of each of these factors to adequate functioning remains unclear. The purpose of this article is to systematically review the findings and methodology of studies that have investigated social cognition as a mediator variable between neurocognitive performance and functional outcome in schizophrenia. Moreover, we carried out a study to evaluate this mediation hypothesis by the means of structural equation modeling in a large sample of 148 schizophrenia patients. The review comprised 15 studies. All but one study provided evidence for the mediating role of social cognition both in cross-sectional and in longitudinal designs. Other variables like motivation and social competence additionally mediated the relationship between social cognition and functional outcome. The mean effect size of the indirect effect was 0.20. However, social cognitive domains were differentially effective mediators. On average, 25% of the variance in functional outcome could be explained in the mediation model. The results of our own statistical analysis are in line with these conclusions: Social cognition mediated a significant indirect relationship between neurocognition and functional outcome. These results suggest that research should focus on differential mediation pathways. Future studies should also consider the interaction with other prognostic factors, additional mediators, and moderators in order to increase the predictive power and to target those factors relevant for optimizing therapy effects.

Computational Comparison of Continuous and Discontinuous Galerkin Time-Stepping Methods for Nonlinear Initial Value Problems

This article centers on the computational performance of the continuous and discontinuous Galerkin time stepping schemes for general first-order initial value problems in R n , with continuous nonlinearities. We briefly review a recent existence result for discrete solutions from [6], and provide a numerical comparison of the two time discretization methods.

Explicit and Implicit Methods In Solving Differential Equations

Differential equations are equations that involve an unknown function and derivatives. Euler's method are efficient methods to yield fairly accurate approximations of the actual solutions. By manipulating such methods, one can find ways to provide good approximations compared to the exact solution of parabolic partial differential equations and nonlinear parabolic differential equations.

A large strain anisotropic elastoplastic continuum theory for nonlinear kinematic hardening and texture evolution

In this paper we present a continuum theory for large strain anisotropic elastoplasticity based on a decomposition of the modified plastic velocity gradient into energetic and dissipative parts. The theory includes the Armstrong and Frederick hardening rule as well as multilayer models as special cases even for large strain anisotropic elastoplasticity. Texture evolution may also be modelled by the formulation, which allows for a meaningful interpretation of the terms of the dissipation equation

First order mem-circuits: modeling, nonlinear oscillations and bifurcations

This paper presents a theoretical framework intended to accommodate circuit devices described by characteristics involving more than two fundamental variables. This framework is motivated by the recent appearance of a variety of so-called mem-devices in circuit theory, and makes it possible to model the coexistence of memory effects of different nature in a single device. With a compact formalism, this setting accounts for classical devices and also for circuit elements which do not admit a two-variable description. Fully nonlinear characteristics are allowed for all devices, driving the analysis beyond the framework of Chua and Di Ventra We classify these fully nonlinear circuit elements in terms of the variables involved in their constitutive relations and the notions of the differential- and the state-order of a device. We extend the notion of a topologically degenerate configuration to this broader context, and characterize the differential-algebraic index of nodal models of such circuits. Additionally, we explore certain dynamical features of mem-circuits involving manifolds of non-isolated equilibria. Related bifurcation phenomena are explored for a family of nonlinear oscillators based on mem-devices.

Hybrid analysis of nonlinear circuits: DAE models with indices zero and one

We extend in this paper some previous results concerning the differential-algebraic index of hybrid models of electrical and electronic circuits. Specifically, we present a comprehensive index characterization which holds without passivity requirements, in contrast to previous approaches, and which applies to nonlinear circuits composed of uncoupled, one-port devices. The index conditions, which are stated in terms of the forest structure of certain digraph minors, do not depend on the specific tree chosen in the formulation of the hybrid equations. Additionally, we show how to include memristors in hybrid circuit models; in this direction, we extend the index analysis to circuits including active memristors, which have been recently used in the design of nonlinear oscillators and chaotic circuits. We also discuss the extension of these results to circuits with controlled sources, making our framework of interest in the analysis of circuits with transistors, amplifiers, and other multiterminal devices.

Initial design with L2 Monge-Kantorovich theory for the Monge–Ampère equation method of freeform optics

The Monge–Ampère (MA) equation arising in illumination design is highly nonlinear so that the convergence of the MA method is strongly determined by the initial design. We address the initial design of the MA method in this paper with the L2 Monge-Kantorovich (LMK) theory, and introduce an efficient approach for finding the optimal mapping of the LMK problem. Three examples, including the beam shaping of collimated beam and point light source, are given to illustrate the potential benefits of the LMK theory in the initial design. The results show the MA method converges more stably and faster with the application of the LMK theory in the initial design.

Characterizing chaos in a type of fractional duffing's equation

We characterize the chaos in a fractional Duffing’s equation computing the Lyapunov exponents and the dimension of the strange attractor in the effective phase space of the system. We develop a specific analytical method to estimate all Lyapunov exponents and check the results with the fiduciary orbit technique and a time series estimation method.

Optimization of the Integrated Guidance and Control for a Dual Aerodynamic Control Missile

Las futuras misiones para misiles aire-aire operando dentro de la atmósfera requieren la interceptación de blancos a mayores velocidades y más maniobrables, incluyendo los esperados vehículos aéreos de combate no tripulados. La intercepción tiene que lograrse desde cualquier ángulo de lanzamiento. Una de las principales discusiones en la tecnología de misiles en la actualidad es cómo satisfacer estos nuevos requisitos incrementando la capacidad de maniobra del misil y en paralelo, a través de mejoras en los métodos de guiado y control modernos. Esta Tesis aborda estos dos objetivos simultáneamente, al proponer un diseño integrando el guiado y el control de vuelo (autopiloto) y aplicarlo a misiles con control aerodinámico simultáneo en canard y cola. Un primer avance de los resultados obtenidos ha sido publicado recientemente en el Journal of Aerospace Engineering, en Abril de 2015, [Ibarrondo y Sanz-Aranguez, 2015]. El valor del diseño integrado obtenido es que permite al misil cumplir con los requisitos operacionales mencionados empleando únicamente control aerodinámico. El diseño propuesto se compara favorablemente con esquemas más tradicionales, consiguiendo menores distancias de paso al blanco y necesitando de menores esfuerzos de control incluso en presencia de ruidos. En esta Tesis se demostrará cómo la introducción del doble mando, donde tanto el canard como las aletas de cola son móviles, puede mejorar las actuaciones de un misil existente. Comparado con un misil con control en cola, el doble control requiere sólo introducir dos servos adicionales para accionar los canards también en guiñada y cabeceo. La sección de cola será responsable de controlar el misil en balanceo mediante deflexiones diferenciales de los controles. En el caso del doble mando, la complicación añadida es que los vórtices desprendidos de los canards se propagan corriente abajo y pueden incidir sobre las superficies de cola, alterando sus características de control. Como un primer aporte, se ha desarrollado un modelo analítico completo para la aerodinámica no lineal de un misil con doble control, incluyendo la caracterización de este efecto de acoplamiento aerodinámico. Hay dos modos de funcionamiento en picado y guiñada para un misil de doble mando: ”desviación” y ”opuesto”. En modo ”desviación”, los controles actúan en la misma dirección, generando un cambio inmediato en la sustentación y produciendo un movimiento de translación en el misil. La respuesta es rápida, pero en el modo ”desviación” los misiles con doble control pueden tener dificultades para alcanzar grandes ángulos de ataque y altas aceleraciones laterales. Cuando los controles actúan en direcciones opuestas, el misil rota y el ángulo de ataque del fuselaje se incrementa para generar mayores aceleraciones en estado estacionario, aunque el tiempo de respuesta es mayor. Con el modelo aerodinámico completo, es posible obtener una parametrización dependiente de los estados de la dinámica de corto periodo del misil. Debido al efecto de acoplamiento entre los controles, la respuesta en bucle abierto no depende linealmente de los controles. El autopiloto se optimiza para obtener la maniobra requerida por la ley de guiado sin exceder ninguno de los límites aerodinámicos o mecánicos del misil. Una segunda contribución de la tesis es el desarrollo de un autopiloto con múltiples entradas de control y que integra la aerodinámica no lineal, controlando los tres canales de picado, guiñada y cabeceo de forma simultánea. Las ganancias del autopiloto dependen de los estados del misil y se calculan a cada paso de integración mediante la resolución de una ecuación de Riccati de orden 21x21. Las ganancias obtenidas son sub-óptimas, debido a que una solución completa de la ecuación de Hamilton-Jacobi-Bellman no puede obtenerse de manera práctica, y se asumen ciertas simplificaciones. Se incorpora asimismo un mecanismo que permite acelerar la respuesta en caso necesario. Como parte del autopiloto, se define una estrategia para repartir el esfuerzo de control entre el canard y la cola. Esto se consigue mediante un controlador aumentado situado antes del bucle de optimización, que minimiza el esfuerzo total de control para maniobrar. Esta ley de alimentación directa mantiene al misil cerca de sus condiciones de equilibrio, garantizando una respuesta transitoria adecuada. El controlador no lineal elimina la respuesta de fase no-mínima característica de la cola. En esta Tesis se consideran dos diseños para el guiado y control, el control en Doble-Lazo y el control Integrado. En la aproximación de Doble-Lazo, el autopiloto se sitúa dentro de un bucle interior y se diseña independientemente del guiado, que conforma el bucle más exterior del control. Esta estructura asume que existe separación espectral entre los dos, esto es, que los tiempos de respuesta del autopiloto son mucho mayores que los tiempos característicos del guiado. En el estudio se combina el autopiloto desarrollado con una ley de guiado óptimo. Los resultados obtenidos demuestran que se consiguen aumentos muy importantes en las actuaciones frente a misiles con control canard o control en cola, y que la interceptación, cuando se lanza cerca del curso de colisión, se consigue desde cualquier ángulo alrededor del blanco. Para el misil de doble mando, la estrategia óptima resulta en utilizar el modo de control opuesto en la aproximación al blanco y utilizar el modo de desviación justo antes del impacto. Sin embargo la lógica de doble bucle no consigue el impacto cuando hay desviaciones importantes con respecto al curso de colisión. Una de las razones es que parte de la demanda de guiado se pierde, ya que el misil solo es capaz de modificar su aceleración lateral, y no tiene control sobre su aceleración axial, a no ser que incorpore un motor de empuje regulable. La hipótesis de separación mencionada, y que constituye la base del Doble-Bucle, puede no ser aplicable cuando la dinámica del misil es muy alta en las proximidades del blanco. Si se combinan el guiado y el autopiloto en un único bucle, la información de los estados del misil está disponible para el cálculo de la ley de guiado, y puede calcularse la estrategia optima de guiado considerando las capacidades y la actitud del misil. Una tercera contribución de la Tesis es la resolución de este segundo diseño, la integración no lineal del guiado y del autopiloto (IGA) para el misil de doble control. Aproximaciones anteriores en la literatura han planteado este sistema en ejes cuerpo, resultando en un sistema muy inestable debido al bajo amortiguamiento del misil en cabeceo y guiñada. Las simplificaciones que se tomaron también causan que el misil se deslice alrededor del blanco y no consiga la intercepción. En nuestra aproximación el problema se plantea en ejes inerciales y se recurre a la dinámica de los cuaterniones, eliminado estos inconvenientes. No se limita a la dinámica de corto periodo del misil, porque se construye incluyendo de modo explícito la velocidad dentro del bucle de optimización. La formulación resultante en el IGA es independiente de la maniobra del blanco, que sin embargo se ha de incluir en el cálculo del modelo en Doble-bucle. Un típico inconveniente de los sistemas integrados con controlador proporcional, es el problema de las escalas. Los errores de guiado dominan sobre los errores de posición del misil y saturan el controlador, provocando la pérdida del misil. Este problema se ha tratado aquí con un controlador aumentado previo al bucle de optimización, que define un estado de equilibrio local para el sistema integrado, que pasa a actuar como un regulador. Los criterios de actuaciones para el IGA son los mismos que para el sistema de Doble-Bucle. Sin embargo el problema matemático resultante es muy complejo. El problema óptimo para tiempo finito resulta en una ecuación diferencial de Riccati con condiciones terminales, que no puede resolverse. Mediante un cambio de variable y la introducción de una matriz de transición, este problema se transforma en una ecuación diferencial de Lyapunov que puede resolverse mediante métodos numéricos. La solución resultante solo es aplicable en un entorno cercano del blanco. Cuando la distancia entre misil y blanco es mayor, se desarrolla una solución aproximada basada en la solución de una ecuación algebraica de Riccati para cada paso de integración. Los resultados que se han obtenido demuestran, a través de análisis numéricos en distintos escenarios, que la solución integrada es mejor que el sistema de Doble-Bucle. Las trayectorias resultantes son muy distintas. El IGA preserva el guiado del misil y consigue maximizar el uso de la propulsión, consiguiendo la interceptación del blanco en menores tiempos de vuelo. El sistema es capaz de lograr el impacto donde el Doble-Bucle falla, y además requiere un orden menos de magnitud en la cantidad de cálculos necesarios. El efecto de los ruidos radar, datos discretos y errores del radomo se investigan. El IGA es más robusto, resultando menos afectado por perturbaciones que el Doble- Bucle, especialmente porque el núcleo de optimización en el IGA es independiente de la maniobra del blanco. La estimación de la maniobra del blanco es siempre imprecisa y contaminada por ruido, y degrada la precisión de la solución de Doble-Bucle. Finalmente, como una cuarta contribución, se demuestra que el misil con guiado IGA es capaz de realizar una maniobra de defensa contra un blanco que ataque por su cola, sólo con control aerodinámico. Las trayectorias estudiadas consideran una fase pre-programada de alta velocidad de giro, manteniendo siempre el misil dentro de su envuelta de vuelo. Este procedimiento no necesita recurrir a soluciones técnicamente más complejas como el control vectorial del empuje o control por chorro para ejecutar esta maniobra. En todas las demostraciones matemáticas se utiliza el producto de Kronecker como una herramienta practica para manejar las parametrizaciones dependientes de variables, que resultan en matrices de grandes dimensiones. ABSTRACT Future missions for air to air endo-atmospheric missiles require the interception of targets with higher speeds and more maneuverable, including forthcoming unmanned supersonic combat vehicles. The interception will need to be achieved from any angle and off-boresight launch conditions. One of the most significant discussions in missile technology today is how to satisfy these new operational requirements by increasing missile maneuvering capabilities and in parallel, through the development of more advanced guidance and control methods. This Thesis addresses these two objectives by proposing a novel optimal integrated guidance and autopilot design scheme, applicable to more maneuverable missiles with forward and rearward aerodynamic controls. A first insight of these results have been recently published in the Journal of Aerospace Engineering in April 2015, [Ibarrondo and Sanz-Aránguez, 2015]. The value of this integrated solution is that it allows the missile to comply with the aforementioned requirements only by applying aerodynamic control. The proposed design is compared against more traditional guidance and control approaches with positive results, achieving reduced control efforts and lower miss distances with the integrated logic even in the presence of noises. In this Thesis it will be demonstrated how the dual control missile, where canard and tail fins are both movable, can enhance the capabilities of an existing missile airframe. Compared to a tail missile, dual control only requires two additional servos to actuate the canards in pitch and yaw. The tail section will be responsible to maintain the missile stabilized in roll, like in a classic tail missile. The additional complexity is that the vortices shed from the canard propagate downstream where they interact with the tail surfaces, altering the tail expected control characteristics. These aerodynamic phenomena must be properly described, as a preliminary step, with high enough precision for advanced guidance and control studies. As a first contribution we have developed a full analytical model of the nonlinear aerodynamics of a missile with dual control, including the characterization of this cross-control coupling effect. This development has been produced from a theoretical model validated with reliable practical data obtained from wind tunnel experiments available in the scientific literature, complement with computer fluid dynamics and semi-experimental methods. There are two modes of operating a missile with forward and rear controls, ”divert” and ”opposite” modes. In divert mode, controls are deflected in the same direction, generating an increment in direct lift and missile translation. Response is fast, but in this mode, dual control missiles may have difficulties in achieving large angles of attack and high level of lateral accelerations. When controls are deflected in opposite directions (opposite mode) the missile airframe rotates and the body angle of attack is increased to generate greater accelerations in steady-state, although the response time is larger. With the aero-model, a state dependent parametrization of the dual control missile short term dynamics can be obtained. Due to the cross-coupling effect, the open loop dynamics for the dual control missile is not linearly dependent of the fin positions. The short term missile dynamics are blended with the servo system to obtain an extended autopilot model, where the response is linear with the control fins turning rates, that will be the control variables. The flight control loop is optimized to achieve the maneuver required by the guidance law without exceeding any of the missile aerodynamic or mechanical limitations. The specific aero-limitations and relevant performance indicators for the dual control are set as part of the analysis. A second contribution of this Thesis is the development of a step-tracking multi-input autopilot that integrates non-linear aerodynamics. The designed dual control missile autopilot is a full three dimensional autopilot, where roll, pitch and yaw are integrated, calculating command inputs simultaneously. The autopilot control gains are state dependent, and calculated at each integration step solving a matrix Riccati equation of order 21x21. The resulting gains are sub-optimal as a full solution for the Hamilton-Jacobi-Bellman equation cannot be resolved in practical terms and some simplifications are taken. Acceleration mechanisms with an λ-shift is incorporated in the design. As part of the autopilot, a strategy is defined for proper allocation of control effort between canard and tail channels. This is achieved with an augmented feed forward controller that minimizes the total control effort of the missile to maneuver. The feedforward law also maintains the missile near trim conditions, obtaining a well manner response of the missile. The nonlinear controller proves to eliminate the non-minimum phase effect of the tail. Two guidance and control designs have been considered in this Thesis: the Two- Loop and the Integrated approaches. In the Two-Loop approach, the autopilot is placed in an inner loop and designed separately from an outer guidance loop. This structure assumes that spectral separation holds, meaning that the autopilot response times are much higher than the guidance command updates. The developed nonlinear autopilot is linked in the study to an optimal guidance law. Simulations are carried on launching close to collision course against supersonic and highly maneuver targets. Results demonstrate a large boost in performance provided by the dual control versus more traditional canard and tail missiles, where interception with the dual control close to collision course is achieved form 365deg all around the target. It is shown that for the dual control missile the optimal flight strategy results in using opposite control in its approach to target and quick corrections with divert just before impact. However the Two-Loop logic fails to achieve target interception when there are large deviations initially from collision course. One of the reasons is that part of the guidance command is not followed, because the missile is not able to control its axial acceleration without a throttleable engine. Also the separation hypothesis may not be applicable for a high dynamic vehicle like a dual control missile approaching a maneuvering target. If the guidance and autopilot are combined into a single loop, the guidance law will have information of the missile states and could calculate the most optimal approach to the target considering the actual capabilities and attitude of the missile. A third contribution of this Thesis is the resolution of the mentioned second design, the non-linear integrated guidance and autopilot (IGA) problem for the dual control missile. Previous approaches in the literature have posed the problem in body axes, resulting in high unstable behavior due to the low damping of the missile, and have also caused the missile to slide around the target and not actually hitting it. The IGA system is posed here in inertial axes and quaternion dynamics, eliminating these inconveniences. It is not restricted to the missile short term dynamic, and we have explicitly included the missile speed as a state variable. The IGA formulation is also independent of the target maneuver model that is explicitly included in the Two-loop optimal guidance law model. A typical problem of the integrated systems with a proportional control law is the problem of scales. The guidance errors are larger than missile state errors during most of the flight and result in high gains, control saturation and loss of control. It has been addressed here with an integrated feedforward controller that defines a local equilibrium state at each flight point and the controller acts as a regulator to minimize the IGA states excursions versus the defined feedforward state. The performance criteria for the IGA are the same as in the Two-Loop case. However the resulting optimization problem is mathematically very complex. The optimal problem in a finite-time horizon results in an irresoluble state dependent differential Riccati equation with terminal conditions. With a change of variable and the introduction of a transition matrix, the equation is transformed into a time differential Lyapunov equation that can be solved with known numerical methods in real time. This solution results range limited, and applicable when the missile is in a close neighborhood of the target. For larger ranges, an approximate solution is used, obtained from solution of an algebraic matrix Riccati equation at each integration step. The results obtained show, by mean of several comparative numerical tests in diverse homing scenarios, than the integrated approach is a better solution that the Two- Loop scheme. Trajectories obtained are very different in the two cases. The IGA fully preserves the guidance command and it is able to maximize the utilization of the missile propulsion system, achieving interception with lower miss distances and in lower flight times. The IGA can achieve interception against off-boresight targets where the Two- Loop was not able to success. As an additional advantage, the IGA also requires one order of magnitude less calculations than the Two-Loop solution. The effects of radar noises, discrete radar data and radome errors are investigated. IGA solution is robust, and less affected by radar than the Two-Loop, especially because the target maneuvers are not part of the IGA core optimization loop. Estimation of target acceleration is always imprecise and noisy and degrade the performance of the two-Loop solution. The IGA trajectories are such that minimize the impact of radome errors in the guidance loop. Finally, as a fourth contribution, it is demonstrated that the missile with IGA guidance is capable of performing a defense against attacks from its rear hemisphere, as a tail attack, only with aerodynamic control. The studied trajectories have a preprogrammed high rate turn maneuver, maintaining the missile within its controllable envelope. This solution does not recur to more complex features in service today, like vector control of the missile thrust or side thrusters. In all the mathematical treatments and demonstrations, the Kronecker product has been introduced as a practical tool to handle the state dependent parametrizations that have resulted in very high order matrix equations.