This work is about terminal guidance of intercepting missiles. It contains a variety of newly developed guidance methods based on linear quadratic optimization problems. This application-oriented book employs widely used and thoroughly developed theories such as LQ and H-infinity to the problem of missile guidance. Numerous examples help the reader to gain greater understanding of the relative merits and shortcomings to the various methods. Both the analytical derivations and the numerical computations of the examples are carried out by MAPLE and MATLAB subroutine. The codes are provided with the book.