A systematic procedure is used to design Kalman Filters for a hypervelocity missile system. The procedure includes truth model development, state space model formulation, filter tuning and Monte Carlo analysis. The study is based upon a planar engagement of highly dynamic missile, a constant-velocity aircraft, and a stationary target. Two line-of-sight filters are developed using the rotating aircraft-to-target line-of-sight frame as a reference and two inertial filters are developed using ...