A disturbance attenuation problem that corresponds to optimal target i
nterception is considered. In this problem the target's jerk is modele
d as a finite energy disturbance, and the commanded acceleration of th
e interceptor is the control variable, to which the actual acceleratio
n is assumed to be related via a single uncertain time lag, The interc
eptor's optimal strategy is obtained by considering an auxiliary distu
rbance attenuation problem in which an additional fictitious disturban
ce of finite energy, which corresponds to the uncertainty, is introduc
ed. The resulting robust guidance law is compared to proportional navi
gation and minimum effort guidance (with zero miss constraint) for sit
uations with and without uncertainty and in the presence of heading er
ror and various target maneuvers, The robust guidance law turns out to
be the best choice in the setup we have worked with, which is linear,
continuous time, and assumes perfect measurements of relative positio
n, velocity, and accelerations of the interceptor and the target.