The adjoint method is a method widely used in the preliminary design of guidance loops to obtain quick estimates of the performance of a guided weapon while avoiding time consuming Monte Carlo simulation experiments. Traditionally, the adjoint method is presented as a set of rules for transforming the original (linearized) model of the guidance loop to an adjoint model that is used to obtain the performance estimate for the original model in a single simulation run. An attempt is made to derive the adjoint method in the general setting of state-space models. This does not only lead to an elegant and clear exposition of the adjoint method, but it also extends the area of application of the adjoint method to more general situations that were not previously covered in the literature. One possible, extension is illustrated with the analysis of the performance of a rolling missile against a target that performs a maneuver with a random start time.
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