Based on optimal theory,the advanced optimal guidance law(AOGL)is derived for the interception endgame of maneuvering targets in step mode.The guidance system dynamics,target maneuvering dynamics and acceleration,gravity acceleration are considered and their effects are dynamically cancelled out in guidance law.A four states Kalman filter is designed to estimate the required states for AOGL.Simulation results show the AOGL is less sensitive to errors caused by target maneuvering and guidance system lag,and it needs less missile acceleration in most time of guidance especially at the end of intercept than other guidance laws.Especially its acceleration is zero at the end of intercept when attacking maneuvering target. Based on optimal theory, the advanced optimal guidance law (AOGL) is derived for the interception endgame of maneuvering targets in step mode. Guidance system dynamics, target maneuvering dynamics and acceleration, gravity acceleration are considered and their effects are dynamically canceled out in guidance law. A four states Kalman filter is designed to estimate the required states for AOGL. Simulation results show the AOGL is less sensitive to errors caused by target maneuvering and guidance system lag, and it needs less missile acceleration in most time of guidance especially at the end of intercept than other guidance laws.Especially its acceleration is zero at the end of intercept when attacking maneuvering target.