Date: 201902
Local time of day: 1201-1800
Location: MKE.Airport, WI
Flight conditions: IMC
Weather elements / visibility: Icing; 1
Light: Daylight
Aircraft: Beechjet 400
Operator: Air Taxi
Operating under: Part 135
Flight plan: IFR
Mission: Ferry / Re-Positioning
Flight phase: Final Approach
Airspace: Class C MKE
ATC / advisory: Tower MKE
Reporter organization: Air Taxi
Reporter function: First Officer; Pilot Not Flying
Reporter qualification: Flight Crew Commercial; Flight Crew Flight Instructor; Flight Crew Instrument; Flight Crew Multiengine
Human factors: Situational Awareness
Anomaly: Deviation - Altitude Overshoot; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter CFTT / CFIT; Inflight Event / Encounter Unstabilized Approach
Detector: Automation Aircraft Terrain Warning; Person Flight Crew
When detected: In-flight
Result: Air Traffic Control Issued New Clearance; Flight Crew Became Reoriented; Flight Crew Executed Go Around / Missed Approach; Flight Crew Took Evasive Action
Contributing factors: Human Factors; Weather
Primary problem: Human Factors

Narrative: We used type 1 and 4 deicing before taking off so icing was no issue during all of the flight. No turbulence or wind shear. We briefed the approach early and verified it on EFMS (Experimental Flight Management System). We were given vectors to intercept MKE ILS 19R just after the IAF (Initial Approach Fix) ADELE at 2;800 feet. When we were cleared for the approach I reiterated to the Captain 'we are cleared for the approach and to maintain 2;800 feet until glide slope intercept at OMOGE.' Approach mode did not activate correctly and I noted it was still on GPS; not localizer green needle. Captain confirmed approach mode on autopilot did not activate. I asked what to hit on EFMS or if I should try hitting approach mode. By then we were at OMOGE at 2;800 feet. Captain decided best course of action was to use the descent wheel. I notified him we hit FAF (Final Approach Fix) at 2;800 feet; our minimums are 872 and I bugged 900 feet on the altimeter. Captain asked for flaps and gear. I verified flap settings and gear down while confirming localizer is in nav. I advised and confirm [our] climb.I looked back up when I heard Tower say something; however I did not hear them over the Captain and neither did he. I asked him to be quiet and I noticed he had been descending at 2;000 FPM and we were still on GPS with no vertical guidance. I noted on the chart and to the Captain where we were on the approach and that we are so far below even minimums. I told him our minimums were 872 feet and we were at 700 feet something not close to the runway. Our Proline 21 started giving us terrain warning and pull up.ATC said 'climb now.' We saw [a] building right in front and slightly right of us. I advised to Captain and ATC climbing. Captain began a climb to minimums. I told him no we were going missed we can just try this again. I didn't wait for Captain's response and told ATC we are going missed. I set climb altitude and put flaps and gear back up. We then followed Tower's instructions and they asked if we would like to shoot the approach again because there are now reports of icing.I advised we are not getting icing and would like to set up for approach again. Captain and I started to talk about what went wrong; then I advised that we can talk on the ground and should focus on doing the approach. I re-entered ILS 19R and we did the approach again. When we transferred back to approach they asked for the reason we went missed. I asked the Captain should we say it was our EFMS and we descended too fast? He says no tell them it was icing and wind shear or turbulence from other planes. I told him no and I don't want to mess this up so he can tell them what he wants. He advised that we went missed because we didn't see the runway.After our flight we discussed what we should do next time. He says he will now start using his iPad during flight and will try not to fixate. We also decided that the descent wheel should never be used during an approach since it is not [VNAV] and he would have to make sure he leveled the plane off himself. We also decided to have a more sterile cockpit so I can hear ATC and make the standard call outs. If we are rushed and no call outs are made or an unstable descent is noted we will go missed immediately.




Synopsis: BE400 First Officer reported receiving a GPWS terrain warning during an unstabilized approach to MKE.