Date: 201504
Local time of day: 1801-2400
Location: ZZZ.Airport, US
Flight conditions: IMC
Weather elements / visibility: Fog; Rain; 1
Light: Daylight
Aircraft: Citationjet (C525/C526) - CJ I / II / III / IV
Operator: Personal
Operating under: Part 91
Flight plan: IFR
Mission: Personal
Flight phase: Final Approach
Airspace: Class D ZZZ
ATC / advisory: TRACON ZZZ; Tower ZZZ
Aircraft component: FMS/FMC
Component problem: Improperly Operated
Reporter organization: Personal
Reporter function: Pilot Flying; Captain; Single Pilot
Reporter qualification: Air Traffic Control Fully Certified; Flight Crew Multiengine; Flight Crew Instrument; Flight Crew Commercial
Human factors: Human-Machine Interface; Situational Awareness; Fatigue
Anomaly: Aircraft Equipment Problem Less Severe; Deviation - Altitude Excursion From Assigned Altitude; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter CFTT / CFIT
Detector: Automation Aircraft RA; Automation Aircraft Terrain Warning; Person Air Traffic Control
When detected: In-flight
Result: Air Traffic Control Issued Advisory / Alert; Air Traffic Control Issued New Clearance; Flight Crew Executed Go Around / Missed Approach; Flight Crew Took Evasive Action
Contributing factors: Human Factors
Primary problem: Human Factors

Narrative: I was being vectored to intercept the final approach course. I had the approach loaded in the FMS; the minimums; and v-speeds loaded. Approach gave me the clearance to descend to 2300 then to maintain 2300 until established and cleared for the ILS contact tower. I believe at the switch over is where I made my first mistake. I switched over to tower reported in but forgot to remove the discontinuity on the FMS allowing the FMS to activate the approach. I selected the approach mode on the FD but the approach did not activate (given that I had not removed the discontinuity). The aircraft started descended out of 2300 to the minimums of 760 that I had set in the altitude preselect. Given that the Approach had not been properly activated it did not sequence yet the aircraft started the descent; prematurely.I was not properly on the glide-slope (I looked online to see the path that I was really on and I was off course to the right). I got an RA to PULL UP Obstacle at the same time Tower notified me that they were receiving a low altitude warning. I pulled up hard and declared a missed going to 3000. Tower sent me back to Approach I thought they told me to maintain 2300 with a heading; I was later corrected by approach to watch my altitude maintain 3000. After a few heading changes; I requested the GPS RNAV [RWY XY] was given headings to intercept and descend to 2300; was cleared for the RNAV [RWY XY] and go to Tower. I complied called tower and the RNAV approach went without any issues. It had been a long day I believe I was a bit tired; I also had several cookies at the last stop they would have given me a sugar rush and crash.




Synopsis: C525 pilot reports being cleared for an ILS but forgetting to remove the discontinuity in the FMS which would activate the approach. The aircraft does not intercept the LOC and starts an early descent; which is detected by ATC and the onboard terrain warning system. A go-around is initiated but the assigned altitude is misheard. The next approach is successful.