Method for the terminal-phase guidance of an interceptor missile towards an aerial target, said interceptor missile comprising: • onboard instruments configured for supplying information on the current dynamics of said interceptor missile; • parts for steering said interceptor missile; • a terminal-guidance sensor configured for supplying the deviation measurements of said target in a sequential manner; • a reconstruction system (Ref) configured for reconstructing, from said deviation measurements and in a fixed frame of reference, at least the angle of elevation and bearing angle measurements that define the direction of said target in relation to said interceptor missile; and • a plurality of status estimators Ei, each of which is configured for operating using a propagation function gi that corresponds to a particular hypothesis on the dynamics of said target, for receiving said deviation measurements, and for supplying, in a sequential manner, an estimate X i of the status of said target in accordance with the relationship X ̇ i = dXi / dt = g i Xi in which method: • for each status estimator Ei and in each step k of the sequential operation thereof, a relevance index is calculated, which is the probability p ik of the difference between the reconstructed angle of elevation and bearing angle measurements received from said reconstruction system and the corresponding angles of the predicted estimate Xi; • for each status estimator Ei, the cumulative product P i = π k p ik of the probabilities p ik is calculated from the first moment to the current time; • by taking account of the plurality of different cumulative probability products P i, at least one final estimate X F of the status of said target is determined from said estimates X i, as are the shortest distance for said interceptor missile to approach the target, the time remaining until this shortest approach distance, and the vector between the interceptor missile and the target at the time of said shortest approach distance; • a guidance command for said interceptor missile is created as a result, taking the vector into account; and • said guidance command is applied to said parts for steering the interceptor missile, characterised in that, in order to determine the shortest distance for the interceptor missile to approach the target, the time tgo remaining until this shortest approach distance and the vector EBF between the interceptor missile and the target at the time of said shortest approach distance, said final estimate X F is numerically integrated with the information on the dynamics of said interceptor missile by using the same propagation function(s) g F as that/those used by the status estimator(s) Ei corresponding to said estimates Xi from which said final estimate X F is formed. • onboard instruments configured for supplying information on the current dynamics of said interceptor missile; • parts for steering said interceptor missile; • a terminal-guidance sensor configured for supplying the deviation measurements of said target in a sequential manner; • a reconstruction system (Ref) configured for reconstructing, from said deviation measurements and in a fixed frame of reference, at least the angle of elevation and bearing angle measurements that define the direction of said target in relation to said interceptor missile; and • a plurality of status estimators Ei, each of which is configured for operating using a propagation function gi that corresponds to a particular hypothesis on the dynamics of said target, for receiving said deviation measurements, and for supplying, in a sequential manner, an estimate X i of the status of said target in accordance with the relationship X ̇ i = dXi / dt = g i Xi • for each status estimator Ei and in each step k of the sequential operation thereof, a relevance index is calculated, which is the probability p ik of the difference between the reconstructed angle of elevation and bearing angle measurements received from said reconstruction system and the corresponding angles of the predicted estimate Xi; • for each status estimator Ei, the cumulative product P i = π k p ik of the probabilities p ik is calculated from the first moment to the current time; • by taking account of the plurality of different cumulative probability products P i, at least one final estimate X F of the status of said target is determined from said estimates X i, as are the shortest distance for said interceptor missile to approach the target, the time remaining until this shortest approach distance, and the vector between the interceptor missile and the target at the time of said shortest approach distance; • a guidance command for said interceptor missile is created as a result, taking the vector into account; and • said guidance command is applied to said parts for steering the interceptor missile, characterised in that, in order to determine the shortest distance for the interceptor missile to approach the target, the time tgo remaining until this shortest approach distance and the vector EBF between the interceptor missile and the target at the time of said shortest approach distance, said final estimate X F is numerically integrated with the information on the dynamics of said interceptor missile by using the same propagation function(s) g F as that/those used by the status estimator(s) Ei corresponding to said estimates Xi from which said final estimate X F is formed.