1. A method for thrust vector control of an interceptor against a target missile, said method comprising the steps of: sensing at least position and velocity of said target missile to thereby generate a stream of sensed target signals; processing said stream of sensed target signals to produce estimates of at least position and velocity of said target missile; launching an interceptor missile toward an estimated intercept position of said target missile; generating signals representing at least position and velocity of said interceptor missile; determining a one-step initial intercept solution based upon (a) said estimates of at least position of said target missile and (b) at least the position of said interceptor missile, to produce information including time-to-go and current direction of a thrust vector of said interceptor missile; using time-to-go and direction of the thrust vector from the one-step intercept solution, initially estimating at least two components of a three-dimensional unit thrust vector, and determining a third component of said three-dimensional unit thrust vector from said estimated components, and estimating the time-to-go, to thereby produce an initial guidance state vector for closing the interceptor missile with said target missile; applying said initial guidance state vector to said interceptor missile for initial thrust vectoring; recurrently estimating at least two components of the three-dimensional unit thrust vector, and determining a third component from said estimated components, and also estimating the time-to-go, until a steady-state solution is found or a time-out occurs, to thereby recurrently produce the guidance state vector; applying said recurrently produced guidance state vector to said interceptor missile for guidance thereof; and repeating said steps of recurrently estimating and applying.