Abstract: In the terminal proximity stage of autonomous rendezvous and docking, two kinds of continuous optimal guidance algorithms are developed to overcome the influence of the following terms, the uncertainty of the system model, the noise of the relative information measurements and thrust misalignment on relative guidance accuracy. First of all, a glide slope scheme widely used is introduced to plan the ideal terminal proximity trajectory. By using this assumption the ideal relative position and velocity can be determined beforehand. And then, the tracking error equations for V-bar approach are derived. So, the guidance problem is transformed to synthesize a controller to eliminate the tracking error to zero. Modern control methods are applied to design the H2/H∞ controller. The LMI (linear matrix inequalities) technology is adopted here to get the final solution for optimal controllers. Simulation based on the solution obtained though MATLAB LMI toolbox is performed on a scenario of the rendezvous and docking final proximity stage. The simulation results verify the validity and superiority of the H∞ design method for the terminal proximity of autonomous rendezvous and docking.