The paper presents a laser guided bomb guidance law based on the linear quadratic differential game theory, where a case of two perpendicular planes with two state variables in each plane has been considered. The Kalman filtering method has been used for noise removal from the measured signals and for estimation of the missing state variable values needed for the optimal guidance law. Optimisation has been conducted with respect to minimisation of the performance index. Comparative analysis of different guidance laws is done. A statistical analysis is performed to obtain the terminal miss distance in dependence on total flight time.