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A new gain-varying algorithm for the three-dimensional pure proportional navigation (PPN) guidance problem is presented using the differential geometric (DG) guidance command. To this end, classical differential geometry theory is introduced, firstly, to transform and modify the DG guidance curvature command so as to facilitate the practical implementation and to avoid singularity of the guidance command. Then, a new gain-varying guidance scheme is developed using the modified DG guidance command, as well as the principle of the PPN guidance law, the new guidance law does not need the evaluation of time-to-go information. Furthermore, the capture analysis of the PPN-type guidance law is qualitatively studied in terms of the DG formulations, and a post-launch capture condition is derived and expressed in geometric terms. Simulation results demonstrate that the proposed guidance algorithm performs better than the conventional PPN guidance law in the case of intercepting maneuvering targets.