1. A guiding, system for a projectile provided with at least one piloting actuator and comprising measuring means for physical parameters, a guidance computer and controlling means for said piloting actuator, said projectile having to follow a reference trajectory in the first flight instants and said guidance computer comprising: navigational means for determining the attitude and the position of the projectile upon a flight; guidance means for providing guidance orders from the attitude, the position and the goal position determined by said navigational means; and piloting means for establishing control orders, intended for said control means, from said guidance orders, wherein said guidance computer further comprises estimation means able to estimate, in the course of flight, the attitude and the aerodynamic speed of the projectile, as well as the variations of the speed of the wind, from said guidance orders, said reference trajectory and said measurements obtained by said measurement means, using a model of the dynamic behaviour of the projectile and a model of the wind dynamics.