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These explosive projectiles not only rely on gunpowder for their killing power, but also for propulsion.
A war rocket is an iron cylinder, packed with gunpowder, with a long wooden stick as a tail. It functions in much the same way as a firework, but with infinitely deadlier consequences. Launched from a simple angled trough, rockets are not particularly accurate, but they are extremely frightening and have an incendiary effect on the target too. They can be fired from ships (with some risk to the firing vessel) and from battlefield launchers too.
Historically, rocketry in European warfare was a consequence of nasty surprises inflicted as the hands of Indian rocket troops, particularly those of Tippoo Sultan, the "Tiger of Mysore". They had long been part of Indian and Asian warfare, and the invading Europeans were merely new targets. The British, ready as always to adopt a foreign weapon when it suited, had their own version thanks to the work of (honorary) Colonel William Congreve (1772-1828). His work gave the Royal Navy and, eventually, the Royal Artillery, a fearsome weapon. More sophisticated unguided artillery rockets are still in use by modern armies.