Lock-on is a feature of many radar systems that allow it to automatically follow a selected target.
Its first operational use was in the US ground-based SCR-584 radar, which demonstrated the ability to easily track almost any airborne target, from aircraft to artillery shells.
To provide a continuous signal, the radar is locked-onto the target, following it throughout the missile's flight.
[1] Modern radar systems do not have a lock-on system in the traditional sense; tracking is provided by storing radar signals in computer memory and comparing them from scan to scan using algorithms to determine which signals correspond to single targets.
[2] The subject of a radar lock-on may become aware of the fact that it is being actively targeted by virtue of the electro-magnetic emissions of the tracking system, notably the illuminator.