This is the Roadrunner, an autonomous rocket drone announced in November 2023 by Anduril Industries, a technology startup, focused on autonomous drones, that is revolutionizing the US defense sector.
It has a modular payload on the nose, which can be configured for intelligence and reconnaissance missions; or, in the Roadrunner-M variant, it can carry an explosive warhead, and intercept, kamikaze style, missiles, drones or other jet-propelled aircraft.
It's not controlled by a person, it's all AI.

Anduril also has other autonomous drones, such as:
the Ghost, with a low acoustic signature;
the Anvil, which is a drone designed to attack other drones, simply by reaching speeds of 320 kilometers per hour, or 200 miles per hour, and colliding with them;
the Dive-LD, an autonomous submarine;
the Fury, an autonomous observation and combat drone; and
the Lattice platform, which gathers data from all connected devices in the system, such as vehicles, radars, and their monitoring tower; then, it uses artificial intelligence to classify objects.

Anduril, founded by Oculus VR creator Palmer Luckey, is rapidly expanding its presence in the defense sector with a wide array of autonomous military technologies, including underwater drones and swarm-capable observation drones. The company’s innovations are united under its Lattice platform, which integrates data from various devices and uses AI to classify threats. This allows operators to manage multiple drones through a user-friendly interface, marking a shift from complex traditional systems. With the rise of low-cost, easily deployable drones in modern warfare, Anduril’s advancements, alongside programs like the Pentagon's Replicator, indicate a shift toward high-volume production of autonomous systems. This approach could give the U.S. an edge in cost-effective countermeasures against evolving threats from other nations, especially in scenarios involving conflicts like the Taiwan Strait.

Palantir and Anduril recently partnered on AI.
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Note1 : "The appearance of U.S. Department of Defense (DoD) visual information does not imply or constitute DoD endorsement."
Note 2: This video is an adaptation of a video from my Brazilian Portuguese channel called "Integrando Conhecimento".