DURING AN INST TRAINING FLT THE PLANNED MISSED APCH WAS FLOWN INSTEAD OF THE REST OF THE CIRCLING APCH TO THE TFC PATTERN AS WAS ACTUALLY ASSIGNED.

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I WAS PROVIDING INST TRAINING FOR A STUDENT IN THE STUDENT'S ACFT. I HAD REQUESTED AND RECEIVED AN IFR CLRNC FOR A PRACTICE APCH TO SMX USING THE SMX ILS RWY 12 CIRCLE TO LAND; AND ADVISED ZLA TO EXPECT THE MISSED APCH. THE WX WAS VFR AND THE RWY IN USE AT SMX WAS RWY 30. AFTER HDOF FROM ZLA TO SMX TWR; I ADVISED THE TWR CTLR WE WERE INBOUND ON THE ILS AND TO EXPECT THE MISSED APCH AS I HAD DONE SO WITH THE CTR CTLR. THE TWR CTLR ASKED US TO RPT THE OM. AFTER RPTING THE OM; THE CTLR ASKED US TO RPT 3 DME. AT THAT RPT; THE CTLR INSTRUCTED US TO BEGIN OUR CIRCLE. WE EXECUTED THE MISSED APCH MANEUVER (TURNING N AS OPPOSED TO CIRCLING S). THE TWR CTLR ADVISED US OF OUR MISTAKE AND TOLD US TO CONTINUE. THIS IS AN EXAMPLE OF MISCOM IN THAT THE SENDERS BOTH MEAN ONE THING AND THE RECEIVERS HEAR WHAT THEY EXPECT TO HEAR. I HAD ADVISED AT LEAST 2 CTLRS THAT THEY SHOULD EXPECT THE MISSED APCH. THE TWR CTLR WAS TELLING ME TO CIRCLE S FOR A L DOWNWIND ENTRY TO RWY 30. I SHOULD HAVE REALIZED THAT AS MY CLRNC WAS FOR AN ILS RWY 30 CIRCLE TO LAND RWY 30. UNFORTUNATELY; I HAD NO PREVIEW OF HIS INTENT AND ACTED ON EXPECTATIONS. AT 3.0 DME THE CTLR SAYS 'START YOUR CIRCLE.' I INTERPRET INCORRECTLY AS 'START YOUR MISS.' HAD I HAD ANY PREVIEW THAT THIS IS WHAT HE WANTED I WOULD HAVE BEEN PRIMED FOR THE CIRCLING MANEUVER AS OPPOSED TO THE MISSED APCH MANEUVER. THE COCKPIT TRAINING ENVIRONMENT IS A BUSY ONE WITH THE INSTRUCTOR MULTITASKING (INSTRUCTION; COMS; TFC SCANNING). THIS INCIDENT COULD HAVE BEEN AVOIDED IF I HAD BEEN PRIMED MENTALLY FOR EITHER MANEUVER AND NOT JUST ONE. AT MY HOME FIELD THE CTLRS WILL GIVE SUCH A PREVIEW IF THEY ARE WANTING YOU TO DO SOMETHING OTHER THAN WHAT YOU HAVE REQUESTED. AT SBP; FOR EXAMPLE; IF YOU ARE INBOUND FOR A PRACTICE ILS AND THEY WANT YOU TO EXECUTE THE MISSED APCH OR CIRCLING MANEUVER EARLY; TO AVOID TFC CONFLICT; THEY WILL TELL YOU AFTER YOUR OM RPT GIVING YOU TIME TO PROCESS THE CHANGE. HAD THE TWR CTLR AT SMX HAD EXPANDED HIS INSTRUCTION JUST A BIT WITH 'START YOUR CIRCLE (S FOR L TFC);' I THINK MY BRAIN WOULD HAVE ACCURATELY PROCESSED THE CHANGE IN INTENT. FORTUNATELY; THIS WAS A VMC DAY AND ALTHOUGH UNDER AN IFR CLRNC; WE WERE PRACTICING SEE AND AVOID. MY SITUATIONAL AWARENESS ALSO ALLOWED ME TO KNOW THAT NO OTHER ACFT WERE AIRBORNE IN THE CLASS D AREA. HAD IT BEEN IMC CONDITIONS WE WOULD HAVE 'OWNED' THE AIRSPACE AND NO DANGER WOULD HAVE OCCURRED. AS IT WAS VMC; THE CTLR MIGHT HAVE DEPARTED ANOTHER ACFT WITH A R TURNOUT EXPECTING US TO DO A R TURN IN THE OPPOSITE DIRECTION.