Motivated by the fact that anti-ship missiles present a serious threat to today's Navy, a tracking filter which will give superior tracking and trajectory extrapolation when tracking anti-ship missiles is desired. Because most anti-ship missiles use proportional navigation in their guidance systems, it is best to model their motion using the proportional navigation guidance law. An unbiased narrowband filter is required because the state estimate is used to extrapolate the trajectory over the long time of flight of the gun projectile used to intercept the anti-ship missile. Using the proportional navigation guidance law, a tracking filter is developed which meets the stated requirements. An advantage in using the proportional navigation model, which is not found in previous target models, is the end goal or destination constraint inherent in the proportional navigation guidance law: the anti-ship missile's goal is to strike ownership; the proportional navigation trajectory always passes through the origin. Because of model mismatch when tracking missiles using proportional navigation guidance, previous tracking filters, which use constant velocity, exponentially correlated acceleration, or constant acceleration models of target motion, must use a wide bandwidth or else develop significant bias errors. / M.S.