Target Tracking is an important problem in defense systems. It means to obtain position and velocity of the target using noise corrupted measurements. Target tracking can be divided into various categories. These categories differ from each other in the type of target, e.g., ship, airplane, missile, and etc., and type of measured data, for example the problem of tracking the target whose angle is only measured, is called bearing only tracking. In this thesis we would talk about targets which are controlled by human or targets that their acceleration is smaller than 5g-7g, but targets such as missiles aren’t considered. We would investigate various methods for solving major challenges existing in the problem of target tracking. These challenges are: 1) Target motion uncertainty: in the problem of target tracking, target trajectory (dynamic model) is unknown to the tracker, so the tracker must consider some assumptions for the type of motion or trajectory of the target. Usually trackers consider two or three types of motion for target. These trajectories are: A) Constant Velocity (CV): in this type of motion, tracker assumes that target follows a straight line with a constant velocity. B) Constant Acceleration (CA): in this type of motion, tracker assumes that target has a constant acceleration whether following a straight line or not. C) Coordinate Turn or Constant Turn (CT): in this type of motion, tracker assumes that target is turning with a constant speed and constant turn rate (constant angle rate). 2) Measurement model uncertainty: usually in the problem of target tracking, it is better to describe the dynamic model of target in Cartesian coordinate system. But there is a problem; that is, the tracker can only measure position of the target in spherical coordinate system that causes a nonlinear relation between measurement and state vectors. Position of the target is usually measured by radar or electro-optical systems. In electro-optical systems angles are measured by two encoders and range is measured by a laser rangefinder. The challenges mentioned above, always occur in most of radar systems. But in electro-optical systems, two other challenges in addition to above challenges occur. These challenges are: 3) In electro-optical systems laser rangefinder measures the range of target with a different period from the period of encoders. For example in a typical electro-optical system, laser rangefinder measures the range of target with sampling time of 480 ms but encoders measure the angles of target with sampling time of 40 ms . 4) In electro-optical systems, range of target may be missed. Usually missing range of target occurs when target starts maneuver. Because when the target starts maneuver, the beam of rangefinder doesn’t always Key Words Target Tracking, Missing Range, Multiple Model Estimator, BLUE filter, Unbiased Conversion