A target tracking arrangement predicts the state of a target. The predictor may be a Kalman filter. In the presence of a target which is maneuvering, the prediction may be in error. A maneuver detector is coupled to receive residuals representing the difference between the predictions and the target state. The maneuver detector is matched to the predictor or Kalman filter to thereby tend to reduce the undesirable effects of system noise. The matching may be of the frequency response.