Abstract: The present invention relates to methods and apparatus for tracking moving objects, such as ballistic missiles and aircraft, on the basis of discrete sensor measurements, such as radar reports and reports from optical sensors. In particular, but not exclusively, the invention is useful for the simultaneous tracking of multiple, fast moving, closely spaced objects, such as deploying ballistic missiles and raids of fast agile aircraft, in which the track dynamics of each object are modelled using a collection of autonomous, i.e. non-interacting, multiple dynamics models. Embodiments of the invention were particularly developed to be effective in tracking ballistic missiles using early warning radar, and similarly demanding and complex battle scenarios.