The usage of the Kalman Filter algorithm is proposed to estimate and track the location of inbound missiles for interception by firing countermeasures. In this respect, prediction of the missile's location and trajectory is essential to enable the countermeasures fired to intercept the Enemy's missile accurately.The Kalman Filter produces estimates of hidden variables based on inaccurate and uncertain measurements. Also, the Kalman Filter provides a prediction of the future system state based on past estimations.