This paper describes the tracking filter performance for Naval Gun Ballistic Computation Unit(BCU). BCU needs tracing filter for gun firing. Using data of tracking sensor, BCU calculates the future position of Target and Gun order in the time of flight. In this paper, tracing filter is designed with interacting multiple model(IMM). The tracking algorithm based on the IMM requirers a considerable number of sub-model for the various maneuvering target in order to have a good performance. But, in the case of ship target, the maneuvering is restricted compared with the air target. Considering the maneuvering properties and adjusting the mode transition probabilities and the process noise of sub-model, We designed the IMM3 algorithm for Naval tracking filter with three sub-model.