A MTG (Multimode Tracking and Guidance) system is employed to compensate for the limitations of individual seekers such as RF (Radio frequency) or IIR (Imaging Infra-red) and to improve the overall tracking and guidance performance in jamming, clutter, and adverse weather environments. In the MTG system, tracking filter, data association, and data fusion methods are important elements to maximize the effectiveness of precision homing missile guidance. This paper proposes the formulation of a Kalman filter for the estimation of line-of-sight rate from seeker measurements in missiles guided by proportional navigation. Also, we suggest the HPDA (Highest Probability Data Association) and data fusion methods of the MTG system for target tracking in the adverse environments. Mont-Carlo simulation is employed to evaluate the overall tracking performance and guidance accuracy.