This article describes the performance comparison of several tracking filters from the viewpoint of gun fire control. It is common that filter performance can be represented by the RMSE of the current state. However, for the design of a gun fire control system, the performance of the tracking filter in terms of prediction is more important since the current state proceeds with a designed dynamic model to a certain future which is used for the final gun order. It is shown that the predicted results amplify the current state RMSE and can be a good measure.