To neutralize fast Anti-Tank Guided Missiles(ATGMs) or Anti-Tank Rockets(ATRs) projected at short ranges, the trajectories and times that the threats arrive at hard-kill systems should be predicted precisely. The trajectories of ATGMs or ATRs are almost stationary but the velocity and acceleration are very changeable in the terminal stage, so that it is needed to predict the characteristics of ATGMs and ATRs for filtering. In this paper the Fuzzy Rule based Adaptive Kalman Filter(FRAKF) is proposed to estimate the position, velocity and acceleration of the threats with accuracy and the performance of it is compared with the existing tracking filter considering the maneuvering characteristics of threats.