The ability to efficiently fuse information of different forms to facilitate intelligent decision making is one of the major capabilities of trained multilayer neural networks that is now being recognized. While development of innovative adaptive control algorithms for nonlinear dynamical plants that attempt to exploit these capabilities seems to be more popular, a corresponding development of nonlinear estimation algorithms using these approaches, particularly for application in target surveillance and guidance operations, has not received similar attention. We describe the capabilities and functionality of neural network algorithms for data fusion and implementation of tracking filters. To discuss details and to serve as a vehicle for quantitative performance evaluations, the illustrative case of estimating the position and velocity of surveillance targets is considered. Efficient target-tracking algorithms that can utilize data from a host of sensing modalities and are capable of reliably tracking even uncooperative targets executing fast and complex maneuvers are of interest in a number of applications. The primary motivation for employing neural networks in these applications comes from the efficiency with which more features extracted from different sensor measurements can be utilized as inputs for estimating target maneuvers. A system architecture that efficiently integrates the fusion capabilities of a trained multilayer neural net with the tracking performance of a Kalman filter is described. The innovation lies in the way the fusion of multisensor data is accomplished to facilitate improved estimation without increasing the computational complexity of the dynamical state estimator itself.