An adaptive algorithm for tracking maneuvering targets is proposed. This algorithm is implemented with two filters and a multilayer feedforward neural network using state fusion, together with the current statistic model and adaptive filtering. The neural network fuses automatically all the state information of the two filters and tunes adaptively the system variance for one of the two filters to adapt to different target maneuvers when the two filters track the same maneuvering target in parallel. Simulation results show that the adaptive algorithm tracks very well maneuvering targets over a wide range of maneuvers with high precision, in both one and three-dimensional cases.