The adaptive capability of filters is known to be increased by incorporating a neural network into the filtering procedure. In this paper, an adaptive algorithm for tracking maneuvering targets based on neural networks is proposed. This algorithm is implemented with two filters based on the current statistical model and a multilayer feedforward neural network. The two filters track the same maneuvering target in parallel and the neural network automatically considers all the state information of the two filters and adaptively adjusts the process variance of one of them to achieve better performance in different target maneuver tracking. Simulations results show that the proposed adaptive algorithm tracks maneuvering targets very well with higher precision over a wide range of maneuvers.