For allocating the localized target in tracking, auxiliary data and signal processors are needed to achieve the measurement in the related different localized target. An efficient recursive algorithm to track multiple targets is developed in this paper for the case of the localized surveillance system. The main effort in the estimation of the filtering and prediction filter applied in tracking targets is concentrated on the error covariance and filter gain. The advantages of this residual algorithm are the use of prestored data and the fact that the target trace has a reasonable convergence computation rate for localized target estimation and prediction.