1. A method for engaging a target missile with an interceptor missile, said method comprising the steps of: sensing three-dimensional kinematic features of the target missile to thereby generate sensed kinematic data; storing the current value of said three-dimensional kinematic features, and a set of previous values of said three-dimensional kinematic features; passing at least a portion of the current value of said sensed kinematic data through a first filter having a fixed first filter lag, said first filter being suited for maneuver motion of said vehicle to generate first residuals and first residual covariances; passing at least a portion of the current value of said sensed kinematic data through a second filter having a fixed second filter lag, said second filter being suited for non-maneuver motion of said vehicle to generate second residuals and second residual covariances; determining, from said first residuals, said first residual covariances, said second residuals, and said second residual covariances, the probability of being in maneuvering motion and the probability of being in non-maneuvering motion, which probability of being in maneuvering motion tends toward unity when the vehicle is in maneuvering motion and tends toward zero when the vehicle is in non-maneuvering motion, and which probability of being in non-maneuvering motion tends toward unity when the vehicle is in non-maneuvering motion and tends toward zero when said vehicle is in maneuvering motion; comparing said probability of being in maneuvering motion and said probability of being in non-maneuvering motion with at least one threshold value, to thereby deem the vehicle to be in maneuvering motion if the probability of being in maneuvering motion exceeds said threshold value, and to deem the vehicle to be in non-maneuvering motion if the probability of being in non-maneuvering motion exceeds said threshold value; if the vehicle is deemed to be in maneuvering motion, applying a set of said three-dimensional kinematic features corresponding to said first lag to a nine-state Kalman filter to produce an optimal state for said maneuvering motion; and if the vehicle is deemed to be in non-maneuvering motion, applying a set of said three-dimensional kinematic features corresponding to said second lag to a six-state Kalman filter to produce an optimal state for said non-maneuvering motion; applying said optimal states to (a) a missile engagement planner for initialization of interceptor guidance and (b) to an interceptor for guidance of said interceptor toward said target missile.