In this paper, a practical warhead tracking filter is proposed for developing a FMCW (Frequency Modulation Continuous Wave) seeker with anti-ballistic missile capability. For reliable warhead tracking, the measurement originated from the warhead section of a ballistic target should be separated from other measurements. Futhermore, since the FMCW seeker is based on triangular frequency modulation, the multiple measurements obtained in different chirp periods should be properly associated. As a systematic way to solve the problem, the measurement pairing problem under cluttered environment is reformulated as a data association filtering problem and the PDA (Probabilistic Data Association) scheme is applied. The proposed warhead tracking filter provides better warhead tracking performance compared to the conventional range tracking algorithm and nearest neighbor warhead tracking filter. The effectiveness and reliability of the proposed method are verified using the FMCW seeker simulator.