Tracking multiple targets in the presence of unknown number of targets, missed detection, clutter, and noise is a challenging problem. To cope with this problem, a novel approach for generating the potential birth targets was developed, a mathematical model for multiple hypotheses was established, and an adaptive multi-hypothesis marginal Bayes filter is herein proposed in terms of the established mathematical model for multiple hypotheses and the novel birth approach. This filter delivers the existence probabilities of targets and their probability density functions. It uses multiple hypotheses to solve the data association problem to form the existence probabilities of targets and their probability density functions. To obviate the requirement for prior birth models, this filter uses the observations from two consecutive time steps to establish the birth models adaptively. Its tracking performance was tested by comparing it with other adaptive filters, showing that the proposed filter is robust, and it can obtain higher tracking accuracy than other filters.