This study addresses the passive target tracking problem using the range difference (RD) information measured by seaskimming anti-ship missiles. Apart from the conventional non-linear filtering approaches, the RD-based passive target tracking problem is newly formulated within the framework of the recently developed non-conservative robust Kalman filter (NCRKF). By applying NCRKF, the authors are able to cope with the performance degradation in the process of adopting linear measurement model as well as to determine the desirable missile formation in view of target tracking performance. Moreover, the proposed filter might be adequate for the real-time multiple-missile applications for its linear recursive structure. Through the simulations for a typical missile homing scenario, it is shown that the proposed scheme could provide faster convergence rate and better target tracking performance than the previous methods.