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A model of target motion in three-dimensional space that includes position derivatives up to the third order is developed. Compared with available models, which include terms at the most up to the second derivative, the model introduced in this work, called the jerk model, can more accurately describe agile target maneuvers which are likely to contain significant higher order derivatives. A compatible 4-state Kalman filter to perform tracking in conjunction with the jerk model is also presented, and an initialization procedure for the filter is provided. The improved performance of the jerk model over a lower order model is illustrated through numerical simulation.