Modern warfare is increasingly diversified and complicated, only to improve the ability on signal processing, terminal-sensitive projectile could better complete the mission of target acquisition, tracking and recognition.In this article, unscented Kalman filter method was used to deal with infrared signal of terminal-sensitive projectile, and more real waveform without interference was got to provide reliable basis for target identification in the choice of signal characteristics and data fusion of compound detector work.Through simulation calculation, and compared with the Kalman filter and wavelet denoising method, the processed results show UFK has high precision, strong realtime, and can be adaptive, etc.