In this book, passive target tracking using bearings-only measurements is studied for several underwater applications. For submarine (ownship) to submarine (target) application, Pseudo Linear Estimator and its variants are developed for various situations. The algorithm is extended to Electronic Surveillance Measures in Electronic Warfare / Intercept sonar target tracking application, where the measurements are highly aperiodic. In underwater, prior information of the target motion parameters will not be available. Therefore, Pseudo Linear Estimator is developed in such a way to work without initialization of target state vector. As this does not require statistical characteristics of noise, this can be safely used as a back up algorithm, along with any variant of Kalman filter.