It is well known that interceptor performance against a weaving or spiraling target can be improved by use of a special purpose weave guidance law. However the weave guidance law requires knowledge of the target weave frequency. When the target weave frequency is unknown an extended Kalman filter is usually considered for the problem because it can be used to estimate the target weave frequency. However, the performance of the extended Kalman filter is sensitive to initialization errors. This paper offers an unusual linear Kalman filter bank approach, where each filter is tuned to a different target weave frequency, as a potential solution for estimating the target weave frequency. Rather than combining individual filter outputs in some probabilistic sense, a straightforward algorithm is presented for choosing the filter that is most closely tuned to the actual target weave frequency. This paper demonstrates that this filter bank approach is superior to that of the extended Kalman filter for the weaving target problem.