Deep anterior lamellar keratoplasty (DALK) is a highly challenging partial thickness cornea transplant surgery that replaces the anterior cornea above Descemet's membrane (DM) with a donor cornea. In our previous work, we proposed the design of an optical coherence tomography (OCT) sensor integrated needle to acquire real-time M-mode images to provide depth feedback during OCT-guided needle insertion during Big Bubble DALK procedures. Machine learning and deep learning techniques were applied to M-mode images to automatically identify the DM in OCT M-scan data. However, such segmentation methods often produce inconsistent or jagged segmentation of the DM which reduces the model accuracy. Here we present a Kalman filter based OCT M-scan boundary tracking algorithm in addition to AI-based precise needle guidance to improve automatic DM segmentation for OCT-guided DALK procedures. By using the Kalman filter, the proposed method generates a smoother layer segmentation result from OCT M-mode images for more accurate tracking of the DM layer and epithelium. Initial ex vivo testing demonstrates that the proposed approach significantly increases the segmentation accuracy compared to conventional methods without the Kalman filter. Our proposed model can provide more consistent and precise depth sensing results, which has great potential to improve surgical safety and ultimately contributes to better patient outcomes.