The process of association and tracking of sensor detections is a key element in providing situational awareness. When the targets in the scenario are dense and exhibit high maneuverability, Multi-Target Tracking (MTT) becomes a challenging task. The conventional techniques to solve such NP-hard combinatorial optimization problem involves multiple complex models and requires tedious tuning of parameters, failing to provide an acceptable performance within the computational constraints. This paper proposes a model free end-to-end approach for airborne target tracking system using sensor measurements, integrating all the key elements of multi target tracking -- association, prediction and filtering using deep learning with memory. The challenging task of association is performed using the Bi-Directional Long short-term memory (LSTM) whereas filtering and prediction are done using LSTM models. The proposed modular blocks can be independently trained and used in multitude of tracking applications including non co-operative (e.g., radar) and co-operative sensors (e.g., AIS, IFF, ADS-B). Such modular blocks also enhances the interpretability of the deep learning application. It is shown that performance of the proposed technique outperforms conventional state of the art technique Joint Probabilistic Data Association with Interacting Multiple Model (JPDA-IMM) filter.