The interception problem of Hypersonic Gliding Vehicles（HGVs） has been an important aspect of missile defense systems. In order to provide interceptors with accurate information of target trajectory, a model based on an improved Long Short-Time Memory（LSTM） network for trajectory prediction pipeline is proposed for the interception of a skip gliding hypersonic target.Firstly, for trajectory prediction required by intercepting guidance laws, the altitude, velocity and velocity direction of the target are formulated in the form of analytic functions, consisting of linear decay terms and amplitude decay sinusoidal terms. Then, the dynamic characteristics of the model parameters are analyzed, and the target trajectory prediction pipeline is proposed with the prediction error considered. Finally, an improved LSTM network is designed to estimate parameters in a dynamically-updated manner, and estimation results are used for the calculation of the final trajectory prediction pipeline. The proposed prediction algorithm provides information on the velocity vector for midcourse guidance with the effect of prediction errors on interception taken into account. Simulation is conducted and the results show the high accuracy of the algorithm in HGVs’ trajectory prediction which is conducive to increasing the interception success rate.