In this article, we consider the filtering problem of an optical parametric oscillator (OPO). The OPO pump power may fluctuate due to environmental disturbances, resulting in uncertainty in the system modeling. Thus, both the state and the unknown parameter may need to be estimated simultaneously. We formulate this problem using a state-space representation of the OPO dynamics. Under the assumption of Gaussianity and proper constraints, the dual Kalman filter method and the joint extended Kalman filter method are employed to simultaneously estimate the system state and the pump power. Numerical examples demonstrate the effectiveness of the proposed algorithms.