This paper presents a set-membership approach for the coordinated control of a fleet of UAVs aiming to search and track an a priori unknown number of targets spread over some delimited geographical area. The originality of the approach lies in the description of the perturbations and measurement uncertainties via bounded sets. A set-membership approach is used to address the localization and tracking problem. At each time step, sets guaranteed to contain the actual state of already localized targets are provided. A set containing the states of targets still to be discovered is also evaluated. These sets are then used to evaluate the control input to apply to the UAVs so as to minimize the estimation uncertainty at the next time step. Simulations considering several UAVs show that the proposed set-membership estimator and the associated control input optimization are able to provide good localization and tracking performance for multiple targets.