Detecting fast radio bursts (FRBs) with frequency-dependent intensity remains a challenge, as existing search algorithms do not account for the spectral shape, potentially leading to nondetections. We propose a novel detection statistic, which we call the Kalman detector, that improves the sensitivity of FRB signal detection by incorporating spectral shape information. The detection statistic is based on an optimal matched filter, marginalizing over all possible intensity functions, weighted by a random walk probability distribution, considering some decorrelation bandwidth. Our analysis of previously detected FRBs demonstrates that the Kalman score provides a comparable yet independent source of information for bursts with significant spectral structure, and the sensitivity improvement is of the order 0%–200% with a median improvement of 20%. We also applied the Kalman detector to existing data from FRB 20201124A and detected two new repeat bursts that were previously missed. Furthermore, we suggest a practical implementation for real-time surveys by employing a low significance soft-trigger from initial flux integration-based detection algorithms. The Kalman detector has the potential to significantly enhance FRB detection capabilities and enable new insights into the spectral properties of these enigmatic astrophysical phenomena.