Abstract:During the course of prediction and estimation to the target in opto-electronic tracking system, stochastic noises statistical character is one of the main reasons which affect the prediction precision. To solve this problem, extend set-membership estimation is introduced to the target prediction in this paper. Result of the simulation shows that, comparing with extend Kalman filter (EKF), the precision of extend set-membership estimation is as same as that of EKF. And based on the assumption of unknown but bounded noise, extend set-membership estimation has good robustness to overcome the effect coursed by stochastic measurement.