Electrostatic target tracking is highly complex and strongly nonlinear and the experimental data are incomplete and uncertain. In order to improve filtering accuracy and reduce computational complexity, a central difference method was applied to Extended Kalman Filter (EKF) for calculating the nonlinear function and a new improved EKF algorithm was formed based on the characteristics of the spherical electrostatic probe. The improved EKF was applied to electrostatic detection tracking. Theoretical analysis and simulation experiment show that, compared with EKF and Unscented Kalman Filter (UKF), although calculation time of the improved EKF is slightly longer than that of EKF, it is less than that of UKF. Moreover, the tracking accuracy of the improved EKF is significantly higher than that of EKF, and is nearly the same with that of UKF.