In combination with the needs originated from the construction of measurement system based on multiple infrared sensors,the central fusion structure and Extended Kalman Filter (EKF) were selected.The Cramér-Rao Lower Bound (CRLB) of the algorithm was produced.The Geometrical Dilution Tracking Error (GDTE) was presented to show the performance of the algorithm in the surveillance area.After analyzing the effects of the system parameters,the improved measures were brought forward.