In order to track the ship with static electric field, aiming at the problem of traditional Kalman filters, a new nonlinear filter was designed. Ship state space model was established, and the problem of traditional Kalman filtering algorithm in ship tracking was analyzed; according to the relationship of noise covariance between the continuous white noise and discrete white noise sequence, a new progressive update extended Kalman filter was proposed on progressive Bayes theory. Simulation results show that the new method can effectively reduce the filtering performance degradation and filtering divergence caused by large initial error, thus can effectively be used to track the ship, and has high practical value.