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- A Coordinate-Transformation Extended Robust Kalman Filter (CERKF) designed in the Krein space is proposed, and then applied to a nonlinear incoming ballistic missile tracking system with parameter uncertainties. First, the Extended Robust Kalman filter (ERKF) is proposed to handle the nonlinearity of measurement equation which occurs whenever the polar coordinate system is transformed into the Cartesian coordinate system. Moreover, linearization error inevitably occurs and deteriorates the tracking performance, which is considerably reduced by the proposed CERKF. Through the simulation results, we show that the proposed CERKF, which uses the measurement coordinate system, has less RMS error than the previous ERKF which is designed in the Krein space using the Cartesian system. We also verify that the robustness and the stability of the proposed filter are guaranteed in two radars: the phased array radar and the scanning radar