Abstract: For the high-precision demand of electro-optical tracking system, the control technique based on on-axis tracking of rough tracking process was studied. Firstly, the principle of on-axis tracking was introduced. Secondly, methods of non-linear Kalman filters in common use were analyzed. Especially, the accuracies of predicted displacement and velocity were compared in unscented Kalman filter (UKF) and cubature Kalman filter (CKF) by simulation test. Finally, based on the advantages of UKF and CKF, two-parallel filter which was used to deal with delayed signal of compound position was designed to establish the on-axis tracking control of electro-optical tracking system. As the input signal of data measured, the simulation results show that control system of on-axis tracking improves the system tracking precision.