We present a methodology for the tracking of the centroid of small extended objects using measurements from a forward looking infrared imaging sensor. The statistical characterization of the centroid of a frame as a noisy linear measurement of the centroid of the target is obtained. The off set measurement noise is shown to be autocorrelated. State variable models and the corresponding filters for tracking the target centroid with these measurements are presented. Their performances are compared and it is verified with simulations that the filter that models the autocorrelated measurement noise provides the best performance.