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High precision is a very important index in target tracking. In order to improve the prediction accuracy of target tracking, an optimized Kalman filter approach based on improved Gray Wolf algorithm (IGWO-OKF) is proposed in this paper. Since the convergence speed of traditional Gray Wolf algorithm is slow, meanwhile, the number of gray wolves and the choice of the maximum number of iterations has a great influence on the algorithm, a nonlinear control parameter combination adjustment strategy is proposed. An improved Grey Wolf Optimization algorithm (IGWO) is formed by determining the best combination of adjustment parameters through the fastest iteration speed of the algorithm. The improved Grey Wolf Optimization algorithm (IGWO) is formed, and the process noise covariance matrix and observation noise covariance matrix in Kalman filter are optimized by IGWO. The proposed approach is applied into. The experiment results show that the proposed IGWO-OKF approach has low error, high accuracy and good prediction effect. [ABSTRACT FROM AUTHOR]