Doppler shift and signal power attenuation in the complex environment both can make damage in the accuracy of carrier tracking. Therefore, the non-linear Kalman filter for carrier tracking is designed, which makes correlated observations in the EKF and UKF model based on the analysis of the structure of BeiDou B1 signal. By using measurements from the estimation of filtering in feedback control of the carrier tracking loop, higher and more stable performance can be given in high dynamic and weak signal environments. Finally, the test results show that the feedback control-based EKF and UKF model can perform precise carrier tracking, and make a good limitation of loop error, both of which lead to realization of high performance of signal tracking.