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Weak GNSS signal tracking technology is one of the key technology of satellite navigation receiver, tracking technology will directly affect the performance of the satellite navigation receiver in weak signal conditions. Because the traditional extended Kalman filter (EKF) has some limitations in dynamic environments with insufficient priori information, this paper proposed a signal tracking algorithm based on adaptive extended Kalman filter (AEKF). This adaptive filter monitors the changes in innovations or residuals to correct the process and measurement noise covariances, and then adjusts the filter gain to control the wights between the predicted values and observed values in the filter results. Theoretical analysis and simulation results show that this algorithm takes advantage of the statistical properties of observed values, overcomes the shortcomings of the traditional extended Kalman filter, and realizes better tracking performance.