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This paper aims to improve the extended complex Kalman filter (ECKF) for tracking inter-area oscillations from power system response signals. A robustness function is incorporated into the ECKF algorithm, to improve tracking performance on signals with outliers. The improved ECKF identifier (IECKF) is demonstrated on response signals from the simplified 59 bus South East Australian test system. The IECKF performance is evaluated through tracking three inter-area modes of oscillation simultaneously. Results demonstrate that the IECKF identifier offers improved tracking based on noisy ringdown signals with outliers.