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Visual object tracking is an important component of surveillance systems and many high-performance methods have been developed. However, these tracking methods tend to be optimized for the Red/Green/Blue (RGB) domain and are thus not suitable for use with the infrared (IR) domain. To overcome this disadvantage, many researchers have constructed datasets for IR analysis, including those developed for The Thermal Infrared Visual Object Tracking (VOT-TIR) challenges. As a consequence, many state-of-the-art trackers for the IR domain have been proposed, but there remains a need for reliable IR-based trackers for anti-air surveillance systems, including the construction of a new IR dataset for this purpose. In this paper, we collect various anti-air thermal-wave IR (TIR) images from an electro-optical surveillance system to create a new dataset. We also present a framework based on an end-to-end convolutional neural network that learns object tracking in the IR domain for anti-air targets such as unmanned aerial vehicles (UAVs) and drones. More specifically, we adopt a Siamese network for feature extraction and three region proposal networks for the classification and regression branches. In the inference phase, the proposed network is formulated as a detection-by-tracking method, and kernel filters for the template branch that are continuously updated for every frame are introduced. The proposed network is able to learn robust structural information for the targets during offline training, and the kernel filters can robustly track the targets, demonstrating enhanced performance. Experimental results from the new IR dataset reveal that the proposed method achieves outstanding performance, with a real-time processing speed of 40 frames per second. Full article