Adaptive weighting matrix for adaptive tracking loops

An apparatus for obtaining a weighting matrix, the weighting matrix to be used to obtain one or more updated parameters affecting a time of response of a tracking loop; wherein the apparatus is configured to receive from a plurality of tracking loops respective loop dynamic estimates and/or loop noise estimates, weight each of the received loop dynamic estimates and/or each of the received loop noise estimates based on a current value of the parameter of the tracking loop providing the respective loop dynamic estimates and/or the respective loop noise estimates, and combine the weighted loop dynamic estimates and/or the weighted loop noise estimates, so as to obtain the weighting matrix.