In this paper, we consider a variant of the extended target tracking (ETT) problem, namely the multiellipsoidal ETT problem. In multiellipsoidal ETT, target extent is represented by multiple ellipses, which correspond to the origin of the measurements on the target surface. The problem involves estimating the target's kinematic state and solving the association problem between the measurements and the ellipses. We cast the problem in a sequential Monte Carlo (SMC) framework and investigate different marginalization strategies to find an efficient particle filter. Under the known extent assumption, we define association variables to find the correct association between the measurements and the ellipses; hence, the posterior involves both discrete and continuous random variables. By expressing the measurement likelihood as a mixture of Gaussians we derive and employ a marginalized particle filter for the independent association variables without sampling the discrete states. We compare the performance of the method with its alternatives and illustrate the gain in nonstandard marginalization.