In multi-target tracking (MTT), the statistical properties of noise in real-world scenarios are often unknown. When noise modeling does not align with the actual noise, it can lead to inaccurate estimations of the number and locations of targets. To address this issue, we model the noise as a normal-skewed mixture (NSM) distribution (NSMD), comprising a linear combination of a normal distribution (ND) and a Gaussian scale distribution (GSD). By varying the parameters of the NSMD, it can fit arbitrary normal and/or heavy-tailed, and/or skewed nonsmooth noise. To enable the NSMD to adaptively fit noise with unknown statistical properties, we introduce a hierarchical model and a variational Bayesian (VB) approach to adjust the shape of the NSMD. The marginal likelihood function is then derived for filtering updates. Based on the NSMD and the marginal likelihood function, we propose a robust NSM-based probabilistic hypothesis density (NSM-PHD) filter to achieve improved MTT accuracy when noise statistical characteristics are unknown. Simulation results demonstrate that the NSM-PHD effectively enhances MTT accuracy under conditions of unknown noise statistical properties.