Online multi-object tracking aims at producing complete tracks of multiple objects using the information accumulated up to the present moment. It still remains a difficult problem in complex scenes, because of frequent occlusion by clutter or other objects, similar appearances of different objects, and other factors. In this paper, we propose a robust online multi-object tracking method that can handle these difficulties effectively. We first propose the tracklet confidence using the detectability and continuity of a tracklet, and formulate a multi-object tracking problem based on the tracklet confidence. The multi-object tracking problem is then solved by associating tracklets in different ways according to their confidence values. Based on this strategy, tracklets sequentially grow with online-provided detections, and fragmented tracklets are linked up with others without any iterative and expensive associations. Here, for reliable association between tracklets and detections, we also propose a novel online learning method using an incremental linear discriminant analysis for discriminating the appearances of objects. By exploiting the proposed learning method, tracklet association can be successfully achieved even under severe occlusion. Experiments with challenging public datasets show distinct performance improvement over other batch and online tracking methods.