Copy from other forum.
There are three factors that could produce interference in an HID system:
1) The ballast itself. This is unlikely since it is enclosed in a metal case which is grounded to the chassis (see Faraday Cage)
2) The wires between the CEM and the ballast. The ballast operates via a 200-500khz boost converter. If this is poorly filtered it will spit out EMI back down the supply lines. Since they were designed for halogen bulbs they are unshielded, and basically act as a 15 or 20 foot antenna to broadcast that interference. This can be fixed pretty easily, with a capacitor-inductor filter at the ballast, which will prevent high frequency transients down the line.
3) The HV wires between the ballast and the bulb. These are shorter and thus have less radiative length. But it's possible that these are the culprit, as they do transmit HV at HF. Unfortunately there's not much you can do about these, because the ballast requires a direct connection to the bulbs to ensure proper ignition and arc stabilization. What you can do is shield the HV lines, and the easiest way to do this is with stainless steel hose sleeving, and then ground that shield to the chassis. This will greatly cut down on the amount of radiated EMI.