A novel ultra wideband (UWB)-based scheme is proposed to provide robust and accurate robot localisation in indoor environments. An extended Kalman filter (EKF), which is suboptimal, is combined in the main estimator design with an extended unbiased finite impulse response (EFIR) filter, which has better robustness. In the integrated EKF/EFIR algorithm, the EFIR filter and the EKF operate in parallel and the final estimate is obtained by fusing the outputs of both filters using probabilistic weights. Accordingly, the EKF/EFIR filter output ranges close to the most accurate one of the EKF and EFIR filters. Experimental testing has shown that the EKF/EFIR-based UWB-range robot localisation is more robust than the EKF- and EFIR-based ones in uncertain noise environments.