For the problem that GPS receivers tracking performance of the carrier signal is affected by different types of noises, and the statistical properties of the noises are difficult to obtain, a solution method based on the extended set- membership filter(ESMF) is proposed. According to the characteristics of the noise in the carrier signal which is unknown but bounded(UBB), a reasonable noise boundary contained in the ellipsoid set is set. Then the idea of set-membership is used to achieve online nonlinear estimation of the Doppler frequency of the carrier signal. In the process of estimation, it can detect the moment that bad values occurred simultaneously. Three-dimensional space movement of the carrier is selected as the simulation model. Simulation results show that, when dealing with this model, ESMF is an effective robust estimation algorithm.