An article at NXTasy.org highlights a three-wheeled robot that moves in one dimension and detects signals from an external beacon that emits ultrasonic bursts.  The robot relies on a microcontroller that runs a Kalman filter to perform and maintain spatial localization.  The NXT software is implemented using the LabVIEW NXT toolkit

NXT Reciever with Kalman Filter

Details on the project can be found at http://www.convict.lu/htm/rob/ir_us.htm#Kalman