The state model and observe model of single observer passive location are built up by using the information of Direction of Arrival(DOA) and Time Difference of Arrival(TDOA).To simplify the computation process, a new nonlinear filtering algorithm is constructed using second-order multi-dimension interpolation formula instead of calculating the partial derivative of nonlinear functions.Simulation results show that: The proposed algorithm can be used in single observer passive location in stead of Extended Kalman Filtering (EKF), and can obtain more accurate results with a faster converge speed.