In complex indoor environments, target tracking performance is impacted by non-line-of sight (NLOS) noises and other measurement errors. In order to fix NLOS errors, a double extended Kalman filter (DEKF) algorithm is proposed, which refers to a kind of cascaded structure composed of two Kalman filters. In the proposed algorithm, the first filter is a classic Kalman filter (KF) and the second is an extended Kalman filter (EKF). Time of arrival (TOA) measurements collected by multiple stationary ultra-wideband (UWB) sensors are used. The residual errors between the measured TOA and that of the first KF are predicted, and the covariance of the first KF is adjusted correspondingly. Then, we use the estimated distance state of the first KF as a measurement vector for the second EKF in order to obtain a smoother observation. One of the advantages of the proposed algorithm is that it is able to perform target tracking with good accuracy even without or with only one LOS TOA measurement for a period of time without prior information about the NLOS noise, which may be difficult to obtain in practical applications. Another advantage is that the accuracy does not greatly decrease when NLOS noises exist for a long period of time. Finally, the proposed DEKF can maintain the high-precision positioning characteristics in both the constant velocity (CV) model and the constant acceleration (CA) model in the LOS/NLOS environment. Our simulation and experimental results show that the proposed algorithm performs much better than other algorithms in SOTA, particularly in severe mixed LOS/NLOS environments.