Aiming at the problem that the traditional nonlinear robust filtering will be severely degraded when the distribution of measurement noise deviates from the assumed Gaussian distribution, a new robust nonlinear Kalman filter based on M-estimation and detection method was proposed. The proposed robust filtering algorithm set a threshold using Chi-square test to delete mutation outliers, and modified the measurement update using M-estimation. Several conventional nonlinear filtering methods were evaluated under different measurement noises in terms of accuracy and stability. Under non-Gaussian noise and strong interference, the proposed algorithm outperforms the traditional robust algorithm with higher estimation accuracy by 25.5% and lower estimation covariance by 18.3%. The experimental results show that the proposed filtering algorithm can suppress the influence of non-Gaussian noise and strong interference, and increase the estimation accuracy and stability.