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In satellite navigation system, classical localization algorithms assume that the observation noise is white-Gaussian. This assumption is not correct when the signal is reflected on the surrounding obstacles. That leads to a decrease of accuracy and of continuity of service. To enhance the localization performances, a better observation noise density can be use in an adapted filtering process. This article aims to show how the Dirich-let Process Mixture can be employed to track the observation density on-line. This sequential estimation solution is adapted when the noise is non-stationary. The approach will be tested under a simulation scenario with multiple propagation conditions. Then, this density modeling will be used in Rao-Blackwellised Particle Filter.