1. A method for compensating for the positional errors of a sensor tracking a target with known acceleration, said method comprising the steps of: operating said sensor to generate sensed information relating to the target; adding to said sensed information any sensor positional bias update information to produce updated sensed information which ultimately provides improved target state information; propagating the target state to produce time updated state estimates comprising the target position and velocity and the positional bias of the sensor; computing the Jacobian of the state dynamics vector of the target; computing, from said Jacobian, the state transition matrix for the extended Kalman filter algorithm; and using said state transition matrix, time propagating the covariance of a state vector comprising the position and velocity states of said target and the positional bias of the sensor.