This chapter addresses the localization problem of a non-cooperative mobile target by a multi-sensor network. More precisely, a Distributed Moving Horizon Estimation (DMHE) approach is proposed to deal with the case of nonlinear measurements, in presence of bounded uncertainties (e.g., unknown input of the target, measurement noises) and accounting for a priori available information on the problem (e.g., ground mobile target evolving in a known bounded area). A set-based representation is used to incorporate constraints in the DMHE optimization problem to improve the estimation accuracy. This chapter proposes a new DMHE algorithm with pre-estimation based on an Extended Kalman Filter to account for nonlinearities, while reducing the computation load. An example of target tracking in a delimited area by a sensor network illustrates the considered approaches in terms of computation time and estimation accuracy.