The development of the technology in the last decades, and, considering the navigation and positioning systems, the appearance of the micro-electro-mechanical systems allowed solutions of positioning and navigation low-cost. Framing this analysis with the environment in which we find ourselves inserted, it was decided to use a Kalman filter that adapted to the recorded measurements of a sensor used on one of the ships of the Portuguese Navy: an anemometer. The anemometer’s function is to measure the direction and relative wind speed felt by the ship. This equipment directly affects the navigation of the ship, not only on a ship like the NRP Sagres, in terms of sailing, for which the knowledge of wind direction and speed is crucial, but for all ships, or when navigating in restricted waters, due to the sinking of the ship caused by the wind, or for a large number of operations, such as maneuvering of the vessel, flight operations, among others. As previously mentioned, this sensor, like many others, is subject to a series of interferences, causing errors, which are still due to possible operating and reading errors by the operator. The objective of this work is to filter the data obtained from measurements of the anemometer at NRP Sagres, with the purpose of reducing the previously mentioned errors. The results are promising and consistent, allowing us count with the expected reliable information.