Localization is the problem of determining the position of a mobile robot from sensor data. Most existing localization approaches are passive, i.e., they do not exploit the opportunity to control the robot’s effectors during localization. This paper proposes an active localization approach. The approach is based on Markov localization and provides rational criteria for (1) setting the robot’s motion direction (exploration), and (2) determining the pointing direction of the sensors so as to most efficiently localize the robot. Furthermore, it is able to deal with noisy sensors and approximative world models. The appropriateness of our approach is demonstrated empirically using a mobile robot in a structured office environment. Key words: Robot Position Estimation, Autonomous Service Robots