In last decades, several linearization methods for the AOA measurements have been proposed, for example, Gauss-Newton method and Closed-Form solution. Gauss-Newton method can achieve high accuracy, but the convergence of the iterative process is not always ensured if the initial guess is not accurate enough. Closed-Form solution provides a non-iterative solution and it is less computational. It does not suffer from convergence problem, but estimation error is somewhat larger. This paper proposes a Self-Tuning Weighted Least Square AOA algorithm that is a modified version of the conventional Closed-Form solution. In order to estimate the error covariance matrix as a weight, a two-step estimation technique is used. Simulation results show that the proposed method has smaller positioning error compared to the existing methods.