B737 Undifferentiated or Other Model
Flight Crew Air Transport Pilot (ATP)
Flight Crew Last 90 Days 140; Flight Crew Total 2646; Flight Crew Type 160
Aircraft Equipment Problem Critical; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Air Traffic Control Issued New Clearance; Air Traffic Control Provided Assistance; Flight Crew Overcame Equipment Problem; Flight Crew Requested ATC Assistance / Clarification; Flight Crew Executed Go Around / Missed Approach
Aircraft
Cleared for ILS XXR approach into ZZZ outside of ZZZZZ maintain 3;000 until established.  VMC but too hazy to see runway at 12 miles final.  Autopilot was engaged and LOC was armed but the aircraft did not intercept and we flew thru LOC course. I turned off autopilot and autothrottles to attempt re-intercept of localizer however flight directors were giving far right correction with LOC indices correcting slightly left.  We were far right of course; so FD guidance was completely inaccurate and LOC indices should have been making far correction to left which they were not.  We attempted to determine source of the problem but were unsuccessful doing so. We cycled the ILS radio panel; but no help.  We asked for Go-around and were given instructions by ATC.  On second approach attempt LOC and GS captured and an uneventful landing was made.
B737 Captain reported a track heading deviation due the aircraft not being able to intercept the LOC during final approach resulting in a go-around.