Defense systems reports that,
“The U.S. Coast Guard is developing a counter-drone capability to both protect its own locations and to guard protected assets under special circumstances as provided for under a recent law.”
Ever since a quadcopter crash landed about two meters from German Prime Minister Angela Merkel in 2013 there has been a recognition that these systems might be used for sinister purposes.
Terrorist have started using drones as a cruise missile, lite.
The R&D Center has apparently already had a successful test.
Chuck Hill's CG Blog 
Technically, this shouldn’t be too hard considering that the EF-18G “Growler” has jamming pods under its wings. It’s just a matter of fine-tuning the right frequency to jam drones out of the sky and also not affecting friendly systems in the process.
It is relatively easy to jam a radio control system, but to stop a drone that is following a pre-programmed course, you would need to jam GPS.