In this paper

we introduce a new method of improving GPS （Global Positioning System） positioning precision.This method is based on a modified ARMA on line and real time model building and prediction algorithm.By the algorithm and an adaptive filtering algorithm based on the modeling and prediction

GPS positioning precision will be improved 3 to 5 times.The tests on a fixed point have proved that the method is correct.This method is of practical value for vessel optimum control and especially for military users.