In the actual process of navigation, signal interference and inaccurate tracking model can cause inaccurate positioning of navigation. Various filtering algorithms are needed to filter out the interference and improve precision. First of all, this paper elaborates and compares Kalman filtering algorithms and H∞ filtering algorithm, which are both applied in filtering GNSS navigation data. After that, some datas are selected from the vehicle navigation data as the source datas. In the meantime, depend on the ideal model, factors are added into it in consideration of practical application. As a result, the mathematical models for Kalman and H∞ are established. According to the filter algorithm and the mathematic model, simulation programs and their flow charts of Kalman filtering algorithm and H∞ filtering algorithm are all accomplished. Finally, it shows the results of simulation and analyses the problems appeared.