The article presents a new rnethodology concerning the GPS signals
Processing and shows the signál pre-processing the influence on the quality of the prediction error. The next paraineter, which qualified the model quality, is exponential forgetting. For slowly tinie dependent models the exponential forgetting is approximately 0.98 - 0.99. The lower forgetting value points out the time varying model which is not usable for our modelling application. At the end of the article we achieved model for GPS signals with the appropriate prediction errors and with adequate exponential forgetting. AU theoretical results are practically applied on reál GPS signals and the achieved accuracy is much better according to the raw measured data.