GNSS (Global Navigation Satellite Systems) are today the core of all new ITS applications and require increasing accuracy in particular in dense urban areas where complex localization scenarios become more and more frequent as the number of users evolves. In order to reduce inaccuracy caused by the obstacles around the receiver's antenna, a solution lies in developing new filtering algorithms. These algorithms will take into account both the variation of the noise distribution over time and the reception environment. This paper intends to be a synthesis of our investigations conducted both theoretically and experimentally since 2006. They have been performed by cooperation between Ecole Centrale of Lille and the INRETS-LEOST lab. Results show the achieved performances of each of the proposed algorithms.