Abstract: The paper is aiming at interference elimination of GPS signal, using the method of multistage wiener filter. Firstly, the covariance of the reduced rank data which passed the front part of multistage wiener filter is analyzed, which educe the optimized weight denoted by eigenvalue and eigenvector. The donation of optimized weight indicate that when the filter rank exceed it’s best, the higher rank eigenvalue and eigenvector infect a lot to the weight. Then it is proved by simulation that when the filter rank exceed it’s best, the SINR of output will drop. The effect of the filter rank over estimate can be diminished by introducing a diagonal constant and properly setting the constant，it is certified that a preferably output SINR can be obtained when setting the diagonal constant equals to white noise variance. The significance of diagonal loading to multistage wiener filter is certified through simulating the spacial-frequency response. At last, the anti-jam capability of multistage wiener filter realization based on diagonal loading simulated and certified.