The present invention relates to processing information generated by GNSS receivers received signals such as GPS, GLONASS, etc. GNSS receivers can determine their position in space. The receivers are capable of determining both coordinates and velocity of their spatial movement. When a receiver is used in any machine control systems, velocity vector heading (in other words, velocity vector orientation) should be determined along with velocity vector's absolute value. Angle, determining velocity vector orientation, is calculated based on velocity vector projections which are computed in navigation receivers. The accuracy of velocity vector orientation calculated based on velocity vector projections strongly enough depends on velocity vector's absolute value. To enhance the accuracy, a method of smoothing primary estimates of velocity vector orientation angles using a modified Kalman filter has been proposed. The bandwidth of this filter is varied depending on current estimates of velocity vector's absolute value which were calculated based on the same velocity vector projections.