The quality of float solution deeply influences the performance of CDGPS because the theories being used in the integer ambiguity resolution method are derived under the assumption of AWGN. But in real world, the properties of noises are far from AWGN, especially when multipath are concerned. It results in the bias in float solution which affects the success rate of integer ambiguity and the precision of position in CDGPS. This paper designs an augmented Kalman filter using shaping filter and Kalman filter for the performance improvement of CDGPS on multipath. The experimental results with real measurements show that the correct integer ambiguity is always found while the success rates of WLSQ and ordinary Kalman filter are 5% and 18%, respectively. Eventually, the position accuracy is also improved by using the proposed algorithm.