In this paper, the wavelet denoising techniques using thresholding method are applied to the low cost micro electromechanical system (MEMS)-global positioning system(GPS) integrated system. This was done to improve the navigation performance. The low cost MEMS signals can be distorted with conventional pre-filtering method such as low-pass filtering method. However, wavelet denoising techniques using thresholding method do not distort the rapidly-changing signals. They can reduce the signal noise. This paper verified the improvement of the navigation performance compared to the conventional pre-filtering by simulation and experiment.