GNSS signal processing method and apparatus

A method of processing a set of GNSS signal data received from a plurality of satellites at a plurality of reference stations, comprising: a. For each reference station, apply a station geometry filter to the GNSS signal data to estimate values for local states representing parameters unique to that reference station and for common states representing parameters common to all reference stations, providing values for the ones common states and their covariance to a master filter, and preparing updated estimates for the local states when updated values for the common states are provided by a master filter, and b. Applying a master filter to the common state values and their covariances for estimating updated common state values, and providing the updated values to the station geometry filters.