Since directional system is sensitive to random interference, gust or libration by people walk, for example, the anti-interference approach based on the recursive weighted least squares was proposed. The approach takes inertial unit output as observation variable, and effectiveness and precision of the data were identified in real-time. According to the result, the arithmetic makes use of the data with weighted coefficient. The approach boosts filter precision of the inertial units under random sway disturbance. The test results show that the algorithm is efficiency for north-seeking equipment The algorithm can ensure that the north-seeking accuracy of directional equipment at level 5 gust of wind, engine and vehicle power generating interference conditions.