In order to improve the status quo of inaccurate positioning of high-speed trains during running, this study adopts global navigation satellite system and inertial navigation system to construct GNSS/INS tightly coupled precise positioning system. The equivalent weight principle is proposed to replace the noise covariance in the UKF, so that the Filter gain can be adjusted in the process of information fusion, the influence of observation coarse error can be reduced, and the robustness of UKF Algorithm can be improved. Based on the improved UKF algorithm, this study uses map matching algorithm to reprocess the location data after filter processing, and carries on the simulation comparison. The results show that AVE and RMSE values of the position velocity error curves simulated by the improved UKF algorithm and the standard UKF algorithm are reduced by more than 20%. And the positioning accuracy is higher after the map matching algorithm processing, indicating that this study can improve the positioning accuracy and stability of high-speed trains.