To solve the self-alignment problem of the Strapdown Inertial Navigation System (SINS), a novel adaptive filter based on Complementary Ensemble Empirical Mode Decomposition (CEEMD) is proposed. The Gravitational Apparent Motion (GAM) is used in the coarse alignment, and the problem of obtaining the attitude matrix between the body frame and the navigation frame is attributed to obtaining the matrix between the initial body frame and the current navigation frame using two gravitational apparent motion vectors at different moments. However, the accuracy and time of this alignment method always suffer from the measurement noise of sensors. Thus, a novel adaptive filter based on CEEMD using an l 2 -norm to calculate the similarity measure between the Probability Density Function (PDF) of each Intrinsic Mode Function (IMF) and the original signal is proposed to denoise the measurements of the accelerometer. Furthermore, the advantage of this filter is verified by comparing with other conventional denoising methods, such as PDF-based EMD (EMD-PDF) and the Finite Impulse Response (FIR) digital low-pass filter method. The results of the simulation and experiments indicate that the proposed method performs better than the conventional methods in both alignment time and alignment accuracy