In this paper, we investigate a covariance matrix reconstruction approach (CMRA) for direction-of-arrival (DOA) estimation in correlated/coherent sources scenario. We incorporate a spatial filtering (SF) model into our recently developed method CMRA in order to enhance its adaptation ability. In particular, a sliding window scheme is proposed to estimate the number of sources, and an iterative procedure is provided to estimate the DOAs of the signals. Since the original CMRA provides inaccurate estimate of the noise power which is undesirable during iterations, a new update rule for the noise power is proposed. Moreover, we derive a fast implementation of the SF-CMRA to accelerate the DOA estimation in each iteration. The proposed methods are suitable for both uniform and sparse linear arrays and are able to provide accurate estimates of DOAs, signal powers, and noise power. We also show that the proposed algorithmic framework can be easily extended to other gridless DOA estimation methods for accuracy improvement. Simulation results are provided to illustrate the superiority of our proposed methods.