Expensive vodka is water and alcohol. Bargain brands of vodka are made with inexpensive ingredients and have impurities in that causes the vodka to have a questionable taste. The taste can be improved using a Brita carbon activated filter to remove the impurities. The vodka not be good enough to drink "neat", but it will improve the flavor of cocktails prepared with it.
Place a new filter into your Brita pitcher. This filter will not be used for anything other than vodka.
Pour the bargain-brand vodka into the filter, allowing it to pass into the pitcher. Continue to fill the filter as it drains until the bottle of vodka is empty.
Repeat step 2 at least 5 times or until you are happy with the taste of the vodka.
Pour the vodka back into the bottle using the funnel.
Remove the filter from the pitcher and replace with the filter that will be used for water. Keep the vodka filter in a baggie labeled "vodka" so it won't be accidentally used for water.