Abstract: Because the effect of federal Kalman filtering in SINS/GPS integrated navigation depends on the system model and the statistical properties of noises,and the computing is complex,a new federal H_∞ filtering is brought forward.The new formula of federal H_∞ filtering is defined,the adaptive assignment principle of fusion information is advanced and the algorithm is simplified.It is no need to know the statistical properties of noises in H_∞ filtering,so the new algorithm has strong robustness and improves the fault-tolerance capability of the system.The simulation result shows that the proposed method is better in stability and real-time characters.