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In order to resolve the shortcoming of the traditional federal Kalman filtering, a new method is presented in which the fuzzy reasoning system is combined with the traditional Kalman technology. This method can modify the statistical characteristic of noises on real time. It can not only modify the local filter but also bring forward a bran-new information fusion arithmetic which is applied to central filter. A fuzzy reasoning system is built to obtain different weights of the all states estimate values that are based on the actual circumstance and fuse these values. Then the complicated calculation is avoided and precision is advanced. At last the new means is applied in the INS/GPS Integrated Navigation system and the result of computer simulation indicates that it is useful with high effectiveness and practical.
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