Abstract: A robust extended Kalman filter(EKF) algorithm is proposed and applied to tightly coupled GNSS/INS integrated navigation system.The algorithm is constructed by adopting a 21-demensional state equation and the redundancy and predicted residuals are used to build equivalent Kalman gain matrix.The iterative scheme is suggested for solving the GNSS/INS robust EKF solution.A simulation platform of GNSS/INS tightly integrated navigation system was developed and used to test the ability of the algorithm to reject three kinds of gross errors(single-outlier,multi-outlier,slow growth error).The analysis indicates that the robust EKF algorithm can handle gross error by control the corresponding residual to reduce the influence of gross error on state parameter estimation.In the example,robust EKF algorithm can improve the precision of navigation solution from decimeter to centimeter or even millimeter and the reliability and precision are obviously improved.