GPS and INS have complementary properties and they are therefore well suite
d for integration. The integrated solution offers better long term accuracy
than a stand-alone INS, and better integrity, availability and continuity
than a stand-alone GPS receiver, making it suitable for demanding applicati
ons. The integrated filter is nonlinear both in state and measurements, and
the extended Kalman-filter has been used with good results. But the extend
ed Kalman-filter has not been proven globally stable, and it is also comput
ationally intensive, especially within a direct integration architecture. I
n this work exponential stability of the origin of the combined attitude an
d velocity error systems is proven along with robust stability in the prese
nce of noise and unmodelled dynamics.