The invention relates to an autonomous integrated navigation system which belongs to the technical field of navigation systems. The SINS (Strapdown Inertial Navigation System)/SAR (Synthetic Aperture Radar)/CNS (Celestial Navigation System) integrated navigation system takes SINS as a main navigation system and SAR and CNS as aided navigation systems and is established by the following steps: firstly, designing SINS/SAR and SINS/CNS navigation sub-filters, calculating to obtain two groups of local optimal estimation values and local optimal error covariance matrixes of the integrated navigation system state, then transmitting the two groups of local optimal estimation values into a main filter by a federal filter technology for fusion to obtain an overall optimal estimation value and an overall optimal error covariance matrix, and finally, performing real-time correction on the error according to the overall optimal estimation value so as to obtain an optimal estimation fusion algorithm of the SINS/SAR/CNS integrated navigation system. The autonomous integrated navigation system, disclosed by the invention, is less in calculation amount and high in reliability, is applicable to aircrafts in near space, aircrafts flying back and forth in the aerospace, aircrafts for carrying ballistic missiles, orbit spacecrafts and the like, and has wide application prospect.