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.