Motivated by the complementary features of the IIR-type filter and the FIR-type filter, this paper proposes a robust IIR/FIR fusion filter and an INS/GPS integrated system designed with the fusion filter. In the fusion filter, an IIR-type filter (SPKF) and a FIR-type filter (MRHKF filter) are processed independently, and then the two filters are merged using the mixing probability calculated using the residuals and residual covariance information of the two filters. The merits of the SPKF and the MRHKF filter are integrated and the demerits of the filters are diminished through the filter fusion. Consequently, the proposed fusion filter shows robustness against model uncertainty, temporary disturbing noise, large initial estimation error, etc. The stability of the fusion filter is verified by showing the closeness of two filters in the mixing/redistribution process and the upper bound of the error covariance matrices. This fusion filter is applied to an INS/GPS integrated system. The performance of the INS/GPS integrated system designed using the fusion filter is verified through a simulation under various error environments and is experimentally confirmed. (C) 2008 Elsevier Ltd. All rights reserved.