I. Introduction
Navigation is the process of continuously monitoring and controlling the trajectory of vehicle. Autonomous navigation has garnered a lot of interest in recent years. Land vehicle navigation has been implemented by using various measurement systems like, Global Positioning system (GPS), Inertial Navigation system (INS), Radio navigation system and Vision based navigation. However, the need for accuracy, integrity and robustness has led to integration of these systems to achieve better results. This paper deals with the integration of INS with GPS to predict the states (position, velocity) of a land vehicle. The integration is carried out by an Extended Kalman filter where the readings from the Inertial sensors are used in the Predict stage while the GPS readings are used in the Update stage of the filter.