The invention relates to high integrity MIMU / GPS / micro magnetic compass / pressure altitude gage integrated navigation system. It is made up MIMU subsystem, GPS subsystem, micro magnetic compass subsystem, pressure altitude gage subsystem, and integrated navigation computer used to process subsystem output data and inosculate information to output carrier position, speed, and attitude information. The four subsystems adopt hard ware integrative high grade integration technique. The navigation computer adopts three embedding type microprocessor and has the feature of redundancy multiplexing. The GPS, micro magnetic compass, pressure altitude gage use one microprocessor together to process their algorithm. Navigation algorithm is made up of strap down inertial navigation algorithm, multi velocity model combined filtering algorithm. The invention has the advantages of small volume, low cost, high reliability, fast response speed and high precision. Thus it can be used in micro-miniature flyer precise navigation.