This report can mainly be divided into two parts namely, the integration of GPS and inertial navigation system (INS) and supported navigation in urban environments. GPS and INS have complementary properties and therefore integration of the two results in enhanced performance as well as increased robustness against satellite outage in e.g. urban canyons or due to intentional jamming. In the first part of the report three methods of centralized integration are derived and compared: 1. single receiver, 2. dual-frequency receiver and 3. differential GPS. The centralized integration uses a tightly coupled extended Kalman estimator where the GPS pseudoranges are combined with the pseudoranges as calculated by the INS and then used as observations. By comparing the centralized and decentralized integration in simulations the centralized integration has been concluded to be more robust in case of partial satellite outage. The centralized filter has been tested on a high and a low dynamic flight path with and without atmospheric disturbance using an IMU with Litton LN- 200 performance. Experiments have been conducted to validate the tightly coupled navigation filter, mainly resulting in a more detailed GPS error model. In the second part supported navigation of multiple vehicles in urban environments is investigated for two vehicles each using a tightly coupled GPS/INS navigation filter and observations of relative distances.