This book is intended for people who need to combine Global Navigation Satellite Systems (GNSS), Inertial Navigation Systems (INS), and Kalman filters. The objective is to give our readers a working familiarity with both the theoretical and practical aspects of these subjects. The accompanying CD-ROM contains MATLABTM m-files to demonstrate the workings of the Kalman filter algorithms with GNSS and INS data sets, so that the reader can better discover how the Kalman filter works by observing it in action with GNSS and INS.