It is a reasonable question. Why would we want to go through the time and effort to integrate two different navigation systems? The simple answer is that we integrate multiple systems when no one system by itself will satisfy all the necessary requirements. More generally, we integrate multiple systems in order to construct a super-system that in some way outperforms any of the individual systems.We are going to be spending a lot of time developing the framework behind the Kalman filter and ultimately driving toward the goal of developing an architecture that will enable us to integrate multiple navigation systems into a single integrated unit. We will start off by looking at navigation system integration and consider some key issues along with goals and requirements. We will investigate subsystem characteristics and will look at some challenges to integration.Navigation engineers must be cognizant of the fact that their product is a component within a larger system. This larger system is typically a vehicle (specifically, a land, air, sea, or space vehicle). As I have told many students throughout my years of teaching: an inertial navigation system will not transport me from New York to Chicago. It will tell me where I am. It will tell me how fast I am going. It will tell me the current attitude of my vehicle and how fast it is turning. However, it will not answer the most basic navigation question that all drivers, pilots, and captains must answer in order to get where they want to go: Which way to steer?The position, velocity, and attitude information determined by the navigation system, in virtually every case, is handed off to another system. Frequently it is either a flight management system or a flight control system or some kind of display for the pilot (or driver or captain...). It is also possible that it may be pointing a sensor or a weapon or providing the position and velocity needed to process synthetic aperture radar images. In any case, the navigation system needs to provide its information in a form and with a quality that satisfies the needs of the downstream user or system.