Abstract: Applications of the particle filter(PF) and Rao-Blackwellised particle filter(RBPF) to AUV(autonomous underwater vehicle) integrated navigation are discussed.The specific mathematical model for implementation of the integrated navigation method on AUV is presented.And those methods are compared with the extended Kalman filter(EKF).The results of AUV navigation experiment at Qiandao Lake show that the method based on RBPF can provide the best navigation performance.However,algorithm analysis shows that this method requires more computational effort compared with the other two filter algorithms.