The paper presents a new method for improving the accuracy of an integrated navigation system in terms of coordinate and velocity when there is no signal received from the global navigation satellite system. We used artificial neural networks to simulate the error occurring in an integrated navigation system in the absence of the satellite navigation system signal. We propose a method for selecting the inputs for the artificial neural networks based on the mutual information (MI) criterion and lag-space estimation. The artificial neural network employed is a non-linear autoregressive neural network with external inputs. We estimated the efficiency of using our method to solve the problem of compensating for the error in an integrated navigation system in the absence of the satellite navigation system signal
