Integrated navigation method and system

The invention discloses an integrated navigation method and an integrated navigation system. The method comprises the following steps: acquiring and storing integrated navigation positioning data of the integrated navigation system in the latest specific duration; calculating a current integrated navigation positioning error, and judging whether the error is greater than a threshold; if the positioning error is greater than the threshold value, constructing an initial inertial navigation process noise covariance matrix, and performing reinforcement learning-based adaptive estimation on the process noise covariance matrix to obtain optimal estimation of the process noise covariance matrix; and optimizing the relative weight of the predicted value and the measured value, and outputting an adjusted integrated navigation result. According to the invention, a personalized integrated navigation scheme can be provided for single specific inertial navigation equipment, and dependence on prioriknowledge is avoided; th