DEVELOPMENT AND TESTING OF NAVIGATION ALGORITHMS Cecilia Liljeberg Matematisk Statistik, Lunds Universitet When traveling under water, a submarine has access to measurements of position, speed, etc from different measurement systems. The problem is that these measurements are not as accurate as one would wish. Therefore, the submarine is forced to go up to the surface to get a GPS reading every once in a while, to get back on track. It is desirable to spend as little time as possible at the surface, since it involves a risk of detection, and that is what this Master Thesis is about. The passive measurement systems, inertial navigation system, gyro compass, passive log and depth gauge, are in use all the time and the active ones, GPS and active log, only when necessary. The aim is to increase the precision of the measurements, which is done in two steps. The first step is to use all available measurements together. This is done using a Kalman filter to cofilter the data. The second step is to use good models for the ship and the measurement systems. In this thesis the David W. Taylor standard submarine equations of motion are used as ship model. This means, among other things, that the motion in all three dimensions is considered. The results from the different simulations are very good, for a while. After some time, however, the results explode. It seems there is some kind of instability, that leads to growth of the estimates. This problem has however not been solved in this thesis.