Abstract: The outliers in the observation values make the estimation of <em<H∞</em< filtering inaccurate. A new algorithm for outliers restraining is brought forward. Chebyshevs inequality is used to detect outliers, and the method based on information pervasion theorem is used to correct the single outlier or series outliers. The simulation of SINS/GPS integrated navigation for the long-distance missile showed that the new algorithms can detect outliers effectively and ensure the precision of filtering exactly, and the improved algorithm performal well.