Because navigation system of underwater vehicle is expensive and the accuracy of underwater positioning is not high, this article designed a kind of low-cost integrated navigation system based on the magnetic compass, DVL and global satellite positioning system. Using piecewise linear interpolation compensation method and Compensation method of the speed of sound. The magnetic compass and DVL is calibrated and compensated, the accuracy of single navigation equipment is improved. Finally, according to the data fusion of Kalman filter, the accuracy of the entire navigation system is improved and the precise navigation of underwater vehicle is achieved.