An integrated multi-sensor vehicle navigation system is presented that uses a low-cost rate gyro and differential odometry to supplement GPS under signal masking conditions such as tree foliage and urban canyons. Signal masking is often accompanied by extreme multi-path in urban centres with tall buildings, and is also found in wooded areas, enclosed car parks, tunnels, etc. The purpose of the system tested is to provide an accuracy of better than 20 metres almost 100% of the time throughout these interruptions, which are assumed to last up to a few minutes. The equipment used is discussed in detail, as is the method used for filtering measurements. Results are presented from tests carried out in an urban core with relatively long periods of signal loss – up to several minutes over a 6-km test circuit. Tests in urban canyons demonstrate that it is difficult to reach the above specifications with aiding from differential odometry alone due to the high precision of the wheel-scale factor required. However, with the use of a rate gyro and odometry, RMS errors are below 20 metres while availability is nearly 100%. Some of the large deviations could probably be better controlled if GPS multi-path errors were detected before they are allowed to corrupt the filtered solution.