The fusion of multi-sensor data can provide more accurate and reliable navigation performance than single-sensor methods. However, the general Federated Kalman Filter (FKF) is not suitable for large changes of complex nonlinear systems parameters and is not optimized for effective information sharing coefficients to estimate navigation preferences. This study concerns research on the FKF method for a nonlinear adaptive model based on an improved Genetic Algorithm (GA) for the Strapdown Inertial Navigation System (SINS) / Celestial Navigation System (CNS) / Global Positioning System (GPS) integrated multi-sensor navigation system. An improved fitness function avoids the premature convergence problem of a general GA and decimal coding improves its performance. The improved GA is used to build the adaptive FKF model and to select the optimized information sharing coefficients of the FKF. An Unscented Kalman Filter (UKF) is used to deal with the nonlinearity of integrated navigation system. Finally, a solution and implementation of the system is proposed and verified experimentally.