To Navigate the Autonomous Underwater Vehicle (AUV) accurately is one of the most important aspects in AUV's study. The paper presents the basic composition and integration method of the AUV's navigation system using Extended Kalman Filtering (EKF) technique. In the specified application, GPS receiver, Strapdown INS and Doppler Velocity Log (DVL) are mounted aboard on the test vessel. The 3-day experiment was carried out in Songhua Lake, nearby Harbin City. The test results show that the system is able to achieve high precision, which is one meter approximately, with GPS and DVL working properly. Without GPS augmentation, which is the usual configuration for AUV application, accurate positioning and navigating results are still available, provided that the DVL satisfies its working requirements. Under this situation, a 3-meter precision could be reached. Besides the theoretical and experimental analysis of the integrated navigation system, the alignment technique in swing base is also discussed in detail.