Based on the analysis of celestial positioning algorithm, a multi-circles intersection celestial positioning algorithm is developed. The algorithm can make full use of navigation stars and produce position error covariance matrix simultaneously. According to the nonlinear characteristics of the position error, a self-adaptive SINS/CNS intergrated navigation system using H∞ filter is designed, which can adapt to the measurement using position error covariance matrix. The simulation results show that celestial positioning model is accurate, and the SINS/CNS integrated system has high precision and steady position error.