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The standard Kalman filter and most of its enhancements are typically designed based on the criterion that minimizes the mean squared error, with little discussion of multiple criteria in the positioning and navigation fields. Therefore, a novel data fusion method that takes into account weighted multiple criteria is proposed in this paper, implementing a filtering algorithm based on integrated criteria with different weights determined by a weight adjustment factor. The proposed algorithm and conventional filtering algorithms were utilized for data fusion in GNSS/INS integration. Experiments were conducted using actual data collected from an urban environment. Comparative analysis revealed that, when utilizing the proposed algorithm, the precision of the position, velocity, and attitude of the tested land vehicle could be improved by approximately 24%, 48%, and 35%, respectively. Furthermore, a series of filtering algorithms with different weight adjustment factors was performed to test their influence on the filtering. The application of the proposed algorithm should be accompanied by an appropriate weight adjustment factor. [ABSTRACT FROM AUTHOR]