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When the misalignment angle is a large angle in the strapdown inertial navigation system (SINS), it is necessary to establish a nonlinear error model to estimate the error. Hence, an improved initial alignment method based on adaptive robust CKF algorithm is proposed in this paper. Firstly, based on the analysis results, SINS/GPS nonlinear error model is established. Secondly, in the view of observation gross errors and inaccurate noise statistical characteristics, adaptive robust CKF algorithm is designed. Finally, according to simulation analysis and experiment, adaptive robust CKF algorithm can augment the stability, improve filter estimation accuracy and convergence rate, which significantly improves the initial alignment ability of strapdown inertial navigation system at large azimuth misalignment angle.