•MEMS-INS, GPS and polarization compass are integrated together for navigation.•A multi-rate algorithm is proposed to solve the problem caused by different sampling frequencies.•Singular value decomposition is used to improve the numerical stability of the algorithm. The microelectromechanical system-inertial navigation system (MEMS-INS) is one of the most widely used sensor systems in navigation but must be used with other sensors because of its error accumulation characteristics. The information fusion method for integrated navigation systems based on filtering technology is thus very important. This paper introduces a new adaptive Kalman filter for nonlinear integrated systems. An improved multi-rate strong tracking square-root cubature Kalman filter (MR-STSCKF) for a MEMS-INS/Global Positioning System (GPS)/polarization compass integrated navigation system is proposed. The proposed filter is used to estimate the system covariance adaptively. The proposed approach can overcome the problem of the inconsistency between the sampling frequencies of different sensors while maintaining the high precision of the integrated navigation results. Experimental results demonstrate that the proposed MR-STSCKF algorithm is effective in improving the accuracy of the MEMS-INS/GPS/polarization compass integrated navigation system with a high sampling frequency.