Aimed at improving upon the disadvantages of the single centralized Kalman filter for integrated navigation, including its fragile robustness and low solution accuracy, a nonlinear double model based on the improved decentralized federated extended Kalman filter (EKF) for integrated navigation is proposed. The multisensor error model is established and simplified in this paper according to the near-ground short distance navigation applications of small unmanned aerial vehicles (UAVs). In order to overcome the centralized Kalman filter that is used in the linear Gaussian system, the improved federated EKF is designed for multisensor-integrated navigation. Subsequently, because of the navigation requirements of UAVs, especially for the attitude solution accuracy, this paper presents a nonlinear double model that consists of the nonlinear attitude heading reference system (AHRS) model and nonlinear strapdown inertial navigation system (SINS)/GPS-integrated navigation model. Moreover, the common state parameters of the nonlinear double model are optimized by the federated filter to obtain a better attitude. The proposed algorithm is compared with multisensor complementary filtering (MSCF) and multisensor EKF (MSEKF) using collected flight sensors data. The simulation and experimental tests demonstrate that the proposed algorithm has a good robustness and state estimation solution accuracy.