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In view of the large measurement error of the Miniature Inertial Measurement Units (MIMU), especially the large error of the gyroscope that can’t distinguish the self rotation speed of the earth, which cause the failure of self-alignment with only the MIMU. Therefore, the GPS and magnetometer are used to assist the MIMU in the process of alignment. When the carrier is in a static state, the accelerometer only outputs the gravity acceleration information, which can provide the observation information of the horizontal attitude angle. The direction angle observation is obtained by the output fusion solution of the accelerometer and magnetometer. And four cascaded Kalman filters are constructed to estimate the attitude angle, heading angle, gyroscope error, misalignment angle and accelerometer bias, respectively. The estimated attitude angle is converted into an attitude matrix waiting to be corrected, the attitude matrix is further modified by using the estimated misalignment angle, where completing the aim of initial alignment.