I didn't write it, but I have come across quite a good GPS/INS integration video tutorial for those that want the nuts and bolts of how it's done.
You'll need some maths proficiency (Matrix, Vectors and Derivatives) to understand the tutorial, or you may struggle as it does somewhat go into the maths involved.
* Inertial Navigation and how it works
* What a Kalman Filter it and how it works
* How GPS and INS complement each other
* GPS/INS integration architectures.
* Case studies on various implementations.
The bad news: you'll have to register to view it, and I don't know how long it'll be online. Until then, enjoy!
If you have questions, put a time reference of the video in the question and I might (maybe!) be able to answer it.
Note: If you want an introduction to inertial sensors (accelerometers, gyros), try this tutorial:
If you want a gentle introduction to the Kalman filter, try this tutorial: