A method for evaluating the quality of the filter algorithm for integrated navigation based on the projecting pursuit theory is proposed, which fuses multiple capability indexes, so as to overcome the disadvantage of only using a single capability index in evaluating the quality of the filter algorithm.Firstly, the capability indexes such as precision, real-time performance, stability and reliability of the filter algorithm are defined.Then, the quality evaluating model of the filter algorithm based on projecting pursuit is established, the optimal projection direction is solved by using the genetic algorithm, and then the comprehensive evaluating index is given.Finally, simulation tests are carried out, in which the adaptive filter is compared with the general Kalman filter, and the results indicate that the proposed method is valid in evaluating the quality of the filter algorithm.