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The applied problems of SINS/GPS integration navigation system existing in midcourse guidance of air-to-air missiles have been investigated recently. In comparison with those investigations existing in current publications, a new tightly coupled SINS/GPS integration navigation system for air-to-air missiles, based on the decorrelated pseudo-range approach, is presented in this paper. Because of high jamming and dynamic of air-to-air missiles, inertial velocity aiding GPS receiver is used to provide a more accurate, jam-resistant measurement for midcourse guidance systems. A tracking error estimator is designed to distinguish the correlation that existed between pseudo-range measurements and inertial information. It is found better to regard inertial velocity aiding errors as the noise of which statistical properties are unknown. So using mixed Kalman/minimax filtering theory, one can obtain the new tracking error estimator with simple and robust algorithm through constructing a composite filter consisting of two parts: Kalman filter for the noise of known statistics and minimax filter for the unknown. In order to ensure this simple estimator stability, a new method is proposed to choose its parameters, based on Khargonekars work. Moreover, it is demonstrated that the given method also ensures the proposed estimator optimality. All the work mentioned above is involved in the tightly coupled SINS/GPS integration midcourse system design in which a set of low-accuracy inertial components is shared by SINS and autopilot. Simulation results of a certain type of air-to-air missile are presented. Due to decorrelation by the tracking error estimator, only small white noise of pseudo-range measurements remains. So it is shown that application of the new midcourse guidance system results in better guidance accuracy, higher jam-resistance.