A system and method for compensating for faulty satellite navigation measurements. A plurality of measurements in a system is received for a measurement epoch. A Kalman filter is used to calculate a state of the system for the measurement epoch based on the plurality of measurements, wherein the state of the system for the measurement epoch is calculated using a first closed-form update equation. A faulty measurement is detected in the plurality of measurements for the measurement epoch and a revised state of the system for the measurement epoch that compensates for the faulty measurement is calculated, using the calculated state of the system for the measurement epoch as an input to the revised state calculation, and using a revised closed-form update equation comprising the first closed-form update equation modified with respect to the faulty measurement.