In autonomous applications for mobility and transport, a high-rate and highly accurate vehicle states estimation is achieved by fusing measurements of global navigation satellite systems and inertial sensors. Since this kind of state estimation suffers from poor parameterization, environment disturbances, or even software and hardware failures, this paper introduces a novel scheme of multi-sensor navigation system involving extended H$_infty$ filter for robustness enhancement of the navigation solution and zonotope for protection level generation in combination with vehicle dynamic-model-aided fault detection of the inertial sensor for reliable integrity monitoring. The innovative scheme, applying extended H$_infty$ filter and zonotope, is shown as part of a tightly-coupled navigation system. Further, the consideration of redundant information, e.g., vehicle dynamic model, for fault detection purpose has long been investigated and is systematically described and discussed using interval analysis theory in current publication. The robustness of the designed approach is validated with real-world data in post-processing: decimeter positioning accuracy is maintained, while the solution of conventional extended Kalman filter diverges from ground truth; the difference is also significant under inertial sensor faults. A real-time implementation of the designed approach is promising and aimed in the future work.