An innovative integrated navigation scheme based on MCAV/Radio measurement information during Mars powered descent phase, and a robust desensitized central difference Kalman filter (DCDKF) for systems with uncertain parameters or biases are proposed to improve the navigation descent accuracy. Based on the altitude and velocity information of the Miniature Coherent Altimeter and Velocimeter (MCAV), the radio-range information is added into the integrated navigation system to correct the horizontal position error of the vehicle during the Mars powered descent phase. Based the central difference transform, the sensitivity propagation of the state estimate errors in the DCDKF is described, and a designed desensitized cost function is minimized to obtain the gain matrix of the DCDKF. The performances of the innovative navigation scheme and the proposed DCDKF are all demonstrated by two Monte Carlo simulations with the Inertial Measurement Unit biases during the Mars power descent phase.