We address the issue of the observability and performance of three autonomous navigation schemes with different combinations of measurements for the terminal cruise phase of Mars exploration. First, the system dynamic model and navigation measurement models are established to facilitate subsequent design and analysis. Second, the detailed degree of observability analysis of three navigation schemes is conduced based on the observability analysis theory of the piece-wise constant system. Third, both extended Kalman filter and unscented Kalman filter are adopted to assess the performance of different navigation approaches. Finally, the performance of three navigation schemes with different measurements is comparatively studied by theoretical analysis and computer simulation. Meanwhile, the optimal integrated navigation scheme (Mars/Sun/one x-ray pulsar measurement) is suggested based on comprehensive consideration of scheme performance and engineering constraints.