The fusion of the GPS (Global Positioning System) and DR (Dead Reckoning) is widely used for position and latitude estimation of vehicles such as a mobile robot, aerial vehicle and marine vehicle. Among the many types of aerial vehicles, grater focus is given on the quad-rotor and accuracy of the position information is becoming more important. In order to exactly estimate the position information, we propose the fusion method of GPS and Gyroscope sensor using the DEKF (Dual Extended Kalman Filter). The DEKF has an advantage of simultaneously estimating state value and a parameter of dynamical system. It can also be used even if state value is not available. In order to analyze the performance of DEKF, the computer simulation for estimating the position, the velocity and the angle in a circle trajectory of quad-rotor was done. As it can be seen from the simulation results using own proposed DEKF instead of EKF on own fusion method in the navigation of a quad-rotor gave better performance values.