The strap-down inertial navigation system (SINS) is a commonly used sensor for autonomous underground navigation, which can be used for shearer positioning under a coal mine. During the process of initial alignment, inaccurate or time-varying noise covariance matrices will significantly degrade the accuracy of the initial alignment of the shearer. To overcome the performance degradation of the existing initial alignment algorithm under complex underground environment, a novel adaptive filtering algorithm is proposed by the integration of the strong tracking Kalman filter and the sequential filter for the initial alignment of the shearer with complex underground environment. Compared with the traditional multiple fading factor strong tracking Kalman filter (MSTKF) method, the proposed MSTSKF algorithm integrates the advantage of strong tracking Kalman filter and sequential filter, and multiple fading factor and forgetting factor for east and north velocity measurement are designed in the algorithm, respectively, which can effectively weaken the coupling relationship between the different states and increase strong robustness against process uncertainties. The simulation and experiment results show that the proposed MSTSKF method has better initial alignment accuracy and robustness than existing strong tracking Kalman filter algorithm.