The purpose of this paper is to present an in-flight initial alignment method for the guided projectiles, obtained after launching, and utilizing the characteristic of the inertial device of a strapdown inertial navigation system. This method uses an Elman neural network algorithm, optimized by genetic algorithm in the initial alignment calculation. The algorithm is discussed in details and applied to the initial alignment process of the proposed guided projectile. Simulation results show the advantages of the optimized Elman neural network algorithm for the initial alignment problem of the strapdown inertial navigation system. It can not only obtain the same high-precision alignment as the traditional Kalman filter but also improve the real-time performance of the system.