A multi-machine-learning improved adaptive Kalman filtering method is proposed to address the problem of handling abnormal data encountered in the vehicle state estimation. Firstly, the unscented Kalman filter (UKF) algorithm is improved by introducing a BP neural network improved by the genetic algorithm (GA-BPNN) to regulate and correct the global error of the UKF method. Then, the anti-outlier technique is applied to fully eliminate isolated and speckled outliers in the measurement, achieving further improvement on GA-BPNN-UKF and significantly improving the robustness of the filtering process. Finally, a simulation is applied to verify the effectiveness of the proposed new algorithm, and then its results are analyzed to obtain a firm substantiation of its effectiveness for further practical applications. The simulation results indicate that the estimation performance of the GA-BPNN algorithm is significantly better than that of Extended Kalman filter (EKF) method.