The latest development of multi-robot collaborative systems has put forward higher requirements for multi-sensor fusion localization. Current position methods mainly focus on the fusion of the carrier’s own sensor information, and how to fully utilize the information of multiple robots to achieve high-precision positioning is a major challenge. However, due to the comprehensive impact of factors such as poor performance, variety, complex calculations, and accumulation of environmental errors used by commercial robots, the difficulty of high-precision collaborative positioning is further exacerbated. To address this challenge, we propose a low-cost and robust multi-sensor data fusion scheme for heterogeneous multi-robot collaborative navigation in indoor environments, which integrates data from inertial measurement units (IMUs), laser rangefinders, cameras, and so on, into heterogeneous multi-robot navigation. Based on Discrete Kalman Filter (DKF) and Extended Kalman Filter (EKF) principles, a three-step joint filtering model is used to improve the state estimation and the visual data are processed using the YOLO deep learning target detection algorithm before updating the integrated filter. The proposed integration is tested at multiple levels in an open indoor environment following various formation paths. The results show that the three-dimensional root mean square error (RMSE) of indoor cooperative localization is 11.3 mm, the maximum error is less than 21.4 mm, and the motion error in occluded environments is suppressed. The proposed fusion scheme is able to satisfy the localization accuracy requirements for efficient and coordinated motion of autonomous mobile robots.