The Jet Propulsion Laboratory (JPL) is embarking on a series of exploration missions to Mars. Long-range rovers with several science instruments on board will traverse many kilometers on the surface. This paper describes some of the research underway at JPL as they pertain to navigation of these long-range rovers. A brief description is provided of the Sojourner rover which recently completed a short-range, near-lander Mars mission. A research rover called Rocky-7 under development at JPL implements a number of new technologies for long-range Mars traverses. The kinematic configuration of this vehicle is described as is tile sensor set. The paper then focuses on state estimation techniques used on-board Rocky-7. A brief review of rover-related state-estimation work is presented and an Extended Kalman Filter framework is introduced. This includes process models for translation, small-angle/quaternion based rotations, gyro bias and wheel contact as well as observation models for a gyro, sun-sensor, and accelerometer. A novel slip constraint technique is developed to allow incorporation into the filter of the highly non-linear kinematics resulting from the rover's rocker-bogey suspension mechanism and wheel-to-ground contact point variations. Simulation results are discussed to allow detailed comparisons with ground-truth data and experimental results from Rocky-7 are presented.