The half-century historical review of the integration and the navigation information statistical processing methods is presented. The first navigation system integration works are outlined of 50-60 years of the XX century. They are based on the theory of the control system with the constant coefficients which are invariant to the object motion. The accuracy increase requirements are resulted in the statistical processing algorithms based on L. Zadeh J. Ragazzini V. Semenov methods. The greatest progress stemmed from the utilization of the recurrent optimal linear estimation (OLE) equations which are known as «the Kalman filter». The article gives the most known aviation and marine works and their authors. Specially the works are marked with the model error sensitivity estimation, adaptation and employment at the complicated hierarchy and federative navigation systems.
The works of R. Stratonovich, V. Tichonov, M. Yarlykov and other results are carried out in the field of Marcov optimal nonlinear estimation (MONE). They allow the algorithms synthesis with the principle nonlinearity and introduced the wide employment of the Marcov optimal nonlinear estimation methods for the navigation information and signal processing. The MONE methods permit to receive the optimal or suboptimal demodulators, discriminators and other navigation radio equipment. They are applied for the inertial navigation system information and Doppler, altimeter, satellite GLONASS/GPS and other radionavigation systems signal processing.
The article presents many OLE equations aviation, marine and other realization examples. The 46 source bibliography contains the most important articles and monographs about the OLE and MONE applications in navigation systems. The future works directions are formulated.