Relationship between time-invariant and time-variant filtering algorithms for a class of problems of navigation data processing

The method of local approximation (MLA) of power spectral densities, which is widely used for solving Wiener filtering problems in navigation data processing, is considered. The relationship between a class of problems and the corresponding time-invariant algorithms derived by the MLA with a class of Kalman filtering problems and the corresponding algorithms is revealed and discussed. An illustrative example is given; the practical significance of the results obtained is discussed.