The synthesis problem of filtering algorithms with discord warning is solved on the basis of the Markov theory of random process estimation for a given function of losses in the complex form. The algorithms allow to provide a given authenticity level of radio navigation systems along with high accuracy. Application of the synthesized algorithms is considered in the case of joint information processing of a satellite radio navigation system and a pulse-phase radio engineering system of distant navigation. The Markov theory of optimal random process estimation allow to defect also anomalous operation regimes of some channels of user equipment to make a decision about structure reconfiguration of equipment for users for increase of radio navigation system authenticity.