In relation to navigation and mobile object control the fractal nature processes are revealed, that is errors of inertial sensors, in particular the goings of gyroscopes, trajectory movement of the mobile objects. Modeling of a mobile object stochastic trajectory based on fractal Wiener process taking into account Hurst exponent is offered. For numerical realization of this process, the wavelet-based de-composition is used. Features of trajectory parameter estimation by using Kalman filter and the synthetic algorithms are investigated. The illustrating examples are given.