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Phase-frequency characteristics of approximate sinusoidal geomagnetic signals can be used for projectile roll positioning and other high-precision trajectory correction applications. The sinusoidal geomagnetic signal deforms in the exposed and magnetically contaminated environment. In order to preciously recognize the roll information and effectively separate the noise component from the original geomagnetic sequence, based on the error source analysis, we propose a moving horizon based wavelet de-noising method for the dual-observed geomagnetic signal filtering where the captured rough roll frequency value provides reasonable wavelet decomposition and reconstruction level selection basis for sampled sequence; a moving horizon window guarantees real-time performance and non-cumulative calculation amount. The complete geomagnetic data in full ballistic range and three intercepted para-graphs are used for performance assessment. The positioning performance of the moving horizon wavelet de-noising method is compared with the band-pass filter. The results show that both noise reduction techniques improve the positioning accuracy while the wavelet de-noising method is always better than the band-pass filter. These results suggest that the proposed moving horizon based wavelet de-noising method of the dual-observed geomagnetic signal is more applicable for various launch conditions with better positioning performance.