Add ‘the’ before ‘Rajasthan’. Before the names of rivers, canals, seas, oceans, bays, gulfs, groups of islands, etc. ‘the’ should be used.
The correct sentence should be: 
The Rajasthan Canal will be the longest canal in India.
Some important uses of ‘The’
The is used before -- Names of the scriptures -
 
 The Gita is a holy book.
 
 
- The names of famous buildings -
 
 The Taj is one of the best buildings in India.
 
 
- The names of nationals, sects and communities -
 
 The English defeated the Germans.
 
 The rich should help the poor.
 
 The Hindus still believe in the caste system.
 
 
- Famous historical events -
 
 The Green Revolution changed the face of India.
 
 
Direction and Names of Unique things -
The sun rises in the east.
The sun and the moon are lamps of heavens.