The problem of optimal estimation of the linear functionals which depend on the unknown values of a periodically correlated stochastic sequence ${\zeta}(j)$ from observations of the sequence ${\zeta}(j)+{\theta}(j)$ at points $j\in\{\dots,-n,\dots,-2,-1,0\}\setminus S$, $S=\bigcup _{l=1}^{s-1}\{-M_l\cdot T+1,\dots,-M_{l-1}\cdot T-N_{l}\cdot T\}$, is considered, where ${\theta}(j)$ is an uncorrelated with ${\zeta}(j)$ periodically correlated stochastic sequence. Formulas for calculation the mean square error and the spectral characteristic of the optimal estimate of the functional $A\zeta$ are proposed in the case where spectral densities of the sequences are exactly known. Formulas that determine the least favorable spectral densities and the minimax-robust spectral characteristics of the optimal estimates of functionals are proposed in the case of spectral uncertainty, where the spectral densities are not exactly known while some sets of admissible spectral densities are specified.

翻译：线性功能的最佳估计问题取决于定期相关随机序列的未知值 $@zeta} (j) {theta} (j) $与 $zeta} (j) $不相干不相干 美元与$zeta} (j) 美元定期相关 相热序列 美元定期相关 美元 定期相关 相热序列 计算平均平方差的公式 计算平均方差值的公式 和对函数 $A\zeta$ 的最佳估计的光谱特性 在精确了解该序列的光谱密度的案例中, 用于确定最不受欢迎的光谱密度和最小的光谱光谱光谱度的公式 。 在已知的轨道光谱光谱光谱谱度的精确度是某些可接受性特征的情况下, 也提议计算平均差差值和最优估测值的光谱特性 。