The problem of optimal linear estimation of functional depending on the unknown values of periodically correlated stochastic process from observations of this process for is considered. Formulas that determine the least favorable processes and the minimax estimation for functional are proposed for the given class of admissible processes.

翻译：本文研究了基于周期相关随机过程观测值对该过程未知值函数进行最优线性估计的问题。针对给定的容许过程类，提出了确定最不利过程及函数最小极大估计的公式。