The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic process. Estimates are based on observations of this process and noise. These problems are investigated under conditions of spectral certainty and spectral uncertainty. Formulas for calculating the main characteristics (spectral characteristic, mean square error) of the optimal linear estimates of the functionals are proposed. The least favorable spectral densities and the minimax-robust spectral characteristics of optimal estimates of the functionals are presented for given sets of admissible spectral densities.

翻译：本文旨在综述周期相关随机过程未知值线性泛函的均方最优估计问题。估计基于该过程及噪声的观测值。该问题在谱确定性与谱不确定性条件下进行研究。文中提出了计算泛函最优线性估计主要特征量（谱特征、均方误差）的公式。针对给定的容许谱密度集合，给出了泛函最优估计的最不利谱密度及极小极大稳健谱特征。