Golichenko I. Estimates of functionals from periodically correlated processes

The work is devoted to investigation of problems of mean square optimal estimation of unknown values of periodically correlated sequences and processes. These problems are considered under conditions of spectral certainty and spectral uncertainty. Formulas for calculating the spectral characteristics and mean square errors of the optimal linear estimates of functionals are proposed in the case of spectral certainty where spectral densities are exactly known. Minimax extrapolation, interpolation and filtering problems are formulated and solved in the case of spectral uncertainty.