Задача інтерполяції для періодично корельованого процесу із пропущеними значеннями

The problem of the optimal linear estimation of a linear functional depending on the unknown values of periodically correlated stochastic process from observations of the process with additive noise with missing observations is considered. Formulas for calculating the mean square error and the spectral characteristic of the optimal linear estimate of the functional are proposed in the case where spectral densities are exactly known. Formulas that determine the least favorable spectral densities and the minimax spectral characteristics are proposed in the case of spectral uncertainty, where the spectral densities are not exactly known while some classes of admissible spectral densities are specified.