标题： 关于周期相关随机过程的最小最大估计问题 显示英文标题

标题： On Minimax Estimation Problems for Periodically Correlated Stochastic Processes

摘要： 本文的目的是概述线性泛函的均方最优估计问题，这些线性泛函依赖于周期相关随机过程的未知值。 估计基于对该过程和噪声的观测。 在谱确定性和谱不确定性条件下研究这些问题。 提出了计算线性泛函最优线性估计的主要特征（谱特性，均方误差）的公式。 对于给定的允许谱密度集合，给出了最不利的谱密度和最优估计的泛函的最小最大鲁棒谱特性。 显示英文摘要

摘要： 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.