  The problem of optimal estimation of linear functionals constructed from the
unobserved values of a stochastic sequence with periodically stationary
increments based on observations of the sequence with stationary noise is
considered. For sequences with known spectral densities, we obtain formulas for
calculating values of the mean square errors and the spectral characteristics
of the optimal estimates of the functionals. Formulas that determine the least
favorable spectral densities and the minimax-robust spectral characteristics of
the optimal linear estimates of functionals are proposed in the case where
spectral densities of the sequence are not exactly known while some sets of
admissible spectral densities are specified.
