  We propose solution of the problem of the mean square optimal estimation of
linear functionals which depend on the unobserved values of a continuous time
stochastic process with periodically correlated increments based on
observations of this process with periodically stationary noise. To solve the
problem, we transform the processes to the sequences of stochastic functions
which form an infinite dimensional vector stationary sequences. In the case of
known spectral densities of these sequences, we obtain formulas for calculating
values of the mean square errors and the spectral characteristics of the
optimal estimates of the functionals. Formulas determining the least favorable
spectral densities and the minimax (robust) spectral characteristics of the
optimal linear estimates of functionals are derived in the case where the sets
of admissible spectral densities are given.
