  We deal with the problem of the mean square optimal estimation of linear
transformations of the unobserved values of a continuous time stochastic
process with periodically correlated increments. Estimates are based on
observations of the process with a continuous time stochastic noise process
which is periodically correlated increments as well. To solve the problem, we
transform the processes to infinite dimensional vector valued stationary
sequences. We obtain formulas for calculating the mean square errors and the
spectral characteristics of the optimal estimates of the transformations.
Formulas determining the least favorable spectral densities and the
minimax-robust spectral characteristics of the optimal estimates of
transformations are derived.
