  We deal with the problem of optimal estimation of the linear functionals
constructed from unobserved values of a continuous time stochastic process with
periodically correlated increments based on past observations of this process.
To solve the problem, we construct a corresponding to the process sequence of
stochastic functions which forms an infinite dimensional vector stationary
increment sequence. In the case of known spectral density of the stationary
increment sequence, 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.
