  The problem of mean-square optimal linear estimation of linear functionals
which depend on the unknown values of a multidimensional stationary stochastic
sequence from observations of the sequence with a noise and missing
observations is considered. Formulas for calculating the mean-square errors and
the spectral characteristics of the optimal linear estimates of the functionals
are proposed under the condition of spectral certainty, where spectral
densities of the sequences are exactly known. The minimax (robust) method of
estimation is applied in the case where spectral densities are not known
exactly while some sets of admissible spectral densities are given. Formulas
that determine the least favorable spectral densities and minimax spectral
characteristics are proposed for some special sets of admissible densities.
