“…The values of the mean-square errors ∆(h µ (f, g); f, g) := ∆(f, g; Aξ) and ∆(h µ,N (f, g); f, g) := ∆(f, g; A N ξ) and the spectral characteristics h µ (f, g) and h µ,N (f, g) of the optimal linear estimates Aξ and A N ξ of the functionals Aξ and A N ξ which depend on the unknown values of the sequence ξ(m) based on observations of the stochastic sequence ξ(k) + η(k) can be calculated by formulas (23), (22) and (29), (27) correspondingly under the condition that spectral densities f (λ) and g(λ) of stochastic sequences ξ(m) and η(m) are exactly known. Having canonical factorizations (35) and (36) we can calculate the values of mean-square errors ∆(h µ (f, g); f, g) and spectral characteristics h µ (f, g) by formulas (42), (41) respectively.…”