Аннотация:A method of an optimal recurrence estimation of a phase vector of a linear indeterminate stochastic system with discrete time is proposed based on unequally-paced measurements of phase coordinates and inputs. It is proposed to fill in the gap of insufficient prior information by using in filtering algorithm not only the indirect measurements of state vector but also measurements of some components of indeterminate stochastic inputs themselves. A two-pass smoothing procedure on a fixed observation interval is considered. Statistical properties of the estimates are studied. Results of numerical experiments are presented.