Аннотация:The author considers the problem of optimally estimating a certain finite-dimensional vector, which is the result of a certain linear transformation of processes from a special class of stochastic and uncertain processes. Optimality of the estimate implies minimization of a minimax-stochastic criterion. A linear model of observations which contains random disturbances and has a discrete-continuous structure is assumed. The optimal estimate must be found as a linear operator of observations. Necessary and sufficient conditions for the linear estimate optimality are presented. The optimal filtering algorithm for uncertain-stochastic differential systems is obtained as an application of this estimation theory.