This will probably be an extremely simple question for some one with any background in signal processing(not my background)
Let say I have signal $$x(t)=A\sin(\omega t)$$ where A is known and $\omega$ is unknown. Let say I only observe a noisy signal of $x(t)$ at discrete time periods $t=1,2,3....$. My signal $y(n)$ has the following form $$y(n)=x(n)+\epsilon$$ where $\epsilon\sim N(0,\sigma^2)$. My question is , what would be the best estimate of $y(n+1)$ given the observations till time time period $n$.