We propose two novel on-line estimation algorithms to determine the size of a dynamic multicast group. We first use a Wiener filter to derive an optimal estimator for the membership size of the session in case the join process is Poisson and the lifetime of participants is distributed exponentially. We next develop the best first-order linear filter from which we derive an estimator that holds for any lifetime distribution. We apply this approach to the case where the lifetime distribution is hyperexponential. Both estimators hold under any traffic regime. Applying both estimators on real video traces, we find that both schemes behave well, one of which performs slightly better than the other in some cases. We further provide guidelines on how to tune the parameters involved in both schemes in order to achieve high quality estimation while simultaneously avoiding feedback implosion.