研究在连续时间情形下的具有部分参数不确定性的系统的Ｈ∞状态估计问题，它可以被化简为带有一个自由可调参数对象的Ｈ∞状态估计，由此可得到滤波器的简洁通解显式．并进一步研究了Ｈ∞估计的中心解，以及它与卡尔曼滤波器的关系．实例计算表明，对于参数具有不确定性的系统，Ｈ∞滤波器的性能明显地优于卡尔曼滤波器 The problem of H∞ state estimation of a system with some parameters uncertainty under continuous time condition is studied. It can be reduced to H∞ state estimation with a freely adjustable parameter object, and the conciseness of the filter can be obtained General solution explicit. The central solution of H∞ estimation and its relation with Kalman filter are further studied. The example calculation shows that the performance of the H∞ filter is obviously better than that of the Kalman filter for systems with uncertain parameters