在机动目标跟踪等实际问题中 ,如果被跟踪的目标失踪 ,则用于状态估计的观测信号就具有不确定性 .在充分考虑系统内采样特性的基础上 ,讨论了观测不确定情形下连续系统的采样估计问题 ,旨在设计离散滤波器 ,使采样估计协方差配置至指定值 .文中利用一修正的离散 Lyapunov方程 ,给出了期望滤波增益的存在条件及解析表达式 ,并以数值例子说明了本文设计方法的直接性和有效性 In practical problems such as maneuvering target tracking, the observed signal used for state estimation is uncertain if the target to be tracked disappears.On the basis of fully taking into account the sampling characteristics in the system, the continuous system , Aiming at the design of discrete filter, the sample estimate covariance is configured to the specified value. The paper presents the existence condition and analytical expression of the expected filter gain using a modified discrete Lyapunov equation. Numerical examples are given The design method of this article is straightforward and effective