本文讨论了一类具有不确定噪声的连续时间线性系统的极小极大鲁棒Ｋａｌｍａｎ滤波器的设计方法．本文在给定允许偏离度的条件下，给出了确保估计误差性能指标的不确定噪声相关矩阵扰动上界，并在此界限内采用最坏情况下的最优滤波器实现对状态估计，不仅能极小化不确定下的最坏性能，而且还能确保估计误差性能指标的偏离度在给定的允许范围内． This paper discusses the design of a class of very large and very robust Kalman filters for a class of continuous-time linear systems with uncertain noises. In this paper, given the allowable deviation under the conditions given to ensure that the performance of the estimated error of the uncertainty of the noise correlation matrix perturbation upper bound, and within the limits of the worst-case optimal filter to achieve state estimation, not only Minimizes the worst-case performance under uncertainty, and ensures that deviations from estimated error performance specifications are within given tolerances.