James, M. R.Petersen, I. R.2026-06-272026-06-271053-587X0191-2216ORCID:/0000-0003-4856-9450/work/218729841https://hdl.handle.net/1885/733812152This paper considers a problem of robust filtering for a class of uncertain nonlinear systems. The solution involves a set valued state estimate which is obtained by solving a HJB equation. In addition, a less computationally intensive approximate solution to the problem is obtained for filtering problems defined on a large time interval.en19980030411264