Abstract: The problem of robust H∞ filtering for nonlinear systems with state delay and parameter uncertainty is investigated in this paper. The parameter uncertainties are described in the real time-varying norm-bounded form with nonlinear disturbances meeting the boundedness condition. For continuous and discrete-time cases, appropriate Lyapunov functions are used to analyze the sufficient condition of the existence of the robust filter such that the filtering process remains robustly stable and a prescribed H∞ performance level is achieved. Then the filter is characterized in the terms of positive solutions of two algebraic Riccati-like equations, irrespective of the uncertainties, time delays or nonlinearities.