This paper studies the problem of Kalman filtering for a class of uncertain
linear continuous-time systems with Markovian jumping parameters. The syst
em under consideration is subjected to time-varying norm-bounded parameter
uncertainties in the state and measurement equations. Stochastic quadratic
stability of the above system is analyzed. A state estimator is designed su
ch that the covariance of the estimation error is guaranteed to be within a
certain bound for all admissible uncertainties, which is in terms of solut
ions of two sets of coupled algebraic Riccati equations.