The finite-time H∞ filtering problem for a class of nonlinear stochastic uncertain systems with norm bounded
exogenous disturbance is considered. Firstly, the definition of finite-time H∞ filtering of a class of nonlinear stochastic
uncertain systems is given. Then, by constructing Lyapunov-Krasoviskii function and using linear matrix inequality
approach, a sufficient condition for finite-time H∞ filter of a class of nonlinear stochastic uncertain systems is presented.
Furthermore, this problem is simplified to the optimization under the constraint of linear matrix inequality, the corresponding
solving algorithm is given. Finally, an example is presented to demonstrate the effectiveness of the proposed method.