In　this　paper,　the　robust　H∞　filtering　problem　is　studied　for　stochastic　uncertain　discrete　time-delay　systems　with　missing　measurements.　The　missing　measurements　are　described　by　a　binary　switching　sequence　satisfying　a　conditional　probability　distribution.　We　aim　to　design　filters　such　that,　for　all　possible　missing　observations　and　all　admissible　parameter　uncertainties,　the　filtering　error　system　is　exponentially　mean-square　stable,　and　the　prescribed　H∞　performance　constraint　is　met.　In　terms　of　certain　linear　matrix　inequalities　(LMIs),　sufficient　conditions　for　the　solvability　of　the　addressed　problem　are　obtained.　When　these　LMIs　are　feasible,　an　explicit　expression　of　a　desired　robust　H∞　filter　is　also　given.　An　optimization　problem　is　subsequently　formulated　by　optimizing　the　H∞　filtering　performances.　Finally,　a　numerical　example　is　provided　to　demonstrate　the　effectiveness　and　applicability　of　the　proposed　design　approach.　©　2006　IEEE.