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The design problems of robust fusion filters for uncertain multi-sensor dynamic systems are dealt with by means of combining the traditional robust theory and data fusion technology. In terms of parameter-dependent Lyapunov function, a kind of design methods robust H2 fusion filters are discussed. Based on the research for the robustness of the filter and its resolvent, the performance of the robust fusion filters for the multi-sensor dynamic systems is compared by simulation example. Simulation results show that the proposed design method have a better robust performance for the filter problems when parameter uncertainties exist in the system model.