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The paper studies the problem of simultaneous design of reliable filter and fault detector for a class of linear continuous-time systems with bounded disturbances and nonzero constant reference inputs. An Hinfin filter and two detection weighting matrices are designed simultaneously. The filter is designed for both fault free and faulty cases, and by manipulating the steady-state values of the filter states and the measured outputs with the detection weighting matrices, a residual is then generated, through which the sensor outage faults can be detected effectively. A convergent iterative algorithm based on linear matrix inequality (LMI) is given to obtain the solutions. A numerical example is given to illustrate the effectiveness of the proposed methods.