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This paper deals with the filtering problem for discrete-time fuzzy stochastic systems with sensor nonlinearities. There exist time-varying parameter uncertainties and random noise depending on state and external-disturbance. The characteristic of nonlinear sensor is handled by a decomposition method. By means of the parallel distributed compensation technique, the design method of the robust H_ filter is presented. Sufficient conditions for the stochastic stability of the filtering error systems are derived such that the filter parameters can be explicitly obtained. Simulation results are given to illustrate the proposed method.