The problem of synthesizing reduced order lter, that forms an unbiased estimate
of linear functional from an unknown phase vector of a continuous time stochastic system
with sampled measurements and additive noises, is considered in this work. The H2 norm of
the weighted transfer function from input noises to estimation error is used as a performance
criterion. The method for reduced order lter design is based on the expression of the explicit
dependence of performance criterion on unknown parameters in the canonical basis and the
application of the non-convex optimization technique. Numerical simulations are performed to
illustrate the proposed approach.