An approach to the problems of robust filtering and model validation for a class of continuous-time uncertain systems with both discrete-time and continuous-time measured outputs is presented. The uncertainty description being considered is a generalization of the integral quadratic constraint uncertainty description. The proposed algorithm is based on the solution to a jump Riccati differential equation and a set of jump state equations. In these jump equations, the solutions exhibit finite jumps at the measurement sampling instants. The equations in our robust filtering and model validation algorithm are closely related to those in the Kalman filtering problem.