This paper presents the results of the robust H(sub)$infty$ FIR filtering for a class of nonlinear continuous time-varying systems subject to real norm-bounded parameter uncertainty and know Lipschitz nonlinearity under sampled measurements. We address the problem of designing filters, using sampled measurements, which guarantee a prescribed H(sub)$infty$ performance in continuous time-varying context, irrespective of the parameter uncertainty and unknown initial states. The infinite horizon causal H(sub)$infty$FIR filter are investigated using the finite moving horizon in terms of two Riccati equations with finite discrete jumps.