  In this paper, we study a non-linear filtering problem in the presence of
signal model uncertainty. The model ambiguity is characterized by a class of
probability measures from which the true one is taken. After interchanging the
order of extremum problems by using the mini-max theorem, we find that the
uncertain filtering problem can be converted to a weighted conditional
mean-field optimal control problem. Further, we characterize the ambiguity
filter and prove its unique existence.
