For　packet-based　transmission　of　data　over　a　network,　or　temporary　sensor　failure,　etc.,　data　samples　may　be　missing　in　the　measured　signals.　This　paper　deals　with　the　problem　of　H∞　filter　design　for　linear　discrete-time　systems　with　missing　measurements.　The　missing　measurements　will　happen　at　any　sample　time,　and　the　probability　of　the　occurrence　of　missing　data　is　assumed　to　be　known.　The　main　purpose　is　to　obtain　both　full-and　reduced-order　filters　such　that　the　filter　error　systems　are　exponentially　mean-square　stable　and　guarantee　a　prescribed　H∞　performance　in　terms　of　linear　matrix　inequality　(LMI).　A　numerical　example　is　provided　to　demonstrate　the　validity　of　the　proposed　design　approach.