In Section 5 of Aliyu and Boukas (Int. J. Robust Nonlinear Control 2009; 19:394417), the authors have presented certainty-equivalent filters for the mixed H2/H infinity filtering problem for affine nonlinear systems. Sufficient conditions for the solvability of the problem with a finite-dimensional filter are given in terms of a pair of coupled HamiltonJacobiIsaacs equations (HJIEs). In this note, we supply a correction to these HJIEs. Moreover, for linear systems this correction is not necessary. Copyright (c) 2011 John Wiley & Sons, Ltd.