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A performance index function for this problem is defined as an indefinite quadratic inequality which is solved by the projection method in Krein space. On this basis, a robust centralized finite horizon \\(H \\infty\\) fusion filtering algorithm is proposed. However, this centralized fusion method is with poor real time property, as the number of sensors increases. To resolve this difficulty, within the sequential fusion framework, the performance index function is described as a set of quadratic inequalities including an indefinite quadratic inequality. And a sequential robust finite horizon \\(H \\infty\\) fusion filtering algorithm is given by solving this quadratic inequality group. 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