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I INTRODUCTION . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
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1.3 Review to Nonlinear Filtering . . . . . . . . . . . . . . . . . . 8
1.4 Contributions of the Dissertation . . . . . . . . . . . . . . . . 12
1.5 Dissertation Outline . . . . . . . . . . . . . . . . . .
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