This is a part of Part VI (nonlinear ltering) of a series of papers
that provide a comprehensive survey of techniques for tracking
maneuvering targets without addressing the so-called
measurement-origin uncertainty. Part I [52] and Part II [48] deal
with target motion models. Part III [49], Part IV [50], and Part V
[51] cover measurement models, maneuver detection based techniques,
and multiple-model methods, respectively. This part surveys
approximation techniques for point estimation of nonlinear dynamic
systems that are general, applicable to a wide spectrum of
nonlinear ltering problems, especially those in the context of
maneuvering target tracking. Three classes of such techniques are
surveyed here: function approximation, moment approximation, and
stochastic model approximation.