This paper is Part VIa of a comprehensive survey of maneuvering
target tracking without addressing the so-called measurement-origin
uncertainty. It covers theoretical results of density-based exact
nonlinear filtering for handling the uncertainties induced by
potential target maneuvers as well as nonlinearities in the
dynamical systems commonly encountered in target tracking. An
emphasis is given to the results of significance for practical
considerations, especially those of good potential for tracking
applications.