I. Introduction
We consider the problem of estimating the current state of a nonlinear discrete-time dynamical system, described by a system of first-order difference equations $$\eqalignno{x(k+1) = &\, f\left (x(k)\right) \cr y(k) = &\, h(x(k))&{\hbox{(I.1)}}}$$ from the past observations , , where . The vector fields , and are continuous with . The variable stands for the state of the system, while the variable represents the measurement output.