We are not using future measurements to refine past state estimates. (Solution: Forward-Backward Kalman filtering)
Nonlinear dynamic and measurement models:
Extended Kalman Filter (EKF): local linearization, representation by Jacobian [see appendix of Tracking with Non-linear Dynamic Models]
Unscented Kalman Filter: nonlinear propagation of the mean and covariance using the unscented transform [van der Merwe et al. 2000]