helios,
Non-Linearity per se isn't necessarily an advantage nor a disadvantage. There are some filters that simply perform specific tasks better than linear filters. Examples:
.
.
Median Filter does a good job
of eliminating outliers.
.
.
Rate Limiter does a good job of
eliminating certain kinds of noise.
The concept of frequency response
has no meaning for this type of
filter
.
.
The extended Kalman filter does
a good job of extracting signals in
the presence of noise
Regards,
Kral