This paper is concerned with the recursive secure filtering problem for a class of discrete-time nonlinear stochastic systems subject to unreliable communication due to the security vulnerability of sensor networks. The unreliable communication, caused probably by denial-of-service cyber attacks, is described by the well-known Gilbert-Elliott model. The addressed nonlinearities are applicable for some of the most investigated stochastic nonlinear models, including the well-known state-dependent multiplicative nois…