In WPS, Authentication filters are used to show custom portal pages after logging through login Portlet.

Once possible use case could be like this,

If user Dave login to portal, he should see Finance portal page
If user Andrew login to Portal, he should see Sports portal page

Other use case that i worked with is,

User login using Login Portlet (My own developed Login Portlet) and after
authentication user will be redirected to custom screens of login portlet itself
and after providing certain information on custom screens, he will be logged in to portal.

For all these kind of use cases,
You need to write your own login portlet
and implement Authentication Filters

I am just gathering all the technotes that i worked with and found so far
while working with Authentication Filters

Configuring authentication filters

Setting service configuration properties, in this case it would be WP Authentication Service

This New security APIs in WebSphere helped me lot to understand following, hope it will help for all reader as well.
a) LoginPortletService and various filters
b) Capabilities of the remember me cookie b)
c) Remember me cookie portlet service
c) Using the Puma Service in a public context and
d) Authentication filters

Portal and other libraries required for writing a Portal Authentication Filter

You will also need, IBM's Advanced URL Genenration Helper Classes

if you find any error at portal startup, after creating Custom Properties in WP Authentication Service on WAS,
this technote might help you to resolve your error