// [3]
// [4]
//if( obs )
// sp(oi,:) = repmat(obs_mu, 1, nsp) ; //????
if( !oi.isempty() ) {
sp.addToRow(oi, new Matrix( sp.getColumnDimension(), obs_mu ) );
}
// associated weights for sigma-points
//tf = lambda/(L+lambda) ;
//wm = tf ; // wm is weight for mean.