diff --git a/src/+gui_auxiliary/command_option_mapping.m b/src/+gui_auxiliary/command_option_mapping.m
index 5766d95206c89494cd82e33c219223bae5c039dc..53c62957a0b3eaead58ece0a61d6e6775e76e8b6 100644
--- a/src/+gui_auxiliary/command_option_mapping.m
+++ b/src/+gui_auxiliary/command_option_mapping.m
@@ -79,6 +79,9 @@ switch name
 
     case 'no_posterior_kernel_density'
         mapping = 'estimation.moments_posterior_density.indicator';
+        
+    case 'nonlinear_filter_initialization'
+        mapping = 'nonlinear_filter';
 
     case 'number_of_particles'
         mapping = 'particle.number_of_particles';
diff --git a/src/+gui_auxiliary/dynare_command_options_estimation.m b/src/+gui_auxiliary/dynare_command_options_estimation.m
index 67201262974fa803e458aa03c5f8338c08e2334c..2fcb15f6cd3b1f70daecc5a488d5fcd089321972 100644
--- a/src/+gui_auxiliary/dynare_command_options_estimation.m
+++ b/src/+gui_auxiliary/dynare_command_options_estimation.m
@@ -410,6 +410,12 @@ dynare_gui_.estimation.filter{num,2} = '1';
 dynare_gui_.estimation.filter{num,3} = 'INTEGER';
 dynare_gui_.estimation.filter{num,4} = 'Decide whether Dynare should automatically switch to univariate filter if a singularity is encountered in the likelihood computation (this is the behaviour if the option is equal to 1). Alternatively, if the option is equal to 0, Dynare will not automatically change the filter, but rather use a penalty value for the likelihood when such a singularity is encountered. Default: 1.';
 
+num = num+1;
+dynare_gui_.estimation.filter{num,1} = 'smoothed_state_uncertainty';
+dynare_gui_.estimation.filter{num,2} = 0;
+dynare_gui_.estimation.filter{num,3} = 'check_option';
+dynare_gui_.estimation.filter{num,4} = 'Triggers the computation of the variance of smoothed estimates, i.e. varT(yt).';
+
 num = num+1;
 dynare_gui_.estimation.filter{num,1} = 'diffuse_filter';
 dynare_gui_.estimation.filter{num,2} = 0;
@@ -540,7 +546,17 @@ dynare_gui_.estimation.postprocessing{num,2} = 'unscented';
 dynare_gui_.estimation.postprocessing{num,3} = {'unscented','cubature','montecarlo'};
 dynare_gui_.estimation.postprocessing{num,4} = 'Sets the method for approximating the particle distribution. Possible values for OPTION are: cubature, montecarlo and unscented. Default value is unscented.';
 
+num = num+1;
+dynare_gui_.estimation.postprocessing{num,1} = 'cpf_weights';
+dynare_gui_.estimation.postprocessing{num,2} = 'amisanotristani';
+dynare_gui_.estimation.postprocessing{num,3} = {'amisanotristani','murrayjonesparslow'};
+dynare_gui_.estimation.postprocessing{num,4} = 'Controls the method used to update the weights in conditional particle filter, possible values are amisanotristani (Amisano et al. (2010)) or murrayjonesparslow (Murray et al. (2013)).';
 
+num = num+1;
+dynare_gui_.estimation.postprocessing{num,1} = 'nonlinear_filter_initialization';
+dynare_gui_.estimation.postprocessing{num,2} = '1';
+dynare_gui_.estimation.postprocessing{num,3} = 'INTEGER';
+dynare_gui_.estimation.postprocessing{num,4} = 'Sets the initial condition of the nonlinear filters. By default the nonlinear filters are initialized with the unconditional covariance matrix of the state variables, computed with the reduced form solution of the first order approximation of the model.';
 
 %% Group 7: Particle filter
 num = 1;
diff --git a/src/+gui_auxiliary/set_command_option.m b/src/+gui_auxiliary/set_command_option.m
index ab24e61b1f3a5bc9bf8ab7408bd2a44357155f96..a45c533e026cbaca394824e9fb3007bfb7b8f6c5 100644
--- a/src/+gui_auxiliary/set_command_option.m
+++ b/src/+gui_auxiliary/set_command_option.m
@@ -180,6 +180,12 @@ try
                 options_.particle.proposal_approximation.montecarlo = true;
             end
             
+        case 'cpf_weights'
+            if value == 2
+                options_.particle.cpf_weights_method.amisanotristani = false;
+                options_.particle.cpf_weights_method.murrayjonesparslow = true;
+            end
+
         case 'posterior_nograph'
             options_.no_graph.posterior = logical(value);