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Bug fixes for online filter

See merge request !11

Port state variance initialization fix from dynare@dab5d380

auxiliary_particle_filter.m: set undefined variable

Closes dynare#1718

See merge request !10

Closes dynare#1718

Consistently use LaTeX labels in figures instead of relying on psfrag

See merge request !9

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

Ref. dynare#1673

 - Rewrote doc headers
 - Changed function signatures
 - Removed persistent variables
 - Compute the mode of the particle weights
 - Return the covariance matrix of the particles in the last period
 - Various cosmetic changes

include parallelisation, correction of the likelihood calculation for the Amisano and Tristani option and the possibility of monte carlo draws for the proposal.

Properly terminate nonlinear_kalman_filter if non-positive definite m…

Otherwise, crashes can happen during mode-finding