Bug fix (unknown variable).

By the way, pruning is missing in this filter...

matlab/nonlinear-filters/nonlinear_kalman_filter.m

@@ -145,7 +145,7 @@ for t=1:sample_size
           case 2
             tmp = local_state_space_iteration_2(yhat,epsilon,ghx,ghu,constant,ghxx,ghuu,ghxu,ThreadsOptions.local_state_space_iteration_2);
           case 3
-            tmp = local_state_space_iteration_3(yhat, epsilon, ghx, ghu, ghxx, ghuu, ghxu, ghs2, ghxxx, ghuuu, ghxxu, ghxuu, ghxss, ghuss, steadystate, ThreadsOptions.local_state_space_iteration_3, pruning);
+            tmp = local_state_space_iteration_3(yhat, epsilon, ghx, ghu, ghxx, ghuu, ghxu, ghs2, ghxxx, ghuuu, ghxxu, ghxuu, ghxss, ghuss, steadystate, ThreadsOptions.local_state_space_iteration_3, ParticleOptions.pruning);
           otherwise
             error('Order > 3: use_k_order_solver should be set to true');
         end