Computes the weights for the unscented Kalman filter. In this
        formulation the weights for the mean and covariance are the same.

def _compute_weights(self):
        """ Computes the weights for the unscented Kalman filter. In this
        formulation the weights for the mean and covariance are the same.
        """

        n = self.n
        k = self.kappa

        self.Wm = np.full(2*n+1, .5 / (n + k))
        self.Wm[0] = k / (n+k)
        self.Wc = self.Wm