function (k, m, P) return Jacobian of measurement function, it is
            passed into p_h.
            k (iteration number), starts at 0
            m: point where Jacobian is evaluated
            P: parameter for Jacobian, usually covariance matrix.

def Hk(self, k, m_pred, P_pred):  # returns state iteration matrix
        """
        function (k, m, P) return Jacobian of measurement function, it is
            passed into p_h.
            k (iteration number), starts at 0
            m: point where Jacobian is evaluated
            P: parameter for Jacobian, usually covariance matrix.
        """

        return self.H[:, :, int(self.index[self.H_time_var_index, k])]