Initialize the state of the particle filter

`initialize(`

initializes a particle filter object with a specified number of particles. The
initial states of the particles in the state space are determined by sampling from
the multivariate normal distribution with the specified `pf`

,`numParticles`

,`mean`

,`covariance`

)`mean`

and `covariance`

. The number of state variables
(`NumStateVariables`

) is retrieved automatically based on the
length of the `mean`

vector.

`initialize(`

determines the initial location of `pf`

,`numParticles`

,`stateBounds`

)`numParticles`

particles by
sampling from the multivariate uniform distribution with the given
`stateBounds`

.

`initialize(___,`

initializes the particles with additional options specified by one or more
`Name,Value`

)`Name,Value`

pair arguments.

`clone`

| `correct`

| `extendedKalmanFilter`

| `particleFilter`

| `predict`

| `unscentedKalmanFilter`