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Implements the Fully Adapted Auxiliary Particle Filter                                                                                                                                                    
as described by Whiteley and Johansen (Recent Developments                                                                                                                                                
in Auxiliary Particle Filtering)                                                                                                                                                                          
                                                                                                                                                                                                          
Algorithm 2 on page 5 of Chapter 3:
amoretti86/auxiliary-particle-filter