code: def cross_variance(self, x, z, sigmas_f, sigmas_h):
          
  
          Pxz = zeros((sigmas_f.shape[1], sigmas_h.shape[1]))
          N = sigmas_f.shape[0]
          for i in range(N):
              dx = self.residual_x(sigmas_f[i], x)
              dz = self.residual_z(sigmas_h[i], z)
              Pxz += self.Wc[i] * outer(dx, dz)
          return Pxz
docs: Compute cross variance of the state `x` and measurement `z`.