code: def _compute_state_estimate(self):
          
          self.x.fill(0)
          for f, mu in zip(self.filters, self.mu):
              self.x += f.x * mu
  
          self.P.fill(0)
          for f, mu in zip(self.filters, self.mu):
              y = f.x - self.x
              self.P += mu * (outer(y, y) + f.P)
docs: Computes the IMM's mixed state estimate from each filter using
          the the mode probability self.mu to weight the estimates.