An implementaion of the Gaussian flow method of importance sampling via optimal transport/SDE approximation. Used only for conditional non-linear Gaussian systems with known observational variance and non-linear transformation function. The original paper is: Pete Bunch, Simon Godsill, "Approximations of the Optimal Importance Density Using Gaussian Particle Flow Importance Sampling", Journal of American Statistical Association 2016, https://doi.org/10.1080/01621459.2015.1038387
Future work: clean up and documentation is required.