Inputs:
#rhs: defines the right-hand side of the continuous time forward model f
#Jrhs: defines the Jacobian matrix of rhs D_f(u)
#ObsOp: defines the observation operator h(u)
#JObsOp: defines the Jacobian of the observation operator D_h(u)
#t: vector of time
#ind_m: indices of measurement instants
#u0b: initial condition for base trajectory
#w: matrix of measurements
#R: covariance matrix of measurement noise
#opt: [0=euler] or [1=RK4] defines the time integration scheme to
#comptue the discrete-time forward map and its Jacobian