diff --git a/src/auxiliary_particle_filter.m b/src/auxiliary_particle_filter.m
index cfd459fe8..5ab2b8013 100644
--- a/src/auxiliary_particle_filter.m
+++ b/src/auxiliary_particle_filter.m
@@ -98,13 +98,21 @@ else
 end
 StateVectors = tmp(mf0,:) ;
 
+%[nodes,nodes_weights] = spherical_radial_sigma_points(number_of_structural_innovations) ;
+[nodes,nodes_weights,nodes_weights_c] = unscented_sigma_points(number_of_structural_innovations,ParticleOptions);
+nodes = Q_lower_triangular_cholesky*nodes ;
+
 for t=1:sample_size
     yhat = bsxfun(@minus,StateVectors,state_variables_steady_state);
-    if pruning
-        yhat_ = bsxfun(@minus,StateVectors_,state_variables_steady_state);
-        [tmp, tmp_] = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,yhat_,steadystate,ThreadsOptions.local_state_space_iteration_2);
-    else
-        tmp = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,ThreadsOptions.local_state_space_iteration_2);
+%    if pruning
+%        yhat_ = bsxfun(@minus,StateVectors_,state_variables_steady_state);
+%        [tmp, tmp_] = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,yhat_,steadystate,ThreadsOptions.local_state_space_iteration_2);
+%    else
+%        tmp = local_state_space_iteration_2(yhat,zeros(number_of_structural_innovations,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,ThreadsOptions.local_state_space_iteration_2);
+%    end
+    tmp = 0 ;
+    for i=1:size(nodes)
+        tmp = tmp + nodes_weights*local_state_space_iteration_2(yhat,nodes(i,:)*ones(1,number_of_particles),ghx,ghu,constant,ghxx,ghuu,ghxu,ThreadsOptions.local_state_space_iteration_2);
     end
     PredictedObservedMean = weights*(tmp(mf1,:)');
     PredictionError = bsxfun(@minus,Y(:,t),tmp(mf1,:));