Particle filter initialization error

[qtomcatq]

I'm trying to initialize the particle filter in the following way:

x0 = [0, 0, 0]
dt = 0.001
model=initialize(x0,dt)
observer= PF(model, roughening=True, plot_backend='bokeh')
observer.setup()

my model is Lorenz attractor initialized in the following way:

def initialize(x0,dt):

    model = Model(plot_backend='bokeh')

    states = model.set_dynamical_states(['x1', 'x2', 'x3'])
    inputs = model.set_inputs(['u1','u2','u3'])
    model.set_measurements(['o1', 'o2', 'o3'])
    model.set_measurement_equations(states)

    # Unwrap states
    x1 = states[0]
    x2 = states[1]
    x3 = states[2]

    # Unwrap states
    u1 = inputs[0]
    u2 = inputs[1]
    u3 = inputs[2]

    # Parameters
    c = np.array([10., 28., 8/3])

    # ODE
    dx1 = c[0]*(x2-x1) + u1
    dx2 = c[1] *x1 - x2 - x1*x3 + u2
    dx3 = x1*x2 - c[2]*x3 + u3


    model.set_dynamical_equations([dx1, dx2, dx3])

    # Initial conditions
    x0 = [0, 0, 0]

    # Create model and run simulation
    dt = 0.001
    model.setup(dt=dt)
    model.set_initial_conditions(x0=x0)
    return model

my attempt to initialize the particle filter ends in the following error:

18 observer= PF(model, roughening=True, plot_backend='bokeh')
---> 19 observer.setup()
20

C:\ProgramData\Anaconda3\lib\site-packages\hilo_mpc\modules\estimator\pf.py in setup(self, **kwargs)
290
291 self._propagate_particles(n_s)
--> 292 self._evaluate_likelihood(n_s)
293
294 n_x = self._model.n_x

C:\ProgramData\Anaconda3\lib\site-packages\hilo_mpc\modules\estimator\pf.py in _evaluate_likelihood(self, n_samples)
156 R = ca.SX.sym('R', (n_y, n_y))
157
--> 158 q = self._normpdf(Y, y, ca.sqrt(R)) # Since R is usually a diagonal matrix, we can use ca.sqrt() here. We need
159 # to change this, if we have non-diagonal matrices, i.e. covariance entries.
160 q /= ca.sum2(q)

C:\ProgramData\Anaconda3\lib\site-packages\casadi\casadi.py in call(self, *args, **kwargs)
23379 if len(args)>0:
23380 # Ordered inputs -> return tuple

23381 ret = self.call(args)
23382 if len(ret)==0:
23383 return None

C:\ProgramData\Anaconda3\lib\site-packages\casadi\casadi.py in call(self, *args)
20037
20038 """

20039 return _casadi.Function_call(self, *args)
20040
20041

RuntimeError: Error in Function::call for 'normpdf' [SXFunction] at .../casadi/core/function.cpp:339:
.../casadi/core/function_internal.hpp:1644: Input 0 (i0) has mismatching shape. Got 3-by-15. Allowed dimensions, in general, are:

• The input dimension N-by-M (here 1-by-1)
• A scalar, i.e. 1-by-1
• M-by-N if N=1 or M=1 (i.e. a transposed vector)
• N-by-M1 if K*M1=M for some K (argument repeated horizontally)
• N-by-P*M, indicating evaluation with multiple arguments (P must be a multiple of 1 for consistency with previous inputs)

Some problem with initialization of probability distribution. I don't understand casadi, so I can't fix it myself.
The code works perfectly with EKF, UKF and MHE filters.
Thanks for help in advance.