01-g-h-filter plot improvement suggestion

[InCogNiTo124]

This plot here

would benefit from small arrows between a blue estimate in t and a red prediction in t+1.

because the blue dots are connected, and so are red triangles, my brain spent a shameful amount of time figuring out that the prediction is made from the estimate, and not prediction from another prediction. Usually, using a line connection between the dots denotes those dots are connected somehow, yet prediction from the previous timestep does not influence the prediction for the next time step directly.

[canyon289]

In addition I think it would be good to rename the weights variables to measurements in python code, so it matches the plot label. Both these additions would make the plot more clear imho