def METHOD_NAME(self):
    nfoursid_ss = state_space.StateSpace(
        a=np.eye(2), b=np.ones((2, 1)), c=np.ones((1, 2)), d=np.ones((1, 1))
    )
    nfoursid_kf = kalman.Kalman(nfoursid_ss, np.ones((3, 3)) * 0.1)
    kf = KalmanFilter(dim_x=1, kf=nfoursid_kf)
    series = tg.sine_timeseries(length=30, value_frequency=0.1)
    prediction = kf.filter(series, covariates=-series.copy())
    assert kf.dim_u == 1
    assert kf.dim_x == 2
    assert prediction.width == 1
    assert prediction.n_samples == 1