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Add example documented how to do an SSM *with* an initial observation #215

@SamDuffield

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@SamDuffield

As cuthbert convention is to not have an initial observation, but many users including @DanWaxman will have SSMs that do have an initial observation it needs to be clearly documented.

This is supported and tested in the test_filter_noop tests, it just needs to be documented, this can be in #189 and then an additional example.

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