Example of sde_Matern covarince function is added, along with other small changes.

State-space example is slightly modified.
Imports are corrected accordingly.

GPy/examples/state_space.py

@@ -1,10 +1,20 @@
 import GPy
 import numpy as np
 import matplotlib.pyplot as plt
-from GPy.models.state_space import StateSpace
 
 X = np.linspace(0, 10, 2000)[:, None]
 Y = np.sin(X) + np.random.randn(*X.shape)*0.1
 
 kernel = GPy.kern.Matern32(X.shape[1])
-m = StateSpace(X,Y, kernel)
+m = GPy.models.StateSpace(X,Y, kernel)
+
+m.optimize()
+
+print m
+
+kernel1 = GPy.kern.Matern32(X.shape[1])
+m1  = GPy.models.GPRegression(X,Y, kernel1)
+
+m1.optimize()
+
+print m1