In the below picture, the measurements are inside the $\pm 3 \sigma$ bounds. In my experiment, the measurements sometimes go out of the uncertainty bounds.
This is a snapshot of my plot where the red is $\pm 3 \sigma$ bounds (i.e. $true \pm 3\sigma$ ), the black is the measurements, the blue is the true value and the green is the EKF. Is there something wrong with my results?