How to index index in the third dimension?

To debug the code in a simpler way it would also be good if I saved all the information as tensors, that is, putting the index "s" in the third dimension and leaving the others free. With this, I want to see all the sigma points, estimated variances, etc. How could you carry out this process? The following is part of the code where I want to apply this indexing.

x(:,1) = [208701300 326*10e6 217*10e6 44000000 22000000 lambdah]';

P(:,:,1) = 1e6*eye(6);

n = 6; 
m = 3; 

steps=38;
fXis = zeros(n, 2*n+1);
hXis = zeros(m, 2*n+1);
x_pred(:,1) = x;
P_pred(:,:,1) = P;
Pxz(:,:,2*n+1) = zeros(n, m);

for s=2:steps
    
    [Xis, W] = SigmaPoints(x_pred(:,s-1),P_pred(:,:,s-1),1);
    
    for k = 1:2*n+1
        fXis(:, k) = f(Xis(:,k));
    end
    
    [xp, Pp] = UT(fXis, W, Q);
    
    for k = 1:2*n+1
        hXis(:, k) = h(Xis(:,k));
    end
    
    [zp, Pz(:,:,s)] = UT(hXis, W, R);
    
     Pxz(:,:,s)=0;
    for k = 1:2*n+1
        Pxz(:,:,s) = Pxz(:,:,s)+ W(k)*((fXis(:,k) - xp)*(hXis(:,k) - zp)');
    end
    K(:,:,s) = Pxz(:,:,s)/Pz(:,:,s);                          
    x_pred(:,:,s)= xp + K(:,:,s)*(y_total(s,:)' - zp);   
    P_pred(:,:,s)= Pp - K(:,:,s)*Pz(:,:,s)*K(:,:,s)';        
    
    
end

Many thanks for any help!