diff --git a/tests/Makefile.am b/tests/Makefile.am
index e1f879252..2fc9f9785 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -244,7 +244,8 @@ clean-local:
 
 	rm -f arima/data1.m arima/data2.m \
 		k_order_perturbation/*.jnl \
-		k_order_perturbation/*.mat
+		k_order_perturbation/*.mat \
+		kalman_filter_smoother/data.mat
 
 	rm -rf ramsey_objective