added missing initialization in kalman_smoother
parent
c574544b16
commit
b400e97887
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@ -66,6 +66,7 @@ QQ = R*Q*R';
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QRt = Q*R';
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QRt = Q*R';
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alphahat = zeros(mm,smpl);
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alphahat = zeros(mm,smpl);
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etahat = zeros(rr,smpl);
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etahat = zeros(rr,smpl);
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epsilonhat = zeros(rr,smpl);
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r = zeros(mm,smpl+1);
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r = zeros(mm,smpl+1);
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oldK = 0;
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oldK = 0;
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