diff --git a/matlab/DiffuseKalmanSmoother3_Z.m b/matlab/DiffuseKalmanSmoother3_Z.m index 6402e6fbb..66e377224 100644 --- a/matlab/DiffuseKalmanSmoother3_Z.m +++ b/matlab/DiffuseKalmanSmoother3_Z.m @@ -206,7 +206,7 @@ while notsteady & t crit + if Fi > kalman_tol Ki = Pstar*Zi'; a = a + Ki*prediction_error/Fi; Pstar = Pstar - Ki*Ki'/Fi; diff --git a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m index 0370b89ca..fc588898d 100644 --- a/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m +++ b/matlab/kalman/likelihood/univariate_diffuse_kalman_filter_corr.m @@ -183,7 +183,7 @@ while t < smpl Zi = ZZ(i,:); prediction_error = Y(i,t) - Zi*a; Fi = Zi*Pstar*Zi'+H(i); - if Fi > crit + if Fi > kalman_tol Ki = Pstar*Zi'; a = a + Ki*prediction_error/Fi; Pstar = Pstar - Ki*Ki'/Fi;