diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
index b8fcd416c93c67900b53c674c96d15789cc7ac59..179b28377da62a00bf890dbda7ecdeafb5964ef0 100644
--- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
@@ -387,7 +387,7 @@ while notsteady && t<smpl
             return
         end
 
-        if smoother_redux
+        if smoother_redux && t>1
             aalphahat(:,t-1) = aha(:,1);
             eetahat(:,t) = etaha(:,2);
         end