Make 792924 consistent with cases where Pinf is an empty matrix

Fixes the crash in `analytic_derivatives/fs2000_analytic_derivation.mod`

matlab/DsgeSmoother.m

@@ -255,8 +255,10 @@ if kalman_algo == 2 || kalman_algo == 4
                     [Pstar,Pinf] = compute_Pinf_Pstar(mf,ST,R1,Q,options_.qz_criterium);
                 else
                     Pstar = blkdiag(Pstar,H);
+                    if ~isempty(Pinf)
                         Pinf  = blkdiag(Pinf,zeros(vobs));                    
                     end
+                end
                 %now reset H to 0
                 H   = zeros(vobs,vobs);
             else

matlab/missing_DiffuseKalmanSmootherH3_Z.m

@@ -122,7 +122,11 @@ end
 
 t = 0;
 icc=0;
+if ~isempty(Pinf(:,:,1))
     newRank = rank(Z*Pinf(:,:,1)*Z',diffuse_kalman_tol);
+else
+    newRank = rank(Pinf(:,:,1),diffuse_kalman_tol);
+end
 while newRank && t < smpl
     t = t+1;
     a(:,t) = a1(:,t);
@@ -156,7 +160,11 @@ while newRank && t < smpl
         end
     end
     if newRank
+        if ~isempty(Pinf(:,:,t))
             oldRank = rank(Z*Pinf(:,:,t)*Z',diffuse_kalman_tol);
+        else
+            oldRank = rank(Pinf(:,:,t),diffuse_kalman_tol);
+        end        
     else
         oldRank = 0;
     end
@@ -168,7 +176,11 @@ while newRank && t < smpl
     Pstar(:,:,t+1) = T*Pstar(:,:,t)*T'+ QQ;
     Pinf(:,:,t+1) = T*Pinf(:,:,t)*T';
     if newRank
+        if ~isempty(Pinf(:,:,t+1))
             newRank = rank(Z*Pinf(:,:,t+1)*Z',diffuse_kalman_tol);
+        else
+            newRank = rank(Pinf(:,:,t+1),diffuse_kalman_tol);
+        end
     end
     if oldRank ~= newRank
         disp('univariate_diffuse_kalman_filter:: T does influence the rank of Pinf!')