diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
index e0a3c21b8a14415ff7822846190d8193e42a69be..577d57bebaf2545dc9eadba5b1e84d5aca0e3916 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
@@ -83,7 +83,8 @@ LIK  = Inf;                % Default value of the log likelihood.
 oldK = Inf;
 notsteady   = 1;
 F_singular  = 1;
-    
+s = 0;
+
 while notsteady & t<=last
     s  = t-start+1;
     d_index = data_index{t};
diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m b/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
index 556db9ff1a3c9680f8a5c0a38d539e2c84fdea41..608a07b7dfe564729c856441f16e102df85c3519 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter_d.m
@@ -70,6 +70,7 @@ oldK = Inf;
 if isequal(H,0)
     H = zeros(pp,pp);
 end
+s = 0;
 
 while rank(Pinf,kalman_tol) && (t<=last)
     s = t-start+1;