bug in missing_DiffuseKalmanSmootherH3_Z.m?
@JohannesPfeifer I don't see how line 302
Linf = eye(mm) - Kinf(:,i,t)'/Finf(i,t);
can be correct. The term before - is a square matrix and the term after, a row vector
@JohannesPfeifer I don't see how line 302
Linf = eye(mm) - Kinf(:,i,t)'/Finf(i,t);
can be correct. The term before - is a square matrix and the term after, a row vector