diff --git a/tests/Makefile.am b/tests/Makefile.am
index e1f8792521e2c902ce78019416ac43655fdd3702..2fc9f9785a1c8ade1ca13ab8e54b0b1d38a7fb98 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -244,7 +244,8 @@ clean-local:
 
 	rm -f arima/data1.m arima/data2.m \
 		k_order_perturbation/*.jnl \
-		k_order_perturbation/*.mat
+		k_order_perturbation/*.mat \
+		kalman_filter_smoother/data.mat
 
 	rm -rf ramsey_objective