From 46b44cd4815e957321a38389bdf1a45b4302d662 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Mon, 14 Nov 2016 11:54:39 +0100
Subject: [PATCH] missing_DiffuseKalmanSmootherH3_Z.m: Fix typo in formula that
makes tests fail
---
matlab/missing_DiffuseKalmanSmootherH3_Z.m | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/matlab/missing_DiffuseKalmanSmootherH3_Z.m b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
index 598f1c05a..e1f4deb5e 100644
--- a/matlab/missing_DiffuseKalmanSmootherH3_Z.m
+++ b/matlab/missing_DiffuseKalmanSmootherH3_Z.m
@@ -311,7 +311,7 @@ if d
N_0(:,:,t)=Linf'*N_0(:,:,t)*Linf; % DK (2012), eq. 5.19, noting that L^(0) is named Linf
end
elseif Fstar(i,t) > kalman_tol % step needed whe Finf == 0
- L_i=eye(mm) - Kstar(:,i,t)*Z(i,:)*Fstar(i,t);
+ L_i=eye(mm) - Kstar(:,i,t)*Z(i,:)/Fstar(i,t);
r0(:,t) = Z(i,:)'/Fstar(i,t)*v(i,t)+L_i'*r0(:,t); % propagate r0 and keep r1 fixed
if state_uncertainty_flag
N_0(:,:,t)=Z(i,:)'/Fstar(i,t)*Z(i,:)+L_i'*N_0(:,:,t)*L_i; % propagate N_0 and keep N_1 and N_2 fixed
--
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