diff --git a/matlab/DiffuseKalmanSmoother3.m b/matlab/DiffuseKalmanSmoother3.m
index 2889c372e10ff1d2f99d94d9c04a844f08205bb1..f3b0bc57d10a8e02b67666b712cd4a939fb0b923 100644
--- a/matlab/DiffuseKalmanSmoother3.m
+++ b/matlab/DiffuseKalmanSmoother3.m
@@ -74,6 +74,7 @@ end
 
 Fstar   	= zeros(pp,smpl_diff);
 Finf		= zeros(pp,smpl_diff);
+Fi		= zeros(pp,smpl_diff);
 Ki       	= zeros(mm,pp,smpl);
 Li      	= zeros(mm,mm,pp,smpl);
 Linf    	= zeros(mm,mm,pp,smpl_diff);
diff --git a/matlab/DiffuseKalmanSmoother3_Z.m b/matlab/DiffuseKalmanSmoother3_Z.m
index c2f58b3bd25249304a95baf0fb5eb0ec3c2cd47e..216f72636742f077005dfdc38e393e9d51682ae0 100644
--- a/matlab/DiffuseKalmanSmoother3_Z.m
+++ b/matlab/DiffuseKalmanSmoother3_Z.m
@@ -83,6 +83,7 @@ end
 
 Fstar           = zeros(pp,smpl_diff);
 Finf            = zeros(pp,smpl_diff);
+Fi              = zeros(pp,smpl_diff);
 Ki              = zeros(mm,pp,smpl);
 Li              = zeros(mm,mm,pp,smpl);
 Linf            = zeros(mm,mm,pp,smpl_diff);