diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m
index b7f22346c7424ecc1641fbf651236e7bc4c59e2d..4e0347b585b331b9c6d5b09e2d060b3a97eda8aa 100644
--- a/matlab/kalman/likelihood/diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/diffuse_kalman_filter.m
@@ -133,7 +133,7 @@ if F_singular == 1
 end
 
 if t < smpl
-    t0 = t;
+    t0 = t+1;
     while t<smpl
         t = t+1;
         v = Y(:,t)-Z*a;
diff --git a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
index c8756bfdd1d6a2195355a2281d806ffec38a2a22..b22689ec60b119f013b5119cd82824483caf4238 100644
--- a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
@@ -163,7 +163,7 @@ if F_singular == 1
 end
 
 if t < smpl
-    t0 = t;
+    t0 = t+1;
     while t<smpl
         t = t+1;
         v = Y(:,t)-Z*a;
diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
index bdf4e91d53fe46f5ec3b310771dfb57f0b825a7d..4789517ba0b1268192ec1507fdc81e18e877b9e6 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
@@ -103,7 +103,7 @@ if F_singular
 end
 
 if t < smpl
-    t0 = t;
+    t0 = t+1;
     while t < smpl
         t = t+1;
         v = Y(:,t)-a(mf);