diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
index c5c16cd7bf59b81d20ba75f7a6460eb226f93550..a43ed7f9b2674e051a0388829b1066b52427f040 100644
--- a/matlab/dynare_sensitivity.m
+++ b/matlab/dynare_sensitivity.m
@@ -66,6 +66,9 @@ if ~isempty(options_gsa.datafile) || isempty(bayestopt_),
     if isfield(options_gsa,'lik_init'),
         options_.lik_init=options_gsa.lik_init;
     end
+    if isfield(options_gsa,'kalman_algo'),
+        options_.kalman_algo=options_gsa.kalman_algo;
+    end
     options_.mode_compute = 0;
     options_.filtered_vars = 1;
     options_.plot_priors = 0;