diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m
index e6464cbe31185790e7be779b85bf41cc0be294c1..cdebb49fc93e37834be204970d1d95ca02292cbd 100644
--- a/matlab/kalman/likelihood/diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/diffuse_kalman_filter.m
@@ -46,7 +46,7 @@ a    = zeros(mm,1);
 dF   = 1;
 QQ   = R*Q*transpose(R);
 t    = 0;
-oldK = 0;
+oldK = Inf;
 lik  = zeros(smpl,1);
 LIK  = Inf;
 %   lik(smpl+1) = smpl*pp*log(2*pi);
diff --git a/matlab/kalman/likelihood/kalman_filter.m b/matlab/kalman/likelihood/kalman_filter.m
index cfdaeee915c04a7fef6703dc4546728716dadbd4..88d8c935aa95159bfb91efcc92c9fb37939db583 100644
--- a/matlab/kalman/likelihood/kalman_filter.m
+++ b/matlab/kalman/likelihood/kalman_filter.m
@@ -51,7 +51,7 @@ QQ   = R*Q*transpose(R);                        % Variance of R times the vector
 t    = 0;                                       % Initialization of the time index.
 lik  = zeros(smpl,1);                         % Initialization of the vector gathering the densities.
 LIK  = Inf;                                     % Default value of the log likelihood.
-oldK = 0;
+oldK = Inf;
 notsteady   = 1;                                % Steady state flag.
 F_singular  = 1;
 
diff --git a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
index ae578d3a218cfd45595f248ed35dbb405547c5f8..84de42d0ff5231a49523c9621ee4d8f1cb520422 100644
--- a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
@@ -50,7 +50,7 @@ a    = zeros(mm,1);
 dF   = 1;
 QQ   = R*Q*transpose(R);
 t    = 0;
-oldK = 0;
+oldK = Inf;
 lik  = zeros(smpl,1);
 LIK  = Inf;
 notsteady   = 1;
diff --git a/matlab/kalman/likelihood/missing_observations_kalman_filter.m b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
index 97a22839fa155fab9d19cb80f93ca90906bd9f42..bdf4e91d53fe46f5ec3b310771dfb57f0b825a7d 100644
--- a/matlab/kalman/likelihood/missing_observations_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_kalman_filter.m
@@ -55,7 +55,7 @@ QQ   = R*Q*transpose(R);                        % Variance of R times the vector
 t    = 0;                                       % Initialization of the time index.
 lik  = zeros(smpl,1);                         % Initialization of the vector gathering the densities.
 LIK  = Inf;                                     % Default value of the log likelihood.
-oldK = 0;
+oldK = Inf;
 notsteady   = 1;                                % Steady state flag.
 F_singular  = 1;