From a46a531bda42d72f8273ba1f2c99fe1dd1460550 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@ens.fr>
Date: Fri, 16 Apr 2010 12:19:09 +0200
Subject: [PATCH] Kalman filters: fixing initialization of oldK to Inf instead
 of 0 (cherry picked from commit 4bde063669ece882c7f6a5e9f841e910f2a5c5d3)

---
 matlab/kalman/likelihood/diffuse_kalman_filter.m                | 2 +-
 matlab/kalman/likelihood/kalman_filter.m                        | 2 +-
 .../likelihood/missing_observations_diffuse_kalman_filter.m     | 2 +-
 matlab/kalman/likelihood/missing_observations_kalman_filter.m   | 2 +-
 4 files changed, 4 insertions(+), 4 deletions(-)

diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m
index e6464cbe31..cdebb49fc9 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 cfdaeee915..88d8c935aa 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 ae578d3a21..84de42d0ff 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 97a22839fa..bdf4e91d53 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;
 
-- 
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