diff --git a/matlab/kalman/likelihood/diffuse_kalman_filter.m b/matlab/kalman/likelihood/diffuse_kalman_filter.m
index cdebb49fc93e37834be204970d1d95ca02292cbd..ccd41b5478d8371b44a7eacd360788b5c775fc4c 100644
--- a/matlab/kalman/likelihood/diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/diffuse_kalman_filter.m
@@ -129,7 +129,7 @@ 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 84de42d0ff5231a49523c9621ee4d8f1cb520422..5ec2184b07c7e53a54371a08c5bc48cca3c9b11c 100644
--- a/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
+++ b/matlab/kalman/likelihood/missing_observations_diffuse_kalman_filter.m
@@ -159,7 +159,7 @@ 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);