function LL = loglik(Y,A,Phi,Q,R,mu,S,XF,PF)
%function LL = loglik(Y,A,Phi,Q,R,mu,S,XF,PF)
%-2*log(likelihood)

[q,n] = size(Y);

e = Y(:,1) - A*Phi*mu;
P1 = Phi*S*Phi' + Q;
Sigma = A*P1*A' + R; 
LL = log(det(Sigma)) + e'*inv(Sigma)*e;
for t = 2:n
    e = Y(:,t) - A*Phi*XF(:,t-1);
    P1 = Phi*PF(:,:,t-1)*Phi' + Q;
    Sigma = A*P1*A' + R;
    LL = LL + log(det(Sigma)) + e'*inv(Sigma)*e;
end