def parameters_changed(self):
        """
        Parameters have now changed
        """
        # Get the model matrices from the kernel
        (F,L,Qc,H,Pinf,dF,dQc,dPinf) = self.kern.sde()

        # Use the Kalman filter to evaluate the likelihood
        self._log_marginal_likelihood = self.kf_likelihood(F,L,Qc,H,self.sigma2,Pinf,self.X.T,self.Y.T)
        gradients  = self.compute_gradients()
        self.sigma2.gradient_full[:] = gradients[-1]
        self.kern.gradient_full[:] = gradients[:-1]