code: def _ss_matrices(self,beta):
               
  
          T = np.identity(2)
          T[0][1] = 1
          
          Z = np.zeros(2)
          Z[0] = 1
  
          R = np.identity(2)
          Q = np.identity(2)
          H = np.identity(1)*self.latent_variables.z_list[0].prior.transform(beta[0])
          Q[0][0] = self.latent_variables.z_list[1].prior.transform(beta[1])
          Q[1][1] = self.latent_variables.z_list[2].prior.transform(beta[2])
  
          return T, Z, R, Q, H
docs: Creates the state space matrices required
  
          Parameters
          ----------
          beta : np.array
              Contains untransformed starting values for latent variables
  
          Returns
          ----------
          T, Z, R, Q, H : np.array
              State space matrices used in KFS algorithm