Now it happened, when all the people were baptized, Jesus also had been baptized, and was praying. The sky was opened,
Voice out of heaven ...  Thou art my beloved Son ... It should be noted that John the Baptist is not the subject of the paragraph, and where his conversation is recorded, it was necessary for Matthew to record it as addressed in the third person in order to avoid misunderstanding.  See more under  Mark 1:11 in my Commentary on Mark.  Three persons of the Godhead are in evidence here: Christ coming up out of the water, the Spirit as a dove descending upon him, and the voice of the Father out of heaven.