Structure change with transition matrix

We continue to consider

but

for the first group of period of time

for the second group of period of time

.

.

.

for the ns-th group of period of time.

Now c consists of parameter matrix para and it is not changed at all.

Technically, we replace k(or K) by x and ks(or Ks) by Xs.

We also change A[j] and Q[j] by para[j,.] as one matrix in the program.