Structure change with transition matrix

We continue to consider

with

We set bigger matrix Ps(tms in the program) and paras by:

where each P is dim x dim and each A as well as each Q is dim x 1.

We pick every dim of them.

If we set

and

we can replicate the case without structure change in 1003.

When we consider dim dimensions with ns groups(i.e.ns-1 structure changes),

Ps(or tms) is (dim x ns) x dim

and

paras is (dim x ns) x (# of parameters).