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one more thing i forgot to mention that zt being exogenous unobserved variable so how can i write in lagged form. anyways i have sent you the original model, i would be very grateful if you show me how this whole model be represented in state space form if my representation is inaccurate.

Thanks for entertaining my problem. But let me present the actual model for which i represented that state space model. The attached file is placed inline

This is a state space model which has been structured to estimate the potential GDP, Natural rate of interest and Trend growith rate and other set of exogenous factors (all unobservables) under the light of Laubach and Williams model 2003 @signal 100*(y-sv1)=c(1)*100*(y(-1)-sv1)+c(2)*(r(-1)-sv2)+[va...