common component in State Space Model

[nectar]

Dear Glenn,

Please help me write code for the following state-space representation in Eviews6.

First, the measurement equation:

y=z1*a+b
p=z2*a+c

where the coefficients in b and c are unity; and a,b,c are three state variables.

Now, the transition/state equation:

a=x1
b=x2
c=x3

In matrix,
a = [1 0 0] x1
b= [0 1 0] x2
c =[0 0 1] x3

Please note that there is no lag term in the state variables.

Third, the error structure for the state variables:

E[ee']=[1 0 0]
[0 q22 0]
[0 0 q33]

I have found Eviews manual very helpful in several occasions except this one which even after re-reading seems hard to comprehend. I am not sure how to write the signal and state equations appropriately for above model. Your help would be highly appreciated.

Thank you.
anjan