| systemMatrices | R Documentation | 
Construct the transition matrix 'A' and innovation covariance matrix 'Q' for the continuous time random walk model corresponding to parameters 'beta', 'sigma' and time step 'dt'.
systemMatrices(beta, sigma, dt)
beta | 
 Parameter vector of length 2.  | 
sigma | 
 Parameter vector of length 2.  | 
dt | 
 Time step.  | 
A list with components: - 'A': transition matrix - 'Q': innovation covariance matrix
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