What do outputs matrix T, R represent in function kalman_transition_matrix.m

General DSGE Modeling Replication Attempts
1

Hi, I tried replicate estimation under adaptive learning(AL), based on codes provided by Sergey Slobodyan and Raf Wouters.
A key point of performing AL is to update the coefficients, which in the SW codes are accomplished using T and R as stepping stones from my understanding.
So I tried to figure out their meanings. I run codes on v3.6.4.
Thanks!!
kalman_transition_matrix.m (1.1 KB)

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They correspond to the matrices in the Kalman state transition equation:
x_t=Tx_{t-1}+Ru_t

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