bssm-like package for JSL

[gerdm]

We should create a roadmap to implement (all?) the functions defined the R-package bssm. For a reference, see

@misc{helske2021bssm,
      title={bssm: Bayesian Inference of Non-linear and Non-Gaussian State Space Models in R}, 
      author={Jouni Helske and Matti Vihola},
      year={2021},
      url={https://arxiv.org/abs/2101.08492},
      eprint={2101.08492},
      archivePrefix={arXiv},
      primaryClass={stat.CO}
}