title: How to Implement Integrated Random Walk Trend Component in Tensorflow Probability
body: <p>I'm running tensorflow 2.1 and tensorflow_probability 0.9. I have fit a Structural Time Series Model with a seasonal component.</p>
  
  <p>I wish to implement an Integrated Random walk in order to smooth the trend component, as per Time Series Analysis by State Space Methods: Second Edition, Durbin &amp; Koopman.  The integrated random walk is achieved by setting the level component variance to equal 0.  </p>
  
  <p>Is implementing this constraint possible in Tensorflow Probability?</p>
  
  <p>Further to this in Durbin &amp; Koopman, higher order random walks are discussed.  Could this be implemented?</p>
  
  <p>Thanks in advance for your time.</p>