Structural modelling and Kalman filter

[Carole Birrell <cbirrell@uow.edu.au>]

Dear Splus users,
Could anyone  tell me if  SPLUS (or R) will handle structural time 
series models. The general  approach of first putting the structural 
model into state space form and then using the Kalman filter is what I 
am hoping to do.
I can't seem to find any mention of it in the help files or the manuals.  

If not, could anyone recommend any other software (I know about STAMP 
but do not have it as this point).
Thanking you in advance,
Carole.