[R] Kalman-filtering

[marc wildi]

I have a problem involving state space models with a multivariate
observation equation. In other words: the kalman filtering routines as
implemented in the package ts cannot be used since it treats the
univariate case only. My question : does a multivariate kalman filtering
procedure for R exist somewhere in the world?
Where could I perhaps expect to find something like that?

Many thanks

M. Wildi