You can download Statistical algorithms for models in state space form using SsfPack 2.2 (PDF, 372 KB) and view it directly using your favourite PDF reader. The documentation has appeared as an article in Econometrics Journal (Volume 2, p.113-166). Copyright for this article is held by the Royal Economic Society, but is made available on this site for personal use free of charge by permission of the Society.
A comprehensive treatment of the state space approach is given in Time Series Analysis by State Space Methods by J. Durbin and S.J. Koopman. It is published as volume 24 in the Oxford Statistical Science Series by the Oxford University Press, and can be bought from OUP-UK, OUP-US, Amazon, Barnes & Noble , amongst other places.