Stochastic Volatility modelling using Kalman filter

[mrcao]

Dear all,
I am a new user of Eviews. And I am having problem of solving a state space model using Kalman filter. The model as below:
Stdc (β_imt^b) = Stdc (β imt) (1- hmt)
Log [ Stdc (β_imt^b) ] = log [Stdc (β imt) ] + log (1- hmt )

Then write it again:

Log [ Stdc (β_imt^b) ] = µm + Hmt + vmt

Where:

log [Stdc (β imt) ] = µm + vmt

and µm = E [log [Stdc (β imt) ]] và vmt ~ iid (0, σ_(m,v)^2)

Hmt = log (1- hmt )

Then So the state space model is:
Log [ Stdc (β_imt^b) ] = µm + Hmt + vmt
Hmt = ϕ_m Hm,t-1 + η_mt

With η_mt ~ iid (0, σ_(m,η)^2).

This is a part of my bachelor theis. So i really need to know how solving this model.
Please help me.
Thank you so much.