[Gretl-users] heteroscedaticity in kalman filters

Dear Gretl users, I discovered a way to perform (in Gretl) a local level model with conditional heteroscedastic disturbances (see attached script). The result is very similar to an ARIMA(0,1,1)+GARCH(1,1). This way can be the base for several state space models with conditional heteroscedastic disturbances. Unfortunately, at the moment, I haven't a smart idea about the MLE estimation of the parameters. Any suggestions will be appreciated. Paolo