Time-Varying Coefficient Model

I would like to estime a Time-Varying coefficient model, presented in Chow (1984). This model can be modeled in a state space representation using the Kalman Filter
I regress the yield bond spread (Y_t) on several independent variables (X_t). The betas follow a random walk path:

Y_t=X_t*b_t+e_t COV(e_t)=R (Diagonal)
b_t=b_(t-1) + n_t COV(n_t)=V (Unstructured)

Although, I use sparse data, where the number of observation varies from one time to the other (n_t), so the dimension of the R matrix varies.
Could this model be estimated in stata?