To cite dlm in publications use:

  Petris G (2010). “An R Package for Dynamic Linear Models.” _Journal
  of Statistical Software_, *36*(12), 1-16.
  <https://www.jstatsoft.org/v36/i12/>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {An {R} Package for Dynamic Linear Models},
    author = {Giovanni Petris},
    journal = {Journal of Statistical Software},
    year = {2010},
    volume = {36},
    number = {12},
    pages = {1--16},
    url = {https://www.jstatsoft.org/v36/i12/},
  }

  Petris G, Petrone S, Campagnoli P (2009). _Dynamic Linear Models with
  R_, series useR! Springer-Verlag, New York.

A BibTeX entry for LaTeX users is

  @Book{,
    title = {Dynamic Linear Models with R},
    author = {Giovanni Petris and Sonia Petrone and Patrizia Campagnoli},
    year = {2009},
    series = {useR!},
    publisher = {Springer-Verlag, New York},
  }