Perturbations of the Kerr spacetime in horizon penetrating coordinates

We derive the Teukolsky equation for perturbations of a Kerr spacetime when the spacetime metric is written in either ingoing or outgoing Kerr-Schild form. We also write explicit formulae for setting up the initial data for the Teukolsky equation in the time domain in terms of a three metric and an extrinsic curvature. The motivation of this work is to have in place a formalism to study the evolution in the ``close limit'' of two recently proposed solutions to the initial value problem in general relativity that are based on Kerr-Schild slicings. A perturbative formalism in horizon penetrating coordinates is also very desirable in connection with numerical relativity simulations using black hole ``excision''.