You need to take a look at Missouri Statute Section 452.277 RSMo, it covers the requirements for written notice, and the procedures for relocation within or outside the state of Missouri. This is the statute that you need to comply wiht. After you look at his statute you should visit with an attorney and get advise on the relocation issue, and whether or not a court proceeding is necessary.
The answer to your question depends on your legal status with your children's father. Were you married? If so then he does have certain rights to the children. If you were not married, then his legal standing is much different. I would tell you to contact an attorney and bring all of your relevant paperwork prior to any move.