ABSTRACT
Chapter 2 gave a heuristic introduction to the dynamic linear model con centrating on discussion of the conceptual framework omitting technical detail. This chapter fills in that detail. The complete analytical struc ture of the univariate DLM is presented, with the caveat that some of the more technically complicated results are presented without proof. Where such proofs are omitted references are given. The ordering of the material mirrors the development in Chapter 2 so that both chapters can be easily cross-referenced. You may find it a useful pedagogical device to work through the tutorials in Part B as you read this Chapter. Those tutorials are designed to exemplify in an applied setting the concepts introduced in Chapter 2 and detailed theoretically here.
