ABSTRACT
We present in this chapter an overview of the ideas and concepts of the Bayesian analysis of the dynamic linear model. The treatment is discursive but not overly technical, designed to provide a hook into the mathematical and analytical structure without obscuring the focus with detail. With this groundwork in place, the individual elements introduced and elaborated in the modelling discussion will fit recognisably into the overall framework. An extensive formal development is given in Chapter 3.
