Inquiry about buliding Dynamics Linear Models using Bayesian inference?

[Freestyleyang]

Dear Ahmed Nagi,

My name is Yang Yang and I am a Ph.D. student from the University of Alberta in Canada.

I am now working on extreme precipitation analysis. Recently, I have read your great tutorial on Linear State Space Linear Models, and Kalman Filters, which has inspired me a lot.

In your tutorial, you have shown how to build DLM using MLE. May I ask if you could show how to use Bayesian inference to estimate the unknown parameters (Example 4 in the tutorial)? Thank you so much for your time and I really appreciate your kind help.

Best regards,
Yang Yang