Conventional exhaust gas analyzers are of limited use in transient engine testing as the dynamics of the analyzers cause distortion of the emissions measurement during transients. An advanced technique is presented which uses signal reconstruction to determine the actual emissions during engine transients from the distorted output of a conventional exhaust gas analyzer. The reconstruction technique is based on the design of a finite horizon filter which is a dual of generalized predictive control theory. Results are presented which demonstrate the use of this technique for reconstruction of instantaneous emissions from a diesel engine over a part of the US heavy duty test cycle. The results show that the reconstructed emissions recover significant information which is otherwise obscured by the distortion introduced by the analyzer dynamics. In addition, the reconstructed emissions can be corrected for exhaust gas mass flow rate, enabling a more accurate evaluation of the instantaneous and cumulative mass emissions during complex transient cycles to aid in engine development.