Blending Data And Models: Kalman Based Approaches

Friday, 22 January, 2021 - 09:30 - 10:30
Seminar Type: 
MATH-IMS Joint Applied Mathematics Colloquium Series
Speaker Name: 
Prof. Andrew STUART
California Institute of Technology

In 1960 Rudolph Kalman published a paper which has had lasting and substantial impact on the use of data to improve the predictive capability of mathematical models: it has been cited around 35,379 times (Google Scholar, 14/01/20). In this talk I will describe the methodology, highlight the wide range of application areas that it has impacted, and explain interesting mathematical structure that has been developed to interpret it.