Andrew Stuart (Caltech): Blending Data And Models: Kalman Based Approaches

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 35,000 times (Google Scholar, August 2020). 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.

Slides of the talk