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.
