Program in Applied Mathematics Colloquium

In 1960 Rudolph Kalman published what is arguably the first
paper to develop a systematic, principled approach to the
use of data to improve the predictive capability of mathematical
models. As our ability to gather data grows at an enormous rate,
the importance of this work continues to grow too. The lecture
will describe this paper, and developments that have stemmed
from it, revolutionizing fields such navigation, weather
prediction, oceanography, oil recovery, medical imaging and machine
learning. Some mathematical details will be also provided, but
limited to simple concepts such as optimization and iteration; the
talk is designed to be broadly accessible to anyone with an
interest in quantitative science.