CMx Lunch

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 the mathematical models developed to understand the world around us. As our ability to gather data grows at an enormous rate, the importance of this work continues to grow too. The lecture will describe the paper and developments that have stemmed from it, revolutionizing fields such space-craft control, weather prediction, oceanography and oil recovery; the potential applicability in new application domains such as medical imaging and machine learning will also be demonstrated. Some mathematical details will be 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.