Our aim is to provide a broad based background on the mathematical principles and tools from linear algebra, multivariate calculus and finite dimensional optimization theory, estimation theory, non-linear dynamics and chaos that constitute the basis for dynamic data assimilation as we know today. Our aim is to present the ideas at the level of a first year graduate/final year undergraduate student aspiring to enter this exciting area.
Prof. S. Lakshmivarahan in Lecture 1.
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