The applications of the framework of filtering theory to the problem of data assimilation is an exciting area of current interest. Some of the emerging areas of research at the interface of these two fields are i) the adaption of filtering theoretical ideas, including those related to particle filters, for use in high or infinite dimensional systems, ii) the effects of nonlinearity on filtering, iii) the use of large quantities of data such as satellite data, iv) the development of new numerical techniques for addressing these problems.
The main aim of this discussion meeting will be to bring together students and researchers in India working on probability, stochastic processes, and other related fields, in mathematics and engineering, to expose them to some of the exciting recent applications of nonlinear filtering theory to data assimilation problems. The invited speakers are all experts in either of the two areas or are working at the forefront of bringing these areas together, and will be able to help us build bridges between the various research groups and communities in India and beyond.
This meeting is supported by the "EADS Corporate Foundation International Teaching and Research Chair" entitled "Mathematics of Complex Systems" and awarded to ICTS-TIFR and TIFR-CAM, Bangalore.