Andrew Stuart: The Legacy of Rudolph Kalman

Submitted by Tony I Garcia on

The Department of Applied Mathematics is pleased to host this series of colloquium lectures, funded in part by a generous gift from the Boeing Company. This series will bring to campus prominent applied mathematicians from around the world.

Speaker: Andrew Stuart

Date: March 14th, 2019, 4pm

Location: (GWN 201

Title: The Legacy of Rudolph Kalman

Abstract: 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 Kalman's work continues to grow too. The lecture will describe the 1960 paper, and developments that have stemmed from it, revolutionizing fields such as space-craft control, weather prediction, oceanography, oil recovery, medical imaging and artificial intelligence. 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 and data science.