The Legacy Of Rudolph Kalman: From Navigation Through Weather Forecasting To Machine Learning
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.