EGU general assembly short course on data assimilation 2019: the slides!

My colleagues Alberto Carrassi, Olivier Talagrand and I, have organised a short course entitled Data assimilation in the geosciences - An Overview, during the EGU general assembly 2019. In spite of the course being in the very last time slot, we had about 50 attendants in the room. You will find below the slides of the three courses (updated from 2018).

• Part I (Alberto Carrassi): Bayesian formulation of data assimilation. Gaussian approximations and the Kalman filter.

• Part II (Olivier Talagrand): Variational methods. The ensemble Kalman filter.

• Part III (Marc Bocquet): Localisation and inflation. The ensemble variational methods. Particle filters.

Here is a link to the review paper on which this short course is partially based on.