“…When the computational model arises from a dynamical system, and time dependent observational data of that system are available, then the process of combining the model and the data to obtain a more informed system is called data assimilation. Data assimilation research has been mainly driven by practitioners, initially in the field of numerical weather prediction and ocean modeling [49,50,56,86,87,120,135,139,155,156,164], but nowadays has many more applications in geosciences [38,79,143,171], ecology [130,140], biology [126,151], chemistry [29,66], mechanical engineering [3,47], medicine [68,115], image processing [22,32], as well as human and social sciences [157,159], see also [8] and references therein, with the potential for further utilization in data science and machine learning. In particular, as it becomes easier to make large numbers of relatively accurate observations of a system (we explain later what we mean by a system), a major challenge is how best to use this information to update and refine the model of that system.…”