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12.864 Inference from Data and Models, Spring 2003

First solution basis vector obtained in solving the Laplace equation.
First solution basis vector obtained in solving the Laplace equation
using the singular value decomposition. This field arises from the
need to solve practical problems with incomplete, contradictory and
erroneous data and is an example of an inverse method. (Courtesy
of Prof. Carl Wunsch.)

Highlights of this Course

The course is based upon a textbook (The Ocean Circulation Inverse Problem), and a primer on Time Series Analysis, both by the instructor. The primer, along with references and exercises can be found in the lecture notes section. There are also homework assignments available for this course.

Course Description

The course is directed at making scientifically sensible deductions from the combination of observations with dynamics and kinematics represented, generically, as "models". There are two overlapping central themes
  • linear "inverse" methods and data "assimilation" including regression, singular value decomposition, objective mapping, non-stationary models and data, Kalman filters, adjoint methods ("assimilation") etc.
  • standard time series analysis, including basic statistics, Fourier methods, spectra, coherence, filtering, etc.


Prof. Carl Wunsch

Course Meeting Times

Two sessions / week
1.5 hour / session




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