Course offered to M2 SIAM and Ensimag 3A MMIS students, see http://msiam.imag.fr/doku.php?id=lectures#inverse_methods_and_data_assimilation.
Forecasting the weather, identifying the optimal shape of an aircraft wing, medical imagery, and more generally determining the value of some unknown parameters in a system given a mathematical model and/or observations, is an inverse problem. Methods for addressing such problems are described in this course. These methods are based either on optimal control theory or on statistical estimation theory.