Kody Law is a Mathematician in the Computer Science and Mathematics Division at Oak Ridge National Laboratory.  He received his PhD in Mathematics from the University of Massachusetts in 2010, and subsequently held positions as a postdoc at the University of Warwick and a research scientist at King Abdullah University of Science and Technology.  He has published in the areas of computational applied mathematics, physics, and dynamical systems.  His current research interests are focused on inverse uncertainty quantification: data assimilation, filtering, and Bayesian inverse problems. Andrew M. Stuart is a Professor at the Mathematics Institute, Warwick University. He received his PhD from Oxford University, and has previously held permanent positions at Bath University and Stanford University.  His primary research interests are in the field of applied and computational mathematics. He has won numerous awards, including the SIAM JDCrawford Prize and the Monroe Martin Prize in Applied Mathematics; he is also a SIAM Fellow. He has authored over one hundred journal article, and three books, including Multiscale Methods: Averaging and Homogenization (Springer, 2008, with G. Pavliotis).                 Konstantinos Zygalakis is a Lecturer in Applied Mathematics at the University of Southampton. He received his PhD from the University of Warwick in 2009 and held postdoctoral positions at the Universities of Cambridge, Oxford and the Swiss Federal Institute of Technology, Lausanne  before joining Southampton in 2012. In 2011 he was awarded a Leslie Fox prize (IMA UK). His research interests span from the theoretical and numerical aspects of stochastic processes and homogenization theory  to applications  in mathematical biology.

• Mathematical background.- ​Discrete Time: Formulation.- Discrete Time: Smoothing Algorithms.- Discrete Time: Filtering Algorithms.- Discrete Time: MATLAB Programs.- Continuous Time: Formulation.- Continuous Time: Smoothing Algorithms.- Continuous Time: Filtering Algorithms.- Continuous Time: MATLAB Programs.- Index.

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Kody Law is a Mathematician in the Computer Science and Mathematics Division at Oak Ridge National Laboratory.  He received his PhD in Mathematics from the University of Massachusetts in 2010, and subsequently held positions as a postdoc at the University of Warwick and a research scientist at King Abdullah University of Science and Technology.  He has published in the areas of computational applied mathematics, physics, and dynamical systems.  His current research interests are focused on inverse uncertainty quantification: data assimilation, filtering, and Bayesian inverse problems. Andrew M. Stuart is a Professor at the Mathematics Institute, Warwick University. He received his PhD from Oxford University, and has previously held permanent positions at Bath University and Stanford University.  His primary research interests are in the field of applied and computational mathematics. He has won numerous awards, including the SIAM JDCrawford Prize and the Monroe Martin Prize in Applied Mathematics; he is also a SIAM Fellow. He has authored over one hundred journal article, and three books, including Multiscale Methods: Averaging and Homogenization (Springer, 2008, with G. Pavliotis).                 Konstantinos Zygalakis is a Lecturer in Applied Mathematics at the University of Southampton. He received his PhD from the University of Warwick in 2009 and held postdoctoral positions at the Universities of Cambridge, Oxford and the Swiss Federal Institute of Technology, Lausanne  before joining Southampton in 2012. In 2011 he was awarded a Leslie Fox prize (IMA UK). His research interests span from the theoretical and numerical aspects of stochastic processes and homogenization theory  to applications  in mathematical biology.

• Mathematical background.- ​Discrete Time: Formulation.- Discrete Time: Smoothing Algorithms.- Discrete Time: Filtering Algorithms.- Discrete Time: MATLAB Programs.- Continuous Time: Formulation.- Continuous Time: Smoothing Algorithms.- Continuous Time: Filtering Algorithms.- Continuous Time: MATLAB Programs.- Index.

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Kody Law is a Mathematician in the Computer Science and Mathematics Division at Oak Ridge National Laboratory.  He received his PhD in Mathematics from the University of Massachusetts in 2010, and subsequently held positions as a postdoc at the University of Warwick and a research scientist at King Abdullah University of Science and Technology.  He has published in the areas of computational applied mathematics, physics, and dynamical systems.  His current research interests are focused on inverse uncertainty quantification: data assimilation, filtering, and Bayesian inverse problems. Andrew M. Stuart is a Professor at the Mathematics Institute, Warwick University. He received his PhD from Oxford University, and has previously held permanent positions at Bath University and Stanford University.  His primary research interests are in the field of applied and computational mathematics. He has won numerous awards, including the SIAM JDCrawford Prize and the Monroe Martin Prize in Applied Mathematics; he is also a SIAM Fellow. He has authored over one hundred journal article, and three books, including Multiscale Methods: Averaging and Homogenization (Springer, 2008, with G. Pavliotis).                 Konstantinos Zygalakis is a Lecturer in Applied Mathematics at the University of Southampton. He received his PhD from the University of Warwick in 2009 and held postdoctoral positions at the Universities of Cambridge, Oxford and the Swiss Federal Institute of Technology, Lausanne  before joining Southampton in 2012. In 2011 he was awarded a Leslie Fox prize (IMA UK). His research interests span from the theoretical and numerical aspects of stochastic processes and homogenization theory  to applications  in mathematical biology.

• Mathematical background.- ​Discrete Time: Formulation.- Discrete Time: Smoothing Algorithms.- Discrete Time: Filtering Algorithms.- Discrete Time: MATLAB Programs.- Continuous Time: Formulation.- Continuous Time: Smoothing Algorithms.- Continuous Time: Filtering Algorithms.- Continuous Time: MATLAB Programs.- Index.

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