Data assimilation refers to a large group of methods that update information from numerical computer models with information from observations. Data assimilation is used to update model states, model trajectories over time, model parameters, and combinations thereof. What distinguishes data assimilation from other estimation methods is that the computer model is a dynamical model, i.e. the model describes how model variables change over time, and its firm mathematical foundation in Bayesian Inference. As such, it generalizes inverse methods and has close connections with machine learning.