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The Imperial College London (UK) and INPE (National Institute for Space Research, Brazil) organized a short course on data assimilation in the period July 11th-15th, 2022. The course consists of two parts: theory/methods and applications, including 15 lectures. Lecture 1: What is data assimilation? • [Data Assimilation] L1: What is data ... Lecture 2: Nudging and backward-forward approach for data assimilation • [Data Assimilation] L2: Nudging and b... Lecture 3: From least squares to Kalman filter, particle filter, and beyond • [Data Assimilation] L3: From least sq... Lecture 4: Ensemble Kalman filter • [Data Assimilation] L4: Ensemble Kalm... Lecture 5: Optimal interpolation and variational (3D/4D) methods • [Data Assimilation] L5: Optimal inter... Lecture 6: Adjoint-free approach to 4D variational data assimilation • [Data Assimilation] L6: Adjoint-free ... Lecture 7: Hybrid methods: The best of ensemble Kalman filters and variational methods • [Data Assimilation] L7: Hybrid method... Lecture 8: On particle filters and particle flow filters and smoother: towards fully nonlinear data assimilation • [Data Assimilation] L8: On particle f... Lecture 9: Data assimilation by neural networks on ocean circulation model • [Data Assimilation] L9: Data assimila... Lecture 10: Data assimilation on space weather models • [Data Assimilation] L10: Data assimil... Lecture 11: Data assimilation in hydrology by neural network • [Data Assimilation] L11: Data assimil... Lecture 12: WRF atmospheric model and data assimilation by neural network • [Data Assimilation] L12: WRF atmosphe... Lecture 13: Data assimilation: big data and exascale computing • [Data Assimilation] L13: Data assimil... Lecture 14: Data learning: integrating data assimilation and machine learning – Applications to the COVID-19 pandemic • [Data Assimilation] L14: Data learnin... Lecture 15: Real-time predictive modelling machine learning and data assimilation in environmental problems • [Data Assimilation] L15: Real-time pr... World experts on data assimilation gave several talks on many techniques for data assimilation. Data assimilation for physics-based models representing several applications was discussed during the course, including meteorology, air pollution, oceanography, hydrology, and Covid-19 pandemic dynamics. Theoretical and practical challenges were addressed in the course, dealing with mathematical computer techniques, Big Data, and machine learning schemes, with green and exascale computing.