1. Prologue: linking 'The Future' with the present; 2. A data assimilation reminder; 3. Remembrance of things path; 4. SDA variational principles; Euler–Lagrange equations and Hamiltonian formulation; 5. Using waveform information; 6. Annealing in the model precision Rf; 7. Discrete time integration in data assimilation variational principles; Lagrangian and Hamiltonian formulations; 8. Monte Carlo methods; 9. Machine learning and its equivalence to statistical data assimilation; 10. Two examples of the practical use of data assimilation; 11. Unfinished business; Bibliography; Index.