Data assimilation is the process of combining our knowledge of a system, including both observations and dynamics, to produce estimates of the state of a system. The state of a system, or state variable, describes the physical, chemical, or biological environment. Real, four-dimensional systems are generally under-sampled. This is particularly true in the coastal marine environment where there is a broad range of relevant time and space scales. There is inadequate spatial or temporal resolution in the measurements. Variables of interest cannot be measured adequately, or we wish to predict the future. These problems may be addressed through judicious application of data assimilation.