Assimilation of meteorological or oceanographical observations can be described as the process through which all the available information is used in order to estimate as accurately as possible the state of the atmospheric or oceanic flow. The available information essentially consists of the observations proper, and of the Physical laws which govern the evolution of the flow. The latter are available in practice under the form of a numerical model. The existing assimilation algorithms can be described as either sequential or variational. The links between these algorithms and the theory of statistical estimation are discussed. The performances of present algorithms, and the perspectives for future development, are also briefly discussed.