Abstract: As we mark the centennial of China’s meteorological endeavors, it is very important to reflect on the past and look ahead to the future at this threshold of history. This hundred-year journey is the result of relentless efforts and hard work of several generations of scientists. At this milestone moment, we must not only celebrate this significant occasion, but also take the opportunity to review the development history of meteorology and related fields, summarize scientific achievements we have made, and explore future development directions, with the aim of accelerating the prosperity and progress of China’s meteorological cause. Data assimilation, as a key scientific issue in accurately depicting the state of the atmosphere, oceans, and climate, was proposed over a hundred years ago. However, it is the rapid advancement of computer technology in recent decades that has enabled the implementation and application of some cutting-edge methods and techniques. Data assimilation is an interdisciplinary applied science closely related to meteorology, physics, mathematics, and computer science, and its development is closely linked to the progress of these disciplines. It would be of great interest to compare advanced methods and theories of data assimilation with achievements of these disciplines, hoping to summarize past progress and provide guidance for future development. This article, from the perspective of applied mathematics, delves into the essence of mainstream assimilation algorithms, clarifies common misconceptions, and proposes key directions for future research. Let us join hands to move forward, using data assimilation as a link between the past and the future, and jointly open a new chapter in China's meteorological endeavors.