In this talk I will describe what agent-based models (ABMs) are and the mathematical challenges they present. I will also introduce data assimilation and the ensemble Kalman filter (EnKF). Using an extremely simple ABM, corresponding to a Markov chain that can be solved exactly, I will illustrate how the EnKF works and highlight some of things one must consider when applying data assimilation techniques. I will discuss an application using real data of footfall counts in Leeds.