The following notebooks contain my notes from studying Probabilistic Robotics by Thrun, Bergard, and Fox (copyright 2006). I've worked through several of the exercises and have added a few examples of my own.
I wrote these notes to improve my own understanding and retention of this material. I've tried to keep these notes organized such that they can be read by others. The notes assume a mathematical background similar to my own: college coursework in calculus, differential equations, linear algebra, and statistics. I explain math concepts that I had to learn specifically for Probabilistic Robotics, but otherwise I will assume the reader can follow the math.
To enhance readability and understanding, the notation in this notebook differs slightly from the notation in Probabilistic Robotics. I use arrow notation to denote vectors (i.e., single-column matrices), such as $\vec x_t$. Matrices are indicated by a bold font, such as $\mathbf{A}$.
Stacy Irwin, 23 August 2018