Lecture 2: Stochastic Methods for Robotics - Gregory S. Chirikjian

Instructor: Gregory S. Chirikjian, Johns Hopkins University
Reading Materials: Slides for lectures will be distributed. Additionally, two books by the instructor may be consulted for greater detail:

• “Stochastic Models, Information Theory, and Lie Groups, Vols. 1+2'' Birkhauser, 2009, 2012
  (Available as PDF from the Georgia Tech Library).
• “Harmonic Analysis for Engineers and Applied Scientists'', Dover, 2016
  (Available from Amazon for ~$25.) 

Each lecture is a two-hour session with a 10-minute break in the middle.

Lecture 2 (June 13):

• Basics of Probability, Statistics and Information Theory

• Properties of Gaussian Distributions and their Generalizations

• Definitions and Concepts of Information Theory

• Applications to Classical State Estimation