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