Mini Course: Stochastic Methods for Robotics

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.) 

Lecture 3 (June 14):

• Numerical Methods for Sampling from a Given Distribution

• Stochastic Differential Equations in Euclidean Space

• Fokker-Planck Equations

• Applications to Particle Filtering