Lecture 5: 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 5 (June 19):

• What is a Lie Group? 

• Fourier Analysis on Groups

• Gaussian Distributions on Groups

• Applications to Hand-Eye Calibration