Transcription of STATE ESTIMATION FOR ROBOTICS
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STATE ESTIMATION FOR ROBOTICS
STATE ESTIMATION FOR. ROBOTICS . Timothy D. Barfoot c 2019. Copyright Cambridge University Press is the Official Publisher This Unofficial Version Compiled on October 1, 2019. Send errata to Revision History 13 May 2017 Version best matching published first edition 12 Aug 2017 Equation ( ): x changed to xx 12 Aug 2017 Page 111, bullet 4: y changed to yy 12 Aug 2017 Page 117, bullet (ii): changed 4(a) to 3. 12 Aug 2017 Equation ( ): P changed to P k 12 Aug 2017 Equation ( ): P k changed to P k 12 Aug 2017 Equation ( ): xop,k,0 changed to xop,k,i 12 Aug 2017 Equation ( ): removed negative sign 22 Nov 2017 Fixed typo in Jacobi identity (page 218). 10 Dec 2017 Equation ( ): 1yy yx changed to xy yy 1.
2.1.4 Sample Mean and Covariance 12 2.1.5 Statistically Independent, Uncorrelated 12 2.1.6 Normalized Product 13 2.1.7 Shannon and Mutual Information 14 2.1.8 Cram er-Rao Lower Bound and Fisher Information 14 2.2 Gaussian Probability Density Functions 15 2.2.1 De nitions 15 2.2.2 Isserlis’ Theorem 16 2.2.3 Joint Gaussian PDFs, Their Factors ...
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