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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. vk i 10 Dec 2017 Inline above ( ): rvi i changed to ri T. 10 Dec 2017 Equation ( ): 0 changed to 0. 10 Dec 2017 Inline below ( ): e(xop ) = Lu(xop ) changed to e(xop ) = L 1 u(xop ). 10 Dec 2017 Angular acceleration: 21 changed to .. 21.

1 Introduction 1 1.1 A Little History 1 1.2 Sensors, Measurements, and Problem De nition 3 1.3 How This Book Is Organized 4 1.4 Relationship to Other Books 5 Part I Estimation Machinery 7 2 Primer on Probability Theory 9 2.1 Probability Density Functions 9 2.1.1 De nitions 9 2.1.2 Bayes’ Rule and Inference 10 2.1.3 Moments 11 2.1.4 Sample ...

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