STATE ESTIMATION FOR ROBOTICS
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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