Robotics 501: Mathematics for Robotics - ROB 501: Probability Space & Random Variables

This is Robotics 501: Mathematics for Robotics from the University of Michigan. In this video: Probability Space. Random variables and vectors as functions. Moments of random vectors. Marginal densities, independence, and correlation. Conditional probabilities. Conditioning one random vector on another. Remarks on conditional random vectors. A peek at the Kalman Filter. All Fall 2018 course materials are free and accessible here and on the Github project. More on: ROB 501 Github: https://github.com/michiganrobotics/rob501 University of Michigan Robotics: https://robotics.umich.edu