We will learn about the Gaussian distribution for parametric modeling in robotics. The Gaussian distribution is the most widely used continuous distribution and provides a useful way to estimate uncertainty and predict in the world. We will start by discussing the one-dimensional Gaussian distribution, and then move on to the multivariate Gaussian distribution. Finally, we will extend the concept to models that use Mixtures of Gaussians.

We will learn about the Gaussian distribution for tracking a dynamical system. We will start by discussing the dynamical systems and their impact on probability distributions. This linear Kalman filter system will be described in detail, and, in addition, non-linear filtering systems will be explored.