Today:
Feel free to supplement my own notes for the lecture, but here they are for your convenience.
Some additional resources on the particle filter:
A nice conceptual explanation of particle filters (no equations). The video is from Sweden so naturally the examples involve fjords (highly recommended):
http://www.youtube.com/watch?v=aUkBa1zMKv4
Video of a particle filter for localizing a robot in an image (the red boxes are particles):
http://www.youtube.com/watch?v=LmxHQdzytRw
This tutorial gets into more of the mathematical gory detail, but is pretty well organized (this one is primarily aimed at those of you that want a more thorough understanding of the theory behind *why* the particle filter works):
http://www.stats.ox.ac.uk/~doucet/doucet_defreitas_gordon_smcbookintro.pdf
Huge list of particle filter resources (I looked at a few of the links and some were good others not so much… However, the list is very comprehensive)