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Probability and statistics. Stochastic signal processing. Estimation and Detection theory (I highly recommend that you find a class that uses Harry VanTrees's book and that offers office hours, that you enroll, and study, and that you reserve lots of time in your schedule to take it -- if you can learn that stuff by reading the book you're somewhere in the ...


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The Probabilistic Robotics written by Thuran and his colleagues was completely helpful for me. Also, you can follow one of their colleague videos on youtube for SLAM.


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