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Robotics 501: Mathematics for Robotics

ROB 501: Mathematics for Robotics, is a graduate-level course at the University of Michigan that introduces applied mathematics for robotics engineers.

Topics include vector spaces, orthogonal bases, projection theorem, least squares, matrix factorizations, Kalman filter and underlying probabilistic concepts, norms, convergent sequences, contraction mappings, Newton Raphson algorithm, local vs global convergence in nonlinear optimization, convexity, linear and quadratic programs.

This offering of the course is from Fall 2018.

Prerequisites

It is assumed that students know basic matrix algebra, such as how to multiply and invert matrices, what is the rank of a matrix, and how to compute eigenvectors; know how to compute means and variances given a density of a continuous random variable, and conditional probability and how to compute it; know vector calculus and will review how to compute gradients of functions and what is the method of Lagrange multipliers; simple properties of complex numbers; and how to use MATLAB, including plotting, various types of multiplication, such as * vs .* (star vs dot star), writing a for loop, or finding help.

Lecture Videos, Textbook & Notes

All lecture videos are available on YouTube:
ROB 501 Fall 2018 videos

Also, the textbook, lecture notes and handouts are available.

Recitatioins

Recitation questions and answers are both available.

Course Plan

LectureTopicYouTubeAssignments Due
1Intro & ProofsVideo
2Induction, Fundamental Theorem, & ContradictionVideo
3Abstract Linear AlgebraVideo
4Subspaces & Linear IndependenceVideoHomework 1
5Basis Vectors & DimensionVideo
6Linear Operators & EigenvaluesVideoHomework 2
7Similar Matrices & NormsVideo
8Inner Product SpacesVideoHomework 3
9Projection Theorem & Gram-SchmidtVideo
10Normal Equations & Least SquaresVideoHomework 4
11Symmetric & Orthogonal MatricesVideo
12Positive Semi-Definite Matrices & Schur Complement TheoremVideoHomework 5
13Recursive Least Squares & Kalman FilterVideo
14Least Squares & ProbabilityVideo
15Best Linear Unbiased EstimatorVideoHomework 6
16QR FactorizationVideoExam 1
17Modified Gram-Schmidt & Minimum Variance EstimatorVideo
18Probability Space & Random VariablesVideo
19Gaussian Random VectorsVideoHomework 7
20Real Analysis & Normed SpacesVideo
21Real Analysis & Interior of a SetVideoHomework 8
22Newton-Raphson AlgorithmVideo
23Cauchy SequencesVideoHomework 9
24Continuous FunctionsVideo
25Weierstrass TheoremVideo
26Final Class & Linear ProgrammingVideoHomework 10 & Exam 2

A more detailed course plan is available.

Credits

License

All code is licensed under the GNU General Public License v3.0.

All other content, including textbooks, homeworks, and video, is licensed under the Creative Commons Attribution-NonCommericial 4.0 (CC BY-NC 4.0).

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