Kalman filtering:  assume p(x) is a Gaussian
Key
•s = x (position)
•o = z (sensor)
[Schiele et al. 94], [Weiß et al. 94], [Borenstein 96], [Gutmann et al. 96, 98], [Arras 98]
initial state
prediction
measurement
posterior
prediction
Robot figures courtesy of Dieter Fox