The purpose of this course is to teach the use of advanced probabilistic techniques to solve canonical problems of mobile robotics and autonomous systems. These problems include localization, map building, navigation and exploration. To this end we also need to investigate noisy sensor and actuator models. By the end of this course, you will have gained theoretical and practical application knowledge about the use of the Bayes Filter for estimation and its various implementations to solve these problems. Hopefully, you will be at a point to use this knowledge to advance your research goals or to find more competitive engineering solutions in your work.