The following are my self-study notes for the PhD preparatory course, Probabilistic Robotics. This content is intended solely for personal review and to motivate myself. Please email me at 12011126@mail.sustech.edu.cn to report any issue, and the original course metarials are at https://mitpress.mit.edu/9780262201629/probabilistic-robotics/. As I own the physical book, translated into Simplified Chinese, I would write the following contents in the same language but not English, in order to prevent using wrong academic expressions.