Materials
Course book
The course book can be found in the following link and is also available, e.g., in Amazon:
http://users.aalto.fi/~ssarkka/pub/cup_book_online_20131111.pdf
Additional materials (examples from the book, etc.) can be found on the book's homepage (tab "Resources"):
http://www.cambridge.org/fi/academic/subjects/statistics-probability/applied-probability-and-stochastic-networks/bayesian-filtering-and-smoothing
Lecture slides
After each lecture, the lecture slides will be added below in PDF form.