In the field of probabilistic robotics, a central problem is to determine a robot’s state given knowledge of a time series of control commands and sensor readings. The effects of control commands and the behavior of sensor devices are both modeled probabilistically. A variety of methods are available for deriving the robot’s belief state, which is a probabilistic representation of the robot’s true state (which cannot be directly known). This paper presents a series of five weekly assignments to teach this material at the advanced undergraduate/graduate level. The theoretical aspect of the work is reinforced by practical implementation exercises using ROS (Robot Operating System), and the Bilibot, an educational robot platform.