Lecture #4 looked at localization.
The notes are available in two formats:
The lecture covered material from Chapter 5 of the textbook, Sections 5.1-5.4 and 5.6-5.7. You should read this if you have the textbook (the textbook covers much more than we had time to look at in the lecture).
The classic paper on Monte-Carlo localization is
S. Thrun, D. Fox, W. Burgard, and F. Dellaert Robust Monte Carlo Localization for Mobile Robots , Artificial Intelligence, 128(1–2):99–141, 2001.