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Modern robotics empowers machines with perception, learning, and decision-making, moving beyond mere repetition. This exploration delves into the construction of intelligent robots, from processing noisy sensor data in uncertain environments to making informed choices and adapting over time. Probability theory, motion modeling, and deep learning converge, enabling robots to sense, plan, and act in complex settings. Concepts like belief states, Kalman filtering, Markov Decision Processes, and SLAM are crucial. Autonomous vehicles and drones exemplify this, integrating advanced planning and learning to navigate dynamic real-world scenarios, marking a shift towards proactive, thinking robots.