You don't really have to know anything. And the current free course does not have anything to do with neural nets. They use monte carlo, kalman filters, particl

You don't really have to know anything. And the current free course does not have anything to do with neural nets. They use monte carlo, kalman filters, particle filters, PID, etc. You should feel comfortable with probability theory and if you know some linear algebra, the kalman filter example is going to make a lot more sense.