I've been taking an artificial intelligence course on Udacity (http://www.udacity.com/courses), an online course taught by Sebastian Thrun. The course is called "Programming a Robotic Car". One of my co-workers pointed out that the course covers exactly what I need to learn - probabilities, Kalman Filter, Particle Filter, and SLAM. I will be blogging about my progress with the course and the insights I picked up from it.
Unlike OpenCourseWare from MIT and other webcasts offered, Udacity is much more interactive. I didn't find myself bored or distracted (though I'm taking a break right now to write this blog) because it has short quizzes (they are easy and very short) to recap the concepts covered in the video. The videos also focus on insight and doesn't dwell on the mathematical formulation of the problem unless it's absolutely necessary. And as a visual learner, I find Sebastian Thrun's drawings very helpful in understanding the concept.
I wish every web classes offered online were as good as these. I hope you find them useful.