[en] We are seeking linear projections of supervised high-dimensional robot observations and an appropriate environment model that optimize the robot localization task. We show that an appropriate risk function to minimize is the conditional entropy of the robot positions given the projected observations. We propose a method of iterative optimization through a probabilistic model based on kernel smoothing. To obtain good starting optimization solutions we use canonical correlation analysis. We apply our method on a real experiment involving a mobile robot equipped with an omnidirectional camera in an office setup.