From the Kalman Filter to the Particle Filter: A Geometrical Perspective of the Curse of Dimensionality

Figure 5

Histogram of distribution of the normalized distance normalized and compared with the theoretical asymptotic Gaussian law (solid line), estimated from an ensemble of samples and represented for the different length-scale values: (a)  km, (b)  km, (c)  km, and (d)  km, for the dimension set to .

(a)

(b)

(c)

(d)