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

Figure 6

Histogram of distribution of the normalized distance deduced from the EnKF 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)