What is Gaussian Distribution

Gaussian distribution, sometimes referred to as normal distribution, is a mathematical function that defines the probability of a number in some context falling between any two real constants.

The Gaussian distribution is also commonly called the “normal distribution,” and is often described as a “bell-shaped curve.” If the number of events is very large, then a Gaussian distribution may be used to describe physical events. The normal distribution is useful because of the central limit theorem, which states that averages of random variables independently drawn from independent distributions become normally distributed when the number of random variables is sufficiently large.

It is also known as normal distribution. It is a family of continuous probability distributions where each member of the family is described by two parameters: mean and variance. This form of distribution is used by the localization with extended Kalman filter algorithm to describe the posterior belief distribution of the robot pose.