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An exact smoother in a fuzzy jump Markov switching model

  • Dhofar University
  • Centre national de la recherche scientifique

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper, we proposed an extension of the classical Conditionally Gaussian Observed Markov Switching Model (CGOMSM) by incorporating fuzzy switches. The proposed approach allows the modeling of transient switches and handles the discontinuity feature in switching regime models by using fuzzy switches instead of hard jumps. Fuzzy switched based approach is more adapted to real-world application in which regime continuity is an intrinsic property. To define an efficient scheme for an exact smoothing in CGOMFSM, we adapt fast smoothing equations to cope with the fuzzy model. Finally, we show through several experiments the interest of the fuzzy switches model.

Original languageEnglish
Title of host publicationRepresentations, Analysis and Recognition of Shape and Motion from Imaging Data - 6th International Workshop, RFMI 2016, Revised Selected Papers
EditorsFaten Chaieb, Faouzi Ghorbel, Boulbaba Ben Amor
PublisherSpringer Verlag
Pages111-125
Number of pages15
ISBN (Print)9783319606538
DOIs
Publication statusPublished - 1 Jan 2017
Event6th International Workshop on Representations, Analysis and Recognition of Shape and Motion from Imaging Data, RFMI 2016 - Sidi Bou Said Village, Tunisia
Duration: 27 Oct 201629 Oct 2016

Publication series

NameCommunications in Computer and Information Science
Volume684
ISSN (Print)1865-0929

Conference

Conference6th International Workshop on Representations, Analysis and Recognition of Shape and Motion from Imaging Data, RFMI 2016
Country/TerritoryTunisia
CitySidi Bou Said Village
Period27/10/1629/10/16

Keywords

  • Exact smoothing
  • Fuzzy switching models
  • Non-linear Markov systems

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