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An exact smoother in a fuzzy jump Markov switching model

  • Dhofar University
  • CNRS

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Résumé

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.

langue originaleAnglais
titreRepresentations, Analysis and Recognition of Shape and Motion from Imaging Data - 6th International Workshop, RFMI 2016, Revised Selected Papers
rédacteurs en chefFaten Chaieb, Faouzi Ghorbel, Boulbaba Ben Amor
EditeurSpringer Verlag
Pages111-125
Nombre de pages15
ISBN (imprimé)9783319606538
Les DOIs
étatPublié - 1 janv. 2017
Evénement6th International Workshop on Representations, Analysis and Recognition of Shape and Motion from Imaging Data, RFMI 2016 - Sidi Bou Said Village, Tunisie
Durée: 27 oct. 201629 oct. 2016

Série de publications

NomCommunications in Computer and Information Science
Volume684
ISSN (imprimé)1865-0929

Une conférence

Une conférence6th International Workshop on Representations, Analysis and Recognition of Shape and Motion from Imaging Data, RFMI 2016
Pays/TerritoireTunisie
La villeSidi Bou Said Village
période27/10/1629/10/16

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