An Exact Smoother in a Fuzzy Jump Markov Switching Model

  • Zied BouyahiaEmail author
  • Stéphane Derrode
  • Wojciech Pieczynski
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 684)


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.


Fuzzy switching models Exact smoothing Non-linear Markov systems 


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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Zied Bouyahia
    • 1
    Email author
  • Stéphane Derrode
    • 2
  • Wojciech Pieczynski
    • 3
  1. 1.Department of Computer Science, CAASDhofar UniversitySalalahOman
  2. 2.Ecole Centrale de Lyon, LIRIS, CNRS UMR 5205ÉcullyFrance
  3. 3.Telecom Sudparis, SAMOVAR, CNRS UMR 5157ÉvryFrance

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