Reachable Set Estimation for Markovian Jump Neutral-Type Neural Networks With Time-Varying Delays.

Abstract

The reachable set estimation problem for a class of Markovian jump neutral-type neural networks (MJNTNNs) with bounded disturbances and time-varying delays is tackled in this article. With the aid of the delay partitioning method, a novel stochastic Lyapunov-Krasovskii functional containing triple integral terms is constructed in mode-dependent augmented form. To begin with, transition probabilities of the concerned Markovian jump neural networks (NNs) are considered to be completely known. By employing the integral inequality approach and reciprocally convex combination method, it is proved that all state trajectories which start from the origin by bounded inputs can be constrained by an ellipsoid-like set if a group of linear matrix inequalities (LMIs) is feasible. Then, the free-connection weighting matrix technique is utilized to handle the case of partially known transition probabilities. As byproducts, some sufficient conditions are also obtained to guarantee the stochastic stability of the concerned NNs. The validity of the theoretical analysis is confirmed by numerical simulations.