State estimation for discrete-time neural networks with Markov-mode-dependent lower and upper bounds on the distributed delays

Copyright @ 2012 Springer VerlagThis paper is concerned with the state estimation problem for a new class of discrete-time neural networks with Markovian jumping parameters and mixed time-delays. The parameters of the neural networks under consideration switch over time subject to a Markov chain. The networks involve both the discrete-time-varying delay and the mode-dependent distributed time-delay characterized by the upper and lower boundaries dependent on the Markov chain. By constructing novel Lyapunov-Krasovskii functionals, sufficient conditions are firstly established to guarantee the exponential stability in mean square for the addressed discrete-time neural networks with Markovian jumping parameters and mixed time-delays. Then, the state estimation problem is coped with for the same neural network where the goal is to design a desired state estimator such that the estimation error approaches zero exponentially in mean square. The derived conditions for both the stability and the existence of desired estimators are expressed in the form of matrix inequalities that can be solved by the semi-definite programme method. A numerical simulation example is exploited to demonstrate the usefulness of the main results obtained.This work was supported in part by the Royal Society of the U.K., the National Natural Science Foundation of China under Grants 60774073 and 61074129, and the Natural Science Foundation of Jiangsu Province of China under Grant BK2010313

Robust synchronization of an array of coupled stochastic discrete-time delayed neural networks

Copyright [2008] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper is concerned with the robust synchronization problem for an array of coupled stochastic discrete-time neural networks with time-varying delay. The individual neural network is subject to parameter uncertainty, stochastic disturbance, and time-varying delay, where the norm-bounded parameter uncertainties exist in both the state and weight matrices, the stochastic disturbance is in the form of a scalar Wiener process, and the time delay enters into the activation function. For the array of coupled neural networks, the constant coupling and delayed coupling are simultaneously considered. We aim to establish easy-to-verify conditions under which the addressed neural networks are synchronized. By using the Kronecker product as an effective tool, a linear matrix inequality (LMI) approach is developed to derive several sufficient criteria ensuring the coupled delayed neural networks to be globally, robustly, exponentially synchronized in the mean square. The LMI-based conditions obtained are dependent not only on the lower bound but also on the upper bound of the time-varying delay, and can be solved efficiently via the Matlab LMI Toolbox. Two numerical examples are given to demonstrate the usefulness of the proposed synchronization scheme

Robust H∞ filtering for a class of nonlinear networked systems with multiple stochastic communication delays and packet dropouts

Copyright [2010] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, the robust H∞ filtering problem is studied for a class of uncertain nonlinear networked systems with both multiple stochastic time-varying communication delays and multiple packet dropouts. A sequence of random variables, all of which are mutually independent but obey Bernoulli distribution, are introduced to account for the randomly occurred communication delays. The packet dropout phenomenon occurs in a random way and the occurrence probability for each sensor is governed by an individual random variable satisfying a certain probabilistic distribution in the interval. The discrete-time system under consideration is also subject to parameter uncertainties, state-dependent stochastic disturbances and sector-bounded nonlinearities. We aim to design a linear full-order filter such that the estimation error converges to zero exponentially in the mean square while the disturbance rejection attenuation is constrained to a give level by means of the H∞ performance index. Intensive stochastic analysis is carried out to obtain sufficient conditions for ensuring the exponential stability as well as prescribed H∞ performance for the overall filtering error dynamics, in the presence of random delays, random dropouts, nonlinearities, and the parameter uncertainties. These conditions are characterized in terms of the feasibility of a set of linear matrix inequalities (LMIs), and then the explicit expression is given for the desired filter parameters. Simulation results are employed to demonstrate the effectiveness of the proposed filter design technique in this paper.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the U.K. under Grant GR/S27658/01, the Royal Society of the U.K., the Alexander von Humboldt Foundation of Germany, National Natural Science Foundation of China under Grant 60825303, 60834003, 973 Project under Grant 2009CB320600, Fok Ying Tung Education Foundation under Grant 111064, and the Youth Science Fund of Heilongjiang Province under Grant QC2009C63

State estimation for coupled uncertain stochastic networks with missing measurements and time-varying delays: The discrete-time case

Copyright [2009] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.This paper is concerned with the problem of state estimation for a class of discrete-time coupled uncertain stochastic complex networks with missing measurements and time-varying delay. The parameter uncertainties are assumed to be norm-bounded and enter into both the network state and the network output. The stochastic Brownian motions affect not only the coupling term of the network but also the overall network dynamics. The nonlinear terms that satisfy the usual Lipschitz conditions exist in both the state and measurement equations. Through available output measurements described by a binary switching sequence that obeys a conditional probability distribution, we aim to design a state estimator to estimate the network states such that, for all admissible parameter uncertainties and time-varying delays, the dynamics of the estimation error is guaranteed to be globally exponentially stable in the mean square. By employing the Lyapunov functional method combined with the stochastic analysis approach, several delay-dependent criteria are established that ensure the existence of the desired estimator gains, and then the explicit expression of such estimator gains is characterized in terms of the solution to certain linear matrix inequalities (LMIs). Two numerical examples are exploited to illustrate the effectiveness of the proposed estimator design schemes

Discrete-time recurrent neural networks with time-varying delays: Exponential stability analysis

This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier LtdThis Letter is concerned with the analysis problem of exponential stability for a class of discrete-time recurrent neural networks (DRNNs) with time delays. The delay is of the time-varying nature, and the activation functions are assumed to be neither differentiable nor strict monotonic. Furthermore, the description of the activation functions is more general than the recently commonly used Lipschitz conditions. Under such mild conditions, we first prove the existence of the equilibrium point. Then, by employing a Lyapunov–Krasovskii functional, a unified linear matrix inequality (LMI) approach is developed to establish sufficient conditions for the DRNNs to be globally exponentially stable. It is shown that the delayed DRNNs are globally exponentially stable if a certain LMI is solvable, where the feasibility of such an LMI can be easily checked by using the numerically efficient Matlab LMI Toolbox. A simulation example is presented to show the usefulness of the derived LMI-based stability condition.This work was supported in part by the Engineering and Physical Sciences Research Council (EPSRC) of the UK under Grant GR/S27658/01, the Nuffield Foundation of the UK under Grant NAL/00630/G, the Alexander von Humboldt Foundation of Germany, the Natural Science Foundation of Jiangsu Education Committee of China (05KJB110154), the NSF of Jiangsu Province of China (BK2006064), and the National Natural Science Foundation of China (10471119)

Stability and synchronization of discrete-time Markovian jumping neural networks with mixed mode-dependent time delays

Copyright [2009] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we introduce a new class of discrete-time neural networks (DNNs) with Markovian jumping parameters as well as mode-dependent mixed time delays (both discrete and distributed time delays). Specifically, the parameters of the DNNs are subject to the switching from one to another at different times according to a Markov chain, and the mixed time delays consist of both discrete and distributed delays that are dependent on the Markovian jumping mode. We first deal with the stability analysis problem of the addressed neural networks. A special inequality is developed to account for the mixed time delays in the discrete-time setting, and a novel Lyapunov-Krasovskii functional is put forward to reflect the mode-dependent time delays. Sufficient conditions are established in terms of linear matrix inequalities (LMIs) that guarantee the stochastic stability. We then turn to the synchronization problem among an array of identical coupled Markovian jumping neural networks with mixed mode-dependent time delays. By utilizing the Lyapunov stability theory and the Kronecker product, it is shown that the addressed synchronization problem is solvable if several LMIs are feasible. Hence, different from the commonly used matrix norm theories (such as the M-matrix method), a unified LMI approach is developed to solve the stability analysis and synchronization problems of the class of neural networks under investigation, where the LMIs can be easily solved by using the available Matlab LMI toolbox. Two numerical examples are presented to illustrate the usefulness and effectiveness of the main results obtained

A delay-dependent LMI approach to dynamics analysis of discrete-time recurrent neural networks with time-varying delays

This is the post print version of the article. The official published version can be obtained from the link below - Copyright 2007 Elsevier Ltd.In this Letter, the analysis problem for the existence and stability of periodic solutions is investigated for a class of general discrete-time recurrent neural networks with time-varying delays. For the neural networks under study, a generalized activation function is considered, and the traditional assumptions on the boundedness, monotony and differentiability of the activation functions are removed. By employing the latest free-weighting matrix method, an appropriate Lyapunov–Krasovskii functional is constructed and several sufficient conditions are established to ensure the existence, uniqueness, and globally exponential stability of the periodic solution for the addressed neural network. The conditions are dependent on both the lower bound and upper bound of the time-varying time delays. Furthermore, the conditions are expressed in terms of the linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Two simulation examples are given to show the effectiveness and less conservatism of the proposed criteria.This work was supported in part by the National Natural Science Foundation of China under Grant 50608072, an International Joint Project sponsored by the Royal Society of the UK and the National Natural Science Foundation of China, and the Alexander von Humboldt Foundation of Germany

Recent advances on filtering and control for nonlinear stochastic complex systems with incomplete information: A survey

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2012 Hindawi PublishingSome recent advances on the filtering and control problems for nonlinear stochastic complex systems with incomplete information are surveyed. The incomplete information under consideration mainly includes missing measurements, randomly varying sensor delays, signal quantization, sensor saturations, and signal sampling. With such incomplete information, the developments on various filtering and control issues are reviewed in great detail. In particular, the addressed nonlinear stochastic complex systems are so comprehensive that they include conventional nonlinear stochastic systems, different kinds of complex networks, and a large class of sensor networks. The corresponding filtering and control technologies for such nonlinear stochastic complex systems are then discussed. Subsequently, some latest results on the filtering and control problems for the complex systems with incomplete information are given. Finally, conclusions are drawn and several possible future research directions are pointed out.This work was supported in part by the National Natural Science Foundation of China under Grant nos. 61134009, 61104125, 61028008, 61174136, 60974030, and 61074129, the Qing Lan Project of Jiangsu Province of China, the Project sponsored by SRF for ROCS of SEM of China, the Engineering and Physical Sciences Research Council EPSRC of the UK under Grant GR/S27658/01, the Royal Society of the UK, and the Alexander von Humboldt Foundation of Germany