Delay-probability-distribution-dependent robust stability analysis for stochastic neural networks with time-varying delay

Abstract The delay-probability-distribution-dependent robust stability problem for a class of uncertain stochastic neural networks (SNNs) with time-varying delay is investigated. The information of probability distribution of the time delay is considered and transformed into parameter matrices of the transferred SNNs model. Based on the Lyapunov–Krasovskii functional and stochastic analysis approach, a delay-probability-distribution-dependent sufficient condition is obtained in the linear matrix inequality (LMI) format such that delayed SNNs are robustly globally asymptotically stable in the mean-square sense for all admissible uncertainties. An important feature of the results is that the stability conditions are dependent on the probability distribution of the delay and upper bound of the delay derivative, and the upper bound is allowed to be greater than or equal to 1. Finally, numerical examples are given to illustrate the effectiveness and less conservativeness of the proposed method.

[1]  S. Arik,et al.  On the global asymptotic stability of delayed cellular neural networks , 2000 .

[2]  Y. Wang,et al.  Stability Analysis of Markovian Jumping Stochastic Cohen–Grossberg Neural Networks With Mixed Time Delays , 2008, IEEE Transactions on Neural Networks.

[3]  Wu‐Hua Chen,et al.  Mean square exponential stability of uncertain stochastic delayed neural networks , 2008 .

[4]  Stephen P. Boyd,et al.  Linear Matrix Inequalities in Systems and Control Theory , 1994 .

[5]  Huaguang Zhang,et al.  Delay-Dependent Guaranteed Cost Control for Uncertain Stochastic Fuzzy Systems With Multiple Time Delays , 2008, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[6]  S. Taylor DIFFUSION PROCESSES AND THEIR SAMPLE PATHS , 1967 .

[7]  Lihua Xie,et al.  H/sub infinity / control and quadratic stabilization of systems with parameter uncertainty via output feedback , 1992 .

[8]  Dong Yue,et al.  Robust delay-distribution-dependent stability of discrete-time stochastic neural networks with time-varying delay , 2009, Neurocomputing.

[9]  Min Wu,et al.  Stability Analysis for Neural Networks With Time-Varying Interval Delay , 2007, IEEE Transactions on Neural Networks.

[10]  P. Shi,et al.  Novel robust stability criteria for uncertain stochastic Hopfield neural networks with time-varying delays , 2007 .

[11]  Huaguang Zhang,et al.  Robust Exponential Stability of Recurrent Neural Networks With Multiple Time-Varying Delays , 2007, IEEE Transactions on Circuits and Systems II: Express Briefs.

[12]  X. Mao,et al.  Stochastic Differential Equations and Applications , 1998 .

[13]  Zidong Wang,et al.  Robust stability of discrete-time stochastic neural networks with time-varying delays , 2008, Neurocomputing.

[14]  E. Yaz Linear Matrix Inequalities In System And Control Theory , 1998, Proceedings of the IEEE.

[15]  G. Feng,et al.  Delay-dependent stability for uncertain stochastic neural networks with time-varying delay , 2007 .

[16]  Hongyi Li,et al.  Robust exponential stability for uncertain stochastic neural networks with discrete and distributed time-varying delays☆ , 2008 .

[17]  Dong Yue,et al.  Delay-Distribution-Dependent Exponential Stability Criteria for Discrete-Time Recurrent Neural Networks With Stochastic Delay , 2008, IEEE Transactions on Neural Networks.

[18]  Zhanshan Wang,et al.  Global Asymptotic Stability of Delayed Cellular Neural Networks , 2007, IEEE Transactions on Neural Networks.

[19]  He Huang,et al.  Corrigendum to “Delay-dependent stability for uncertain stochastic neural networks with time-varying delay” [Physica A 381 (2007) 93–103] , 2008 .