$$H_{\infty }$$ H ∞ State Estimation for Stochastic Jumping Neural Networks with Fading Channels Over a Finite-Time Interval

2018 ◽  
Vol 50 (1) ◽  
pp. 1-18 ◽  
Author(s):  
Liang Shen ◽  
Hao Shen ◽  
Mingming Gao ◽  
Yajuan Liu ◽  
Xia Huang
2014 ◽  
Vol 2014 ◽  
pp. 1-8
Author(s):  
Li Liang

This paper is concerned with the problem of finite-time boundedness for a class of delayed Markovian jumping neural networks with partly unknown transition probabilities. By introducing the appropriate stochastic Lyapunov-Krasovskii functional and the concept of stochastically finite-time stochastic boundedness for Markovian jumping neural networks, a new method is proposed to guarantee that the state trajectory remains in a bounded region of the state space over a prespecified finite-time interval. Finally, numerical examples are given to illustrate the effectiveness and reduced conservativeness of the proposed results.


2017 ◽  
Vol 2017 ◽  
pp. 1-9 ◽  
Author(s):  
Weiwei Zhang ◽  
Jinde Cao ◽  
Ahmed Alsaedi ◽  
Fuad E. Alsaadi

Finite-time synchronization for a class of fractional-order delayed neural networks with fractional order α, 0<α≤1/2 and 1/2<α<1, is investigated in this paper. Through the use of Hölder inequality, generalized Bernoulli inequality, and inequality skills, two sufficient conditions are considered to ensure synchronization of fractional-order delayed neural networks in a finite-time interval. Numerical example is given to verify the feasibility of the theoretical results.


2021 ◽  
Vol 358 (16) ◽  
pp. 8207-8225
Author(s):  
Xiaona Song ◽  
Xiangliang Sun ◽  
Jingtao Man ◽  
Shuai Song ◽  
Qingtao Wu

2021 ◽  
Vol 432 ◽  
pp. 240-249
Author(s):  
Yao Wang ◽  
Shengyuan Xu ◽  
Yongmin Li ◽  
Yuming Chu ◽  
Zhengqiang Zhang

2004 ◽  
Vol 41 (2) ◽  
pp. 570-578 ◽  
Author(s):  
Zvetan G. Ignatov ◽  
Vladimir K. Kaishev

An explicit formula for the probability of nonruin of an insurance company in a finite time interval is derived, assuming Poisson claim arrivals, any continuous joint distribution of the claim amounts and any nonnegative, increasing real function representing its premium income. The formula is compact and expresses the nonruin probability in terms of Appell polynomials. An example, illustrating its numerical convenience, is also given in the case of inverted Dirichlet-distributed claims and a linearly increasing premium-income function.


2011 ◽  
Vol 34 (7) ◽  
pp. 841-849 ◽  
Author(s):  
Shuping He ◽  
Fei Liu

In this paper we study the robust control problems with respect to the finite-time interval of uncertain non-linear Markov jump systems. By means of Takagi–Sugeno fuzzy models, the overall closed-loop fuzzy dynamics are constructed through selected membership functions. By using the stochastic Lyapunov–Krasovskii functional approach, a sufficient condition is firstly established on the stochastic robust finite-time stabilization. Then, in terms of linear matrix inequalities techniques, the sufficient conditions on the existence of the stochastic finite-time controller are presented and proved. Finally, the design problem is formulated as an optimization one. The simulation results illustrate the effectiveness of the proposed approaches.


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