Reachable Set Estimation for Discrete-Time Markovian Jump Neural Networks With Generally Incomplete Transition Probabilities.

This paper is concerned with the problem of reachable set estimation for discrete-time Markovian jump neural networks with generally incomplete transition probabilities (TPs). This kind of TP may be exactly known, merely known with lower and upper bounds, or unknown. The aim of this paper is to derive a precise reachable set description for the considered system via the Lyapunov-Krasovskii functional (LKF) approach. By constructing an augmented LKF, using an equivalent transformation method to deal with the unknown TPs and utilizing the extended reciprocally convex matrix inequality, and the free matrix weighting approach to estimate the forward difference of the constructed LKF, several sufficient conditions that guarantee the existence of an ellipsoidal reachable set are established. Finally, a numerical example with simulation results is given to demonstrate the effectiveness and superiority of the proposed results.