Discrete Dynamics in Nature and Society
Volume 2009 (2009), Article ID 490515, 20 pages
doi:10.1155/2009/490515

Stochastic stability of neural networks with both Markovian jump parameters and continuously distributed delays

Quanxin Zhu and Jinde Cao

Department of Mathematics, Southeast University, Nanjing 210096, Jiangsu, China

Abstract

The problem of stochastic stability is investigated for a class of neural networks with both Markovian jump parameters and continuously distributed delays. The jumping parameters are modeled as a continuous-time, finite-state Markov chain. By constructing appropriate Lyapunov-Krasovskii functionals, some novel stability conditions are obtained in terms of linear matrix inequalities (LMIs). The proposed LMI-based criteria are computationally efficient as they can be easily checked by using recently developed algorithms in solving LMIs. A numerical example is provided to show the effectiveness of the theoretical results and demonstrate the LMI criteria existed in the earlier literature fail. The results obtained in this paper improve and generalize those given in the previous literature.