รายงานผลการวิจัย เรือง การมีเสถียรภาพและค่าเหมาะทีสุดของแบบจําลองระบบประสาท Stabilization and Optimization of Neural Networks โดย เกรียงไกร ราชกิจ มหาวิทยาลัยแม่โจ้ 2557 รหัสโครงการวิจัย มจ. 1-56-022
รายงานผลการวจย
เรอง
การมเสถยรภาพและคาเหมาะทสดของแบบจาลองระบบประสาท
Stabilization and Optimization of Neural Networks
โดย
เกรยงไกร ราชกจ
มหาวทยาลยแมโจ 2557
รหสโครงการวจย มจ. 1-56-022
รายงานผลการวจย
เรอง การมเสถยรภาพและคาเหมาะทสดของแบบจาลองระบบประสาท
Stabilization and Optimization of Neural Networks
ไดรบการจดสรรงบประมาณวจย ประจาป 2556
จานวน 110,000 บาท
หวหนาโครงการ นายเกรยงไกร ราชกจ
งานวจยเสรจสHนสมบรณ
31 / ธนวาคม /2556
กตตกรรมประกาศ
โครงการวจยเร อง การมเสถยรภาพและคาเหมาะทสดของแบบจาลองระบบประสาท (Stabilization and Optimization of Neural Networks) ไดสาเรจลลวง โดยไดรบทนอดหนนการวจยจากสานกวจยและสงเสรมวชาการการเกษตร มหาวทยาลยแมโจ ประจาปงบประมาณ พ.ศ.2556 ผวจย ขอขอบคณ Prof. Dr. Vu Ngoc Phat และ Prof. Dr. Norbert Herrmann ทเปนทปรกษาในงานวจยครR งนR ท าใหงานวจยมความสมบรณมากยงขR น และขอขอบคณคณะวทยาศาสตร มหาวทยาลยแมโจ ทอนเคราะหเรองสถานท และอปกรณบางอยางทใชในการดาเนนการวจยใหเสรจสRนสมบรณไปดวยด
เกรยงไกร ราชกจ กนยายน 2556
สารบญ
หนา
บทคดยอ 1
Abstract 2
คานา 3
วตถประสงคของการวจย 5
ประโยชนท)คาดวาจะไดรบ 5
การตรวจเอกสาร 6
อปกรณและวธการวจย 7
ผลการวจย 7
วจารณผลการวจย 18
สรปผลการวจย 19
เอกสารอางอง 21
ภาคผนวก 23
1
การมเสถยรภาพและคาเหมาะทสดของแบบจาลองระบบประสาท
Stabilization and Optimization of Neural Networks
เกรยงไกร ราชกจ
Grienggrai Rajchakit
คณะวทยาศาสตร มหาวทยาลยแมโจ จ.เชยงใหม 50290
บทคดยอ งานวจยน$ เปนเร(องท(เก(ยวของกบปญหาของการมเสถยรภาพและคาเหมาะท(สดของแบบจา
ลองระบบประสาท โดยการประยกตใชฟงกชนไลปนอฟในการแกปญหาการมเสถยรภาพและคาเหมาะท(สดและพฒนาเง(อนไขความมเสถยรภาพทข$นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ จากกรณน$ เปนเง(อนไขท(เพยงพอสาหรบการมเสถยรภาพและคาเหมาะท(สดของแบบจา ลองระบบประสาทท(จะนาเสนอการปรบปรงพฒนาผลลพธของการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาทจะนาเสนอในตวอยาง คาสาคญ : แบบจาลองระบบประสาท เสถยรภาพ คาเหมาะท(สด
2
Abstract This research is concerned with the problem of Stabilization and Optimization of Neural
Networks. The stability problem is solved by applying a Lypunov functional, and an improved delay-dependent stability criterion is obtained in terms of a linear matrix inequality. Based on this, a sufficient condition for stabilization of the system is presented. The reduced conservatism of the proposed stability result is shown through numerical examples. Key words: Neural Networks, Stabilization, Optimization
3
คานา
เน(องจากขาพเจาไดทางานวจยและตพมพผลงานวจยรวมกบ Prof. Dr. Vu Ngoc Phat และ Prof. Dr. Dr. h.c. Norbert Herrmann ซ( งเปนผเช(ยวชาญทางดาน Control theory, Modeling and Optimization ท(มผลงานวจยและตพมพมากมายเปนท(ยอมรบในระดบนานาชาตและ ไดมโอกาสเชญทานมาทางานวจยรวมท(มหาวทยาลยแมโจ ระหวางวนท( 20 ม.ย. 2553 จนถง 17 ก.ค. 2553 และ 1-5 พฤษภาคม 2554 ซ( งไดมโอกาสแลกเปล(ยนความคดเหนในการวจยและพฒนางานวจยไปสระดบนานาชาตรวมกบคณาจารยสาขาวชาคณตศาสตร มหาวทยาลยแมโจ ดงน$น ทานไดแนะนาโครงการวจยเก(ยวกบแบบจาลองโครงขายรางแหระบบประสาทเทยม ซ( งเปนหวขอท(สนใจของนานาชาตและมประโยชนอยางมากกบทางการแพทย อกท$งยงมผศกษาทางดานน$ เปนจานวนนอยมากในประเทศไทย ดงน$นขาพเจาจงไดสนใจท(จะทางานวจยในเร(อง Stabilization and Optimization for neural networks เพ(อสรางองคความรใหมและพฒนางานวจยท$งระดบชาตและนานานชาต อกท$งมประโยชนอยางมากกบทางการแพทย และเผยแพรสชมชนในระดบชาตและนานาชาต และสรางกลมวจยทางดาน Stabilization and Optimization for neural networks รวมกบคณาจารยสาขาคณตศาสตร มหาวทยาลยแมโจ และความรวมกบตางประเทศ โครงขายประสาทเทยมเปนการจาลองการทางานของสมองมนษย ดวยโปรแกรมคอมพวเตอร เปนแนวความคดท(ตองการใหคอมพวเตอรมความชาญฉลาดในการเรยนรเหมอนท(มนษยมการเรยนร สามารถฝกฝนได และสามารถนาความรและทกษะไปแกปญหาตาง ๆ ม นกวจยจานวนมากไดคดคนรปแบบโครงขายประสาทเทยมแบบตาง ๆ เพ(อนามาประยกตใชอยาง กวางขวาง การประยกตใชงานโครงขายประสาทเทยมมต$งแตการใชเพ(อตดสนใจงายไปจนถงงาน ท(มความยงยากซบซอน ตวอยางการประยกตใชงานบางสวน ไดแก งานดานการควบคม งานดานการบน ดานยานยนต ดานการบรหารจดการ ดานการธนาคาร ดานการทหาร ดานการบนเทง และ อ(น ๆ อกมากมาย โครงขายประสาทเทยมมประวตความเปนมายอนหลงไปประมาณ 60 กวาปกอน ในป ค.ศ. 1943 Mc Cu loch และ Pitts แหงมหาวทยาลยชคาโก ประเทศสหรฐอเมรกา ไดนาเสนอ บทความวชาการ “Boolean brain” ซ( งไดกลายเปนจดกาเนดของการจดรปแบบคณตศาสตรของ ประสาทเทยม ตอมาไดมนกวจยไดคดคนรปแบบโครงขายประสาทเทยมแบบตาง ๆ มากมาย และ ทกรปแบบวธจะประกอบกบวธการสอนโครงขายดวย ซ( งวธการตาง ๆ จะมความซบซอนแตกตางกนไป โครงขายประสาทเทยม (artificial neural network: ANN) เปนการจาลองการทางานโครงขายประสาทของมนษย (Biological Neurons) ซ( งประกอบดวยสวนของการประมวลผลท( เรยกวานวรอน (Neuron) ทก ๆ นวรอนสามารถมอนพตไดหลายอนพตแตมเอาตพตเพยงเอาตพต เดยว และทก ๆ เอาตพตจะ
4
แยกไปยงอนพตของนวรอนอ(นๆ ภายในโครงขาย การตดตอกนภายในระหวางนวรอนไมใชลกษณะการตอแบบธรรมดาทก ๆ อนพตจะมน$าหนกเปนตวกาหนดกาลงของการตดตอภายในและชวยในการตดสนใจ การทางานของนวรอนในบางโครงขายจะถกกาหนด ไวตายตว แตบางโครงขายสามารถท(จะปรบแตงไดซ( งอาจจะเปนการปรบแตงจากภายนอก โครงขายหรอนวรอนสามารถปรบไดดวยตวเอง ในจดน$แสดงถงความสามารถในการเรยนรและ จดจาของโครงขายประสาทเทยม สมองประกอบดวยประสาทจานวนมหาศาล (ประมาณ 1011) และมจดตอจานวนโครงขายประสาทประกอบข$นดวยสวนสาคญ 3 สวน คอ ใยประสาท (nerve fiber หรอ dendrites) ตวเซล(cell body หรอ soma) และแกนประสาทนาออก (axon) ในแตละโครงขายประสาทจะเช(อมตอกนโดยจดประสานประสาท (synapse) ซ( งสามารถเปล(ยนคาความตานทานไดตามสญญาณท(สงระหวางกนของเซลลประสาท การสงสญญาณระหวางเซลลประสาททาไดโดยการถายเทสารประกอบโซเดยมและโพแทสเซยม โครงขายรางแหระบบประสาทเทยม (neural network) หรอท(มกจะเรยกส$น ๆ วา ขายงานประสาท (neural network หรอ neural net) คอโมเดลทางคณตศาสตร สาหรบประมวลผลสารสนเทศดวยการคานวณแบบคอนเนคชนนสต (connectionist) เพ(อจาลองการทางานของเครอขายประสาทในสมองมนษยดวยวตถประสงคท(จะรางเคร(องมอซ( งมความสามารถในการเรยนรการจดจาแบบรป (Pattern Recognition) และการอปมานความรเชนเดยวกบความสามารถท(มในสมองมนษย แนวคดเร(มตนของเทคนคน$ไดมาจากการศกษาขายงานไฟฟาชวภาพ (bioelectric network) ในสมอง ซ( งประกอบดวย เซลลประสาท หรอ “นวรอน” (neurons) และ จดประสานประสาท (synapses) แตละเซลลประสาทประกอบดวยปลายในการรบกระแสประสาท เรยกวา "เดนไดรท" (Dendrite) ซ( งเปน input และปลายในการสงกระแสประสาทเรยกวา "แอคซอน" (Axon) ซ( งเปนเหมอน output ของเซลล เซลลเหลาน$ทางานดวยปฏกรยาไฟฟาเคม เม(อมการกระตนดวยส(งเราภายนอกหรอกระตนดวยเซลลดวยกน กระแสประสาทจะว(งผานเดนไดรทเขาสนวเคลยสซ(งจะเปนตวตดสนวาตองกระตนเซลลอ(นๆตอหรอไม ถากระแสประสาทแรงพอ นวเคลยสกจะกระตนเซลลอ(น ๆ ตอไปผานทางแอคซอนของมน แบบจาลองโครงขายรางแหระบบประสาทเทยม ดงระบบสมการตอไปน$
'( ) ( ) ( ( ))= − + − +x t Ax t BS x t h f ซ( งม
( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด
5
B เปนเมทรกซถวงน$าหนก
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
และ ' ( ) ( ) ( ( )) ( )= − + − + +x t Ax t BS x t h u t f
ซ( งม ( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด B เปนเมทรกซถวงน$าหนก ( )∈ nu t R เปนตวควบคม
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
วตถประสงคของการวจย
ในงานวจยน$ เราไดศกษาเเง(อนไขท(เพยงพอสาหรบการมเสถยรภาพและการหาคาเหมาะ
ท(สดของแบบจาลองโครงขายรางแหระบบประสาทเทยม แบบจาลองโครงขายรางแหระบบประสาทเทยม ดงระบบสมการตอไปน$
' ( ) ( ) ( ( ))= − + − +x t Ax t BS x t h f ซ( งม
( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด B เปนเมทรกซถวงน$าหนก
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
ประโยชนทคาดวาจะไดรบ
ไดเง(อนไขท(เพยงพอสาหรบการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองโครงขาย
รางแหระบบประสาทเทยม และมโปรแกรมคานวณทางคณตศาสตร(MATLAB) ของแบบจาลองโครงขายรางแหระบบประสาทเทยม ซ( งสามารถนาไปใชประโยชนในทางการแพทยและชวะวทยาเพ(อสรางแบบจาลองโครงขายรางแหระบบประสาทเทยม และนาไปประยกตใชในการสรางระบบ
6
ประสาทเทยมในคนพการและอมพาตไดในอนาคตตอไป และเผยแพรผลงานวจยการประชมวชาการระดบนานาชาต และตพมพผลงานวจยในวารสารระดบนานาชาต
การตรวจเอกสาร
1. คนควางานวจยทเกยวของ จดเตรยมหาขอมลทเกยวของของการมเสถยรภาพและค"าเหมาะทสด ของแบบจาลองระบบประสาท 2. หาเงอนไขทเพยงพอสาหรบการมเสถยรภาพและค"าเหมาะทสดของแบบจาลองระบบประสาท 3. นาเงอนไขทเพยงพอสาหรบการมเสถยรภาพและค"าเหมาะทสดของแบบจาลองระบบประสาท นามาเปรยบกบตวอย"างเชงตวเลข โดยเขยนโปรแกรมคานวณทางคณตศาสตร/ (MATLAB) 4. เรยบเรยงงานวจยและส"งตพมพ/เผยแพร"ในระดบชาตและนานาชาต
พจารณาสมการ
( , )x f t x=& (*)
โดยท( 1 2 1, 2 1 2( , ,..., ) , ( ), ( ,..., ) , ( , , ,..., )T n T nN i i N i i Nx x x x R x x t f f f f R f f t x x x= ∈ = = ∈ =
สาหรบ 1,2,...,i N= บทนยาม 1 จดสมดลของสมการ (*) คอ x a= ท(ทาให ( , ) 0f t a = บทนยาม 2 กาหนดให 0 เปนจดสมดลของสมการ (*) แลวจะกลาววา จดสมดล
1) เสถยร (stable) สาหรบทก 0ε > ม 0δ > ซ( ง 0( )x t δ< แลว ( )x t ε< สาหรบทก 0t t≥
2) เสถยรเชงเสนกากบ (asymptotically stable) ถา 0 เปนจดสมดลท(เสถยร และ ( ) 0x t → เม(อ t → +∞
3) ไมเสถยร (unstable) ถาไมเปนไปตาม 1) น$นคอ ม 0ε > ทก 0δ > ซ( ง 0( )x t δ<
และ 0( )x t ε≥ สาหรบบาง 0t t≥
บทนยาม 3 กาหนดให P เปนเมทรกซคาจรง ถา TP P= แลวจะกลาววา P เปนเมทรกซสมมาตร (Symmetric matrix)
7
บทนยาม 4 กาหนดให P เปนเมทรกซสมมาตร จะกลาววา 1) P เปน เมทรกซบวกแนนอน (Positive definite) กตอเม(อ 0Tx Px > สาหรบ ทกๆ nx R∈ และ 0x ≠
2) P เปน เมทรกซก(งบวกแนนอน (Positive semi definite) กตอเม(อ 0Tx Px ≥ สาหรบ ทกๆ nx R∈ และ 0Tx Px = เม(อ 0x = 3) P เปน เมทรกซลบแนนอน (Negative definite) กตอเม(อ 0Tx Px < สาหรบ ทกๆ nx R∈ และ 0x ≠ 4) P เปน เมทรกซก(งลบแนนอน (Negative semi definite) กตอเม(อ 0Tx Px ≤ สาหรบ ทกๆ nx R∈ และ 0Tx Px = เม(อ 0x =
บทนยาม 5 ฟงกชนไลปนอฟ (Lyapunov function) กาหนดให : nV R R→ จะกลาววา ( ( ))V x t เปนฟงกชนไลปนอฟของสมการ (*) ถา ( ( ))V x t
สอดคลองกบเง(อนไขตอไปน$ 1) ( ( ))V x t เปนฟงกชนตอเน(อง บน nR 2) ( ( ))V x t เปนฟงกชนบวกแนนอน น(นคอ ( ( )) 0V x t > สาหรบ ( ) 0x t ≠ และ (0) 0V = 3) อนพนธยอยของ ( ( ))V x t เทยบกบ t
1 2 1 21 2 1 2
( ( )) ... ...N NN N
V V V V V VV x t x x x f f f
x x x x x x
∂ ∂ ∂ ∂ ∂ ∂= + + + = + + +
∂ ∂ ∂ ∂ ∂ ∂& & & &
เปนฟงกชนก(งลบแนนอน น(นคอ ( ( )) 0V x t ≤& สาหรบ ( ) 0x t ≠ และ (0) 0V =& ทฤษฎบท 6 กาหนดให 0x = เปนจดสมดลของสมการ (*) จะไดวา
1) จดสมดลของสมการ (*) จะเสถยรถาฟงกชนไลปนอฟ ( ( ))V x t ท(สอดคลองกบบทนยาม 5
2) จดสมดลของสมการ (*) จะเสถยรเชงเสนกากบ ถาฟงกชนไลปนอฟ ( ( ))V x t ท(สอดคลองกบบทนยามท( 5 และอนพนธยอยของ ( ( ))V x t เปนลบแนนอน น(นคอ
( ( )) 0V x t <& สาหรบ ( ) 0x t ≠ และ (0) 0V =&
ทฤษฎบท 7 ให n nP R ×∈ เปนเมทรกซสมมาตร กาหนดให min ( )Pλ เปน คาลกษณะเฉพาะท(มคานอยท(สดของเมทรกซ P และ max( )Pλ เปนคา ลกษณะเฉพาะท(มคามากท(สดของเมตรกซ P แลว
min max( ) ( )T T TP x x x Px P x xλ λ≤ ≤ สาหรบ n nx R ×∈
8
ทฤษฎบท 8 กาหนดให P เปนเมทรกซสมมาตรจะกลาววา 1) P เปนเมทรกซลบแนนอน (Negative definite) กตอเม(อ ทกคาลกษณะเฉพาะ (eigenvalue) เปนลบแทจรง (strictly negative)
2) P เปนเมทรกซบวกแนนอน (Positive definite) กตอเม(อ ทกคาลกษณะเฉพาะ (eigenvalue) เปนบวกแทจรง (strictly positive)
กาหนดสญลกษณ R+ - เซตของจานวนจรงบวก
nR - ปรภม n มตของเวกเตอรคาจรง n rR × - เมทรกซคาจรงขนาด n r× มต ( )Aλ - เซตของคาลกษณะเฉพาะของเมทรกซ A
max( ) maxRe : ( )A Aλ λ λ λ= ∈
min ( ) minRe : ( )A Aλ λ λ λ= ∈ 0 AΛ ≥ − เปนเมทรกซก(งบวกแนนอน
บทนยาม 9 ให 0β > ระบบสมการจะเสถยรแบบเลขช$กาลงท(มอตราการลเขา β ถามฟงกชนการสลบ (.)σ และมจานวนบวกγ ท(ซ( งทกๆผลเฉลย ( , )x t φ ของระบบสมการสอดคลองกบ
( , ) tx t e βφ γ φ−≤ t R+∀ ∈
บทนยาม 10 จะกลาววาระบบของเมทรกซ , 1,2,..., iL i N∈ strictly complete ถาทกๆ nx R∈ \0 ม 1,2,..., i N∈ ท(ซ( ง 0T
ix L x < กาหนดให : 0n Ti ix R x L xΩ = ∈ <
1,2,...,i N= ทฤษฎบท 11 ระบบของเมทรกซ , 1,2,..., iL i N∈ strictly complete กตอเม(อ
1
\ 0N
ni
i
R=
Ω =U
ทฤษฎบท 12 เง(อนไขเพยงพอสาหรบระบบเมทรกซ , 1,2,..., iL i N∈ strictly complete
ถาม 0, 1,2,..., i i Nξ ≥ ∈ และ1
0N
ii
ξ=
>∑ ท(ซ( ง1
0N
i ii
Lξ=
<∑
9
ถา 2N = เง(อนไขขางตนจะเปนเง(อนไขจาเปนสาหรบ strictly complete ดวย บทตVง 13 สาหรบทกๆ , nx y R∈ และเมทรกซ , , ,Y E F H โดยท( 0, TY F F I> ≤ และ สเกลาร 0ε > จะไดสาอสมการตอไปน$ เปนจรง 1) 1T T T T TEFH H F E EE H Hε ε−+ ≤ + 2) 12 T T Tx y x Y x y Yy−≤ +
อปกรณและวธการวจย
1. รวบรวมเอกสารงานวจยท$งหมด หนงสอและบทความท$งหมดในวารสารตางๆท(เก(ยวของกบการ มเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาท 2. ศกษาวธการตางๆสาหรบการออกแบบฟงกชนไลปนอฟ สาหรบการมเสถยรภาพและคาเหมาะ ท(สดของแบบจาลองระบบประสาท 3. การใชความรพ$นฐานและวธการตางๆนขอ 1 และ 2 เพ(อการศกษาและสรางวธการใหม สาหรบการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาท 4. พสจนทฤษฎของการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาท 5. เขยนงานวจยและสงไปตพมพในวารสารระดบนานาชาต
ผลการวจย
พจารณาระบบควบคมเชงผลตางของแบบจาลองโครงขายรางแหระบบประสาทเทยม ดง
ระบบสมการตอไปน$ ( 1) ( ) ( ( )) ( ( ( ))) ( )+ = + + − +x k Cx k AS x k BS x k h k Du k (1)
ซ( งม ( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด B เปนเมทรกซถวงน$าหนก ( )∈ nu t R เปนตวควบคม
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
10
สาหรบการออกแบบตวควบคม ตอนน$ เรามความสนใจการออกแบบตวควบคมสาหรบระบบ (1) ดงน$
( ) ( )u k Kx k= รปแบบใหมของ (1) ดงตอไปน$
( 1) ( ) ( ( )) ( ( ( ))) ( )+ = + + − +x k Cx k AS x k BS x k h k DKx k (2) ทฤษฎบท 1 จดสมดลท( 0x = ของ (2) เปนเสถยรภาพเชงเสนกากบ ถาม , , ,P G W R เปนเมตรกซบวกแนนอน และสอดคลองอสมการเมตรกซ
(1,1) (1,2)0
(2,1) (2,2)ψ
= <
(3)
ซ( งม (1,1)= T T T T T T
T T T T T T
CPC CPDK K D PC K D PDK P CPAL L A PC
K D PAL L A PDK L A PAL hW∧
+ + + − + +
+ + + +
(1,2)= T T T TCPBL K D PBL L A PBL+ +
(2,1)= ( )T T T T T TL B PC L B PDKx k L B PAL+ +
(2,2)= T TL B PBL G h R∧
− −
2 1 1h h h∧
= − +
พสจน เราจะใชฟงกชนไลยาปนอฟดงน$
1( ( )) ( ) ( )= TV x k x k Px k 1
2( )
( ( )) ( ) ( )k
T
i k h k
V x k x i Gx i−
= −
= ∑
1
4( )
( ( )) ( ( ) ) ( ) ( )k
T
i k h k
V x k h k k i x i Rx i−
= −
= − +∑
หาอนพนธของ ตามเงอนไขของ (2) จะได
1
2
1
31
( ( )) ( ) ( )k h k
T
j k h i j
V x k x i Wx i− −
= − + =
= ∑ ∑
11
1 1 1( ( )) ( ( 1)) ( ( ))
[ ( ) ( ( )) ( ( ( ))) ( )]
[ ( ) ( ( )) ( ( ( ))) ( )]
( ) ( )
∆ = + −
= + + − +
× + + − +
−
T
T
V x k V x k V x k
Cx k AS x k BS x k h k Du k
P Cx k AS x k BS x k h k Du k
x k Px k
( )[ ] ( )
( ) ( ( )) ( ( )) ( )
= + + + −
+ +
T T T T T
T T T
x k CPC CPDK K D PC K D PDK P x k
x k CPAS x k S x k A PCx k
( ) ( ( ( ))) ( ( ( ))) ( )T T Tx k CPBS x k h k S x k h k B PCx k+ − + −
( )[
] ( )
( )[ ] ( ( ))
( ( ))[ ( ) ] ( )
( ( ))[ ] ( ( )),
∧
∧
∆ ≤ + + + −
+ + + + + +
+ + + −
+ − + +
+ − − − −
T T T T T
T T T T T T T T
T T T T T
T T T T T T T
T T T
V x k CPC CPDK K D PC K D PDK P
CPAL L A PC K D PAL L A PDK L A PAL hW x k
x k CPBL K D PBL L A PBL x k h k
x k h k L B PC L B PDKx k L B PAL x k
x k h k L B PBL G h R x k h k
( ) (1,1) (1,2) ( )
( ( )) (2,1) (2,2) ( ( ))
( ) ( )
T
T
x k x k
x k h k x k h k
y k y kψ
= − −
=
ซ( งม (1,1)= T T T T
T T T T T T T T
CPC CPDK K D PC K D PDK P
CPAL L A PC K D PAL L A PDK L A PAL hW∧
+ + + −
+ + + + + +
(1,2)= T T T TCPBL K D PBL L A PBL+ +
(2,1)= ( )T T T T T TL B PC L B PDKx k L B PAL+ +
(2,2)= T TL B PBL G h R∧
− −
( )( )
( ( ))
= −
x ky k
x k h k
โดยนยามท( 5 ระบบสลบท(มตวควบคม (2) จะมเสถยรเชงเสนกากบ
พจารณาระบบเชงผลตางของแบบจาลองโครงขายรางแหระบบประสาทเทยมท(มตวหนวงหลายตว ดงระบบสมการตอไปน$
1
( 1) ( ) ( ( ))m
i ii
u k Au k B S u k h=
+ = − + −∑ (4)
ซ( งม
12
( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด ,iB 1,2,...,i n= เปนเมทรกซถวงน$าหนก
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
ทฤษฎบท 2 จดสมดลท( 0x = ของ (4) เปนเสถยรภาพเชงเสนกากบ ถาม P , iG , iW ,
1,2,...,i m= , และ 1[ , , ] 0nL diag l l= >K เปนเมตรกซบวกแนนอน และสอดคลองอสมการเมตรกซ
(0,0) 0 0 0 0 0 0 0
0 (1,1) (1,2) (1, ) 0 0 0 0
0 (2,1) (2,2) (2, ) 0 0 0 0
0 ( ,1) ( ,2) ( , ) 0 0 0 00
0 0 0 0 ( 1, 1) 0 0 0
0 0 0 0 0 0 ( 2, 2) 0 0
0
0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 (2 ,2 )
m
m
m m m m
m m
m m
m m
ψ
= < + +
+ +
L L
L L
L L
M M M O M M M M M M
L L
L L
L
M M M M M M O O M
M O O
L
(5)
ซ( งม
1 1 1
(0,0) ( )m m m
T T Ti i i i j
i i j
A PA P h G W A PB B PAε= = =
= − + + +∑ ∑∑ ,
11 1 1(1,1) TLL LB PB L Wε −= + − ,
11 2(1,2) TLL LB PB Lε −= + ,
11(1, ) T
mm LL LB PB Lε −= + ,
12 1(2,1) TLL LB PB Lε −= + ,
12 2 2(2,2) TLL LB PB L Wε −= + − ,
12(2, ) T
mm LL LB PB Lε −= + ,
11( ,1) T
mm LL LB PB Lε −= + ,
12( , 2) T
mm LL LB PB Lε −= + ,
1( , ) Tm m mm m LL LB PB L Wε −= + − ,
1 1( 1, 1)m m h G+ + = − ,
2 2( 2, 2)m m h G+ + = − ,
13
(2 ,2 ) m mm m h G= − .
พสจน เราจะใชฟงกชนไลยาปนอฟดงน$ 1( ( )) ( ) ( )TV y k x k Px k= ,
211
( ( )) ( ) ( ) ( )i
m kT
ij k hi
V y k h k i x j G x j= − +=
= − +∑∑ ,
311
( ( )) ( ) ( )i
m kT
ij k hi
V y k x j W x j= − +=
= ∑∑ ,
หาอนพนธของ ตามเงอนไขของ (4) จะได
1 2 3( ( )) ( ( )) ( ( )) ( ( ))V y k V y k V y k V y k∆ = ∆ + ∆ + ∆ ,
1 1 1( ( )) ( ( 1)) ( ( ))V y k V x k V x k∆ = + −
1 1
[ ( ) ( ( ))] [ ( ) ( ( ))]m m
Ti i i i
i i
Ax k B S x k h P Ax k B S x k h= =
= − + − − + −∑ ∑
( ) ( )Tx k Px k− ( )[ ] ( )T Tx k A PA P x k= −
1
( ) ( ( ))m
T Ti i
i
x k A PB S x k h=
− −∑
1
1 1
( ( )) ( )
( ( )) ( ( )),
mT T
i ii
m mT T
i i j ji j
S x k h B PAx k
S x k h B PB S x k h
=
= =
− −
+ − −
∑
∑∑
211
11 1
( ( )) ( ) ( ) ( )
( ) ( ) ( ) ( ),
i
i
m kT
i ij k hi
m m kT T
i i ij k hi i
V y k h k j x j G x j
h x k G x k x j G x j
= − +=
= − += =
∆ = ∆ − +
= −
∑∑
∑∑ ∑
14
3
11
1 1
( ( )) ( ) ( )
( ) ( ) ( ) ( )
i
m kT
ij k hi
m mT T
i i i ii i
V y k x j W x j
x k W x k x k h W x k h
= − +=
= =
∆ = ∆
= − − −
∑∑
∑ ∑
โดยนยามท( 5 ระบบสลบท(มตวควบคม (4) จะมเสถยรเชงเสนกากบ
พจารณาระบบเชงผลตางของแบบจาลองโครงขายรางแหระบบประสาทเทยม ดงระบบสมการตอไปน$
( 1) ( ) ( ( )) ( ( ( )))x k Cx k AS x k BS x k h k+ = + + − (6) ซ( งม
( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด B เปนเมทรกซถวงน$าหนก ( )∈ nu t R เปนตวควบคม
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
ทฤษฎบท 3 จดสมดลท( 0x = ของ (6) เปนเสถยรภาพเชงเสนกากบ ถาม , , ,P G W R เปนเมตรกซบวกแนนอน และสอดคลองอสมการเมตรกซ
(1,1) (1,2)0
(2,1) (2,2)ψ
= <
(7)
ซ( งม
(1,1)= T T T TCPC P CPAL L A PC L A PAL hW∧
− + + + +
(1,2)= T TCPBL L A PBL+
(2,1)= T T T TL B PC L B PAL+
(2,2)= T TL B PBL G h R∧
− −
2 1 1h h h∧
= − +
พสจน เราจะใชฟงกชนไลยาปนอฟดงน$
1( ( )) ( ) ( )= TV x k x k Px k
15
1
2( )
( ( )) ( ) ( )k
T
i k h k
V x k x i Gx i−
= −
= ∑
1
4( )
( ( )) ( ( ) ) ( ) ( )k
T
i k h k
V x k h k k i x i Rx i−
= −
= − +∑
หาอนพนธของ ตามเงอนไขของ (6) จะได
1 1 1( ( )) ( ( 1)) ( ( ))
[ ( ) ( ( )) ( ( ( )))]
[ ( ) ( ( )) ( ( ( )))]
( ) ( )
T
T
V x k V x k V x k
Cx k AS x k BS x k h k
P Cx k AS x k BS x k h k
x k Px k
∆ = + −
= + + −
× + + −
−
( )[ ] ( )
( ) ( ( )) ( ( )) ( )
T
T T T
x k CPC P x k
x k CPAS x k S x k A PCx k
= −
+ +
( ) ( ( ( ))) ( ( ( ))) ( )T T Tx k CPBS x k h k S x k h k B PCx k+ − + −
( )[
] ( )
( )[ ] ( ( ))
( ( ))[ ] ( )
( ( ))[ ] ( ( )),
T
T T T T
T T T
T T T T T
T T T
V x k CPC P
CPAL L A PC L A PAL hW x k
x k CPBL L A PBL x k h k
x k h k L B PC L B PAL x k
x k h k L B PBL G h R x k h k
∧
∧
∆ ≤ −
+ + + +
+ + −
+ − +
+ − − − −
( ) (1,1) (1,2) ( )
( ( )) (2,1) (2,2) ( ( ))
( ) ( )
T
T
x k x k
x k h k x k h k
y k y kψ
= − −
=
ซ( งม
(1,1)= T T T TCPC P CPAL L A PC L A PAL hW∧
− + + + +
(1,2)= T TCPBL L A PBL+
(2,1)= T T T TL B PC L B PAL+
(2,2)= T TL B PBL G h R∧
− −
( )( )
( ( ))
= −
x ky k
x k h k
1
2
1
31
( ( )) ( ) ( )k h k
T
j k h i j
V x k x i Wx i− −
= − + =
= ∑ ∑
16
โดยนยามท( 5 ระบบสลบท(มตวควบคม (6) จะมเสถยรเชงเสนกากบ พจารณาระบบเชงผลตางของแบบจาลองโครงขายรางแหระบบประสาทเทยม ดงระบบสมการตอไปน$
( 1) ( ) ( ( )) ( )x k Ax k BS x k h Cu k+ = − + − + (8) ซ( งม
( )∈Ω ⊆ nx t R เปนสถานะของระบบประสาท
1 , , nA diag a a= K , 0ia ≥ , 1,2,...,i n= เปนเมทรกซถายทอด , ,B C K เปนเมทรกซถวงน$าหนก ( )∈ nu t R เปนตวควบคม
1 1( ) [ ( ), , ( )]Tn nS z s z s z= K ซ( งม is เปน ตวกระตนระบบประสาท
สาหรบการออกแบบตวควบคม ตอนน$ เรามความสนใจการออกแบบตวควบคมสาหรบระบบ (8) ดงน$
( ) ( )u k Kx k= รปแบบใหมของ (8) ดงตอไปน$
( 1) ( ) ( ( )) ( )x k Ax k BS x k h CKx k+ = − + − + (9) ทฤษฎบท 4 จดสมดลท( 0x = ของ (9) เปนเสถยรภาพเชงเสนกากบ ถาม , ,P G W และ
1[ , , ] 0nL diag l l= >K เปนเมตรกซบวกแนนอน และสอดคลองอสมการเมตรกซ
(1,1) 0 0
0 (2,2) 0 0
0 0 (3,3)
ψ = <
(10)
ซ( งม (1,1)= T T T TAPA APCK K C PA C K PC P hG W− − − − + +
1T T T TAPBB PA K C PBB PCKε ε+ + ,
1 11(2,2)= ,TLL LL LB PBL Wε ε− −+ + −
(3,3) hG= − .
พสจน เราจะใชฟงกชนไลยาปนอฟดงน$
17
1( ( )) ( ) ( )TV y k x k Px k= ,
21
( ( )) ( ) ( ) ( )k
T
i k h
V y k h k i x i Gx i= − +
= − +∑ ,
31
( ( )) ( ) ( )k
T
i k h
V y k x i Wx i= − +
= ∑ ,
หาอนพนธของ ตามเงอนไขของ (9) จะได
1 2 3( ( )) ( ( )) ( ( )) ( ( ))V y k V y k V y k V y k∆ = ∆ + ∆ + ∆ ,
1 1 1( ( )) ( ( 1)) ( ( ))V y k V x k V x k∆ = + −
[ ( ) ( ( )) ( )] [ ( ) ( ( )) ( )]TAx k BS x k h CKx k P Ax k BS x k h CKx k= − + − + − + − +
( ) ( )Tx k Px k− ( )[ ] ( )T T T T Tx k APA APCK K C PA C K PC P x k= − − − −
( ) ( ( )) ( ( )) ( )T T Tx k APBS x k h S x k h B PAx k− − − −
( ) ( ( )) ( ( )) ( )T T T T Tx k K C PBS x k h S x k h B PCKx k+ − + −
( ( )) ( ( )),T TS x k h B PBS x k h+ − −
21 1
( ( )) ( ) ( ) ( ) ( ) ( ) ( ) ( ),k k
T T T
i k h i k h
V y k h k i x i Gx i hx k Gx k x i Gx i= − + = − +
∆ = ∆ − + = −
∑ ∑
31
( ( )) ( ) ( ) ( ) ( ) ( ) ( )k
T T T
i k h
V y k x i Wx i x k Wx k x k h Wx k h= − +
∆ = ∆ = − − −
∑ ,
( ) ( ( )) ( ( )) ( ) ( ) ( )T T T T Tx k APBS x k h S x k h B PAx k x k APBB PAx kε− − − − ≤
1 ( ( )) ( ( ))TS x k h S x k hε −+ − − ,
1( ) ( ( )) ( ( )) ( ) ( ) ( )T T T T T T T T Tx k K C PBS x k h S x k h B PCKx k x k K C PBB PCKx kε− + − ≤ 1
1 ( ( )) ( ( ))TS x k h S x k hε −+ − − ,
( ( )) ( ( )) ( ) ( )T T T TS x k h B PBS x k h x k h LB PBLx k h− − ≤ − − ,
1 1( ( )) ( ( )) ( ) ( )T TS x k h S x k h x k h LLx k hε ε− −− − ≤ − − ,
1 11 1( ( )) ( ( )) ( ) ( )T TS x k h S x k h x k h LLx k hε ε− −− − ≤ − − ,
18
1( ( )) ( )[ ] ( ) ( ) ( )T T T T TV y k x k A PA P x k x k A PBB PAx kε∆ ≤ − +
1 ( ) ( ) ( ) ( )T T Tx k h LLx k h x k h LB PBLx k hε −+ − − + − − . ( )[T T T T TV x k APA APCK K C PA C K PC P hG W∆ ≤ − − − − + +
1 ] ( )T T T TAPBB PA K C PBB PCK x kε ε+ +
1 11( )[ ] ( )T Tx k h LL LL LB PBL W x k hε ε− −+ − + + − −
1
( ) ( ).k
T
i k h
x i Gx i−
= −
− ∑
1 1 1
1 1( ) ( ) ( ) ( ) ( ) .
Tk k kT
i k h i k h i k h
x i Gx i x i hG x ih h= − + = − + = − +
≥
∑ ∑ ∑
( )[T T T T TV x k APA APCK K C PA C K PC P hG W∆ ≤ − − − − + +
1 ] ( )T T T TAPBB PA K C PBB PCK x kε ε+ +
1 11( )[ ] ( )T Tx k h LL LL LB PBL W x k hε ε− −+ − + + − −
1 11 1
( ) ( ) ( )Tk k
i k h i k h
x i hG x ih h
− −
= − = −
−
∑ ∑
1
(1,1) 0 01
( ), ( ), ( ( )) 0 (2,2) 0
0 0 (3,3)
kT T T
i k h
x k x k h x ih = − +
= −
∑
1
( )
( )
1( ( ))
k
i k h
x k
x k h
x ih = − +
−
∑
( ) ( )Ty k y kψ= , (1,1)= T T T TAPA APCK K C PA C K PC P hG W− − − − + +
1T T T TAPBB PA K C PBB PCKε ε+ + ,
1 11(2,2)= ,TLL LL LB PBL Wε ε− −+ + −
(3,3) hG= − ,
1
( )
( ) ( )
1( ( ))
k
i k h
x k
y k x k h
x ih = − +
= −
∑
.
โดยนยามท( 5 ระบบสลบท(มตวควบคม (6) จะมเสถยรเชงเสนกากบ
19
วจารณผลการวจย
งานวจยน$ ไดนาเสนอการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาท
โดยการประยกตใชฟงกชนไลปนอฟในการแกปญหาการมเสถยรภาพและคาเหมาะท(สดและพฒนาเง(อนไขความมเสถยรภาพทข$นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ จากกรณน$เปนเง(อนไขท(เพยงพอสาหรบการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาทท(จะนาเสนอการปรบปรงพฒนาผลลพธของการมเสถยรภาพ และคาเหมาะท(สดของแบบจาลองระบบประสาทจะนาเสนอในตวอยาง เน(องจากเง(อนไขความมเสถยรภาพทข$นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ แลวพบวาเง(อนไขท(ไดน$นยงมความซบซอนมาก ดงน$นจงควรศกษาตวแปรอ(นท(มความสมพนธเก(ยวของเพ(มเตมในการศกษาวจยคร$ งตอไป ควรมการศกษาปจจยดานอ(นๆท(เก(ยวของอนจะเปนประโยชนในการวเคราะห และนามาใชในสรางเง(อนไขความมเสถยรภาพทข$นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ
สรปผลการวจย
งานวจยน$ ไดนาเสนอการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาท โดยการประยกตใชฟงกชนไลปนอฟในการแกปญหาการมเสถยรภาพและคาเหมาะท(สดและพฒนาเง(อนไขความมเสถยรภาพทข$ นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ จากกรณน$ เปนเง(อนไขท(เพยงพอสาหรบการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาทท(จะนาเสนอการปรบปรงพฒนาผลลพธของการมเสถยรภาพและคาเหมาะท(สดของแบบจาลองระบบประสาทจะนาเสนอในตวอยาง เน(องจากเง(อนไขความมเสถยรภาพทข$นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ แลวพบวาเง(อนไขท(ไดน$นยงมความซบซอนมาก ดงน$นจงควรศกษาตวแปรอ(นท(มความสมพนธเก(ยวของเพ(มเตม ในการศกษาวจยคร$ งตอไป ควรมการศกษาปจจยดานอ(น ๆ ท( เก(ยวของอนจะเปนประโยชนในการวเคราะห และนามาใชในสรางเง(อนไขความมเสถยรภาพทข$นอยกบตวหนวงเวลาท(ไดมาในรปของอสมการเมทรกซ การเผยแพรผลงานวจยการประชมวชาการระดบนานาชาตดงน$ 1. Delay-dependent Asymptotical Stabilization Criterion of Recurrent Neural Networks, Grienggrai Rajchakit, the 2013 4th International Conference on Mechanical, Industrial, and Manufacturing Technologies (MIMT 2013), Bali Island, Indonesia, March 16-17, 2013.
20
2. Guaranteed cost control for Hopfield neural networks with interval non differentiable time-varying delay, Grienggrai Rajchakit, International Conference on Applied Analysis and Mathematical Modelling (ICAAMM 2013) , Istanbul-Turkey, 2-5 June 2013. การเสนองานวจยแบบปากเปลาในการประชมวชาการระดบนานาชาตดงน$ 1. Delay-dependent Asymptotical Stabilization Criterion of Recurrent Neural Networks, Grienggrai Rajchakit, the 2013 4th International Conference on Mechanical, Industrial, and Manufacturing Technologies (MIMT 2013), Bali Island, Indonesia, March 16-17, 2013. (ISI, SCOPUS) 2. Guaranteed cost control for Hopfield neural networks with interval non differentiable time-varying delay, Grienggrai Rajchakit, International Conference on Applied Analysis and Mathematical Modelling (ICAAMM 2013) , Istanbul-Turkey. 3. New design switching rule for the robust mean square stability of uncertain stochastic discrete-time hybrid systems, Grienggrai Rajchakit, 2013 Third World Congress on Information and Communication Technologies (WICT), Hanoi, Vietnam 15-18 December, 2013. (IEEE, SCOPUS) 4. New delay-dependent sufficient conditions for the exponential stability of linear hybrid systems with interval time-varying delays, Manlika Rajchakit and Grienggrai Rajchakit, 2013 Third World Congress on Information and Communication Technologies (WICT), Hanoi, Vietnam 15-18 December, 2013. (IEEE, SCOPUS) การตพมพในระดบนานาชาตดงน$ 1. Grienggrai Rajchakit, DELAY-DEPENDENT ASYMPTOTICAL STABILIZATION CRITERION OF RECURRENT NEURAL NETWORKS, Applied Mechanics and Materials, Vol. 330 (2013) pp 1045-1048 Online available since 2013/Jun/27 at www.scientific.net © (2013) Trans Tech Publications, Switzerland doi:10.4028/www.scientific.net/AMM.330.1045 (ISI) 2. Grienggrai Rajchakit, Guaranteed cost control for switched recurrent neural networks with interval time-varying delay, Journal of Inequalities and Applications 2013, 2013:292 http://www.journalofinequalitiesandapplications.com/content/2013/1/292 (ISI)
21
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Delay-dependent asymptotical stabilization criterion of recurrent neural networks
Grienggrai RajchakitMaejo University
Thailand
INTRODUCTION
PRELIMINARIES
MAIN RESULTS
CONCLUSIONS
INTRODUCTION
PRELIMINARIES
MAIN RESULTS
CONCLUSIONS
REFERENCES
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292http://www.journalofinequalitiesandapplications.com/content/2013/1/292
R E S E A R C H Open Access
Guaranteed cost control for switchedrecurrent neural networks with intervaltime-varying delayPiyapong Niamsup1, Manlika Rajchakit2 and Grienggrai Rajchakit2*
*Correspondence:[email protected] of Mathematics andStatistics, Faculty of Science, MaejoUniversity, Chiangmai, 50290,ThailandFull list of author information isavailable at the end of the article
AbstractThis paper studies the problem of guaranteed cost control for a class of switchedrecurrent neural networks with interval time-varying delay. The time delay is acontinuous function belonging to a given interval, but not necessary differentiable.A cost function is considered as a nonlinear performance measure for the closed-loopsystem. The stabilizing controllers to be designed must satisfy some exponentialstability constraints on the closed-loop poles. By constructing a set of augmentedLyapunov-Krasovskii functionals, a guaranteed cost controller is designed viamemoryless state feedback control, a switching rule for the exponential stabilizationfor the system is designed via linear matrix inequalities and new sufficient conditionsfor the existence of the guaranteed cost state-feedback for the system are given interms of linear matrix inequalities (LMIs). A numerical example is given to illustrate theeffectiveness of the obtained result.
Keywords: neural networks; guaranteed cost control; switching design; stabilization;interval time-varying delays; Lyapunov function; linear matrix inequalities
1 IntroductionStability and control of recurrent neural networks with time delay have attracted consid-erable attention in recent years [–]. In many practical systems, it is desirable to designneural networks which are not only asymptotically or exponentially stable but can alsoguarantee an adequate level of system performance. In the area of control, signal process-ing, pattern recognition and image processing, delayed neural networks have many usefulapplications. Some of these applications require that the equilibrium points of the de-signed network be stable. In both biological and artificial neural systems, time delays dueto integration and communication are ubiquitous and often become a source of instabil-ity. The time delays in electronic neural networks are usually time-varying, and sometimesvary violently with respect to time due to the finite switching speed of amplifiers and faultsin the electrical circuitry. Guaranteed cost control problem [–] has the advantage ofproviding an upper bound on a given system performance index and thus the system per-formance degradation incurred by the uncertainties or time delays is guaranteed to beless than this bound. The Lyapunov-Krasovskii functional technique has been among thepopular and effective tools in the design of guaranteed cost controls for neural networkswith time delay. Nevertheless, despite such a diversity of results available, the most ex-isting works either assumed that the time delays are constant or differentiable [–].
© 2013 Niamsup et al.; licensee Springer. This is an Open Access article distributed under the terms of the Creative CommonsAttribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproductionin any medium, provided the original work is properly cited.
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 2 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
Although, in some cases, delay-dependent guaranteed cost control for systems with time-varying delays were considered in [, , ], the approach used there cannot be appliedto systems with interval, non-differentiable time-varying delays. To the best of our knowl-edge, the guaranteed cost control and state feedback stabilization for switched recurrentneural networks with interval time-varying delay, non-differentiable time-varying delayshave not been fully studied yet (see, e.g., [–, –] and the references therein). Whichare important in both theories and applications. This motivates our research.
In this paper, we investigate the guaranteed cost control for switched recurrent neuralnetworks problem. The novel features here are that the delayed neural network under con-sideration is with various globally Lipschitz continuous activation functions, and the time-varying delay function is interval, non-differentiable. Specifically, our goal is to develop aconstructive way to design a switching rule to exponentially stabilize the system. A nonlin-ear cost function is considered as a performance measure for the closed-loop system. Thestabilizing controllers to be designed must satisfy some exponential stability constraintson the closed-loop poles. Based on constructing a set of augmented Lyapunov-Krasovskiifunctionals combined with the Newton-Leibniz formula, new delay-dependent criteriafor guaranteed cost control via memoryless feedback control are established in terms ofLMIs, which allow simultaneous computation of two bounds that characterize the expo-nential stability rate of the solution and can be easily determined by utilizing MATLABsLMI control toolbox.
The outline of the paper is as follows. Section presents definitions and some well-known technical propositions needed for the proof of the main result. LMI delay-dependent criteria for guaranteed cost control and a numerical example showing theeffectiveness of the result are presented in Section . The paper ends with conclusionsand cited references.
2 PreliminariesThe following notation will be used in this paper.R+ denotes the set of all real non-negativenumbers; Rn denotes the n-dimensional space with the scalar product 〈x, y〉 or xT y of twovectors x, y, and the vector norm ‖ · ‖; Mn×r denotes the space of all matrices of (n × r)dimensions. AT denotes the transpose of matrix A; A is symmetric if A = AT ; I denotes theidentity matrix; λ(A) denotes the set of all eigenvalues of A; λmax(A) = maxReλ;λ ∈ λ(A).xt := x(t + s) : s ∈ [–h, ], ‖xt‖ = sups∈[–h,] ‖x(t + s)‖; C([, t],Rn) denotes the set of allR
n-valued continuously differentiable functions on [, t]; L([, t],Rm) denotes the set ofall the R
m-valued square integrable functions on [, t].Matrix A is called semi-positive definite (A ≥ ) if 〈Ax, x〉 ≥ for all x ∈R
n; A is positivedefinite (A > ) if 〈Ax, x〉 > for all x = ; A > B means A – B > . The notation diag· · · stands for a block-diagonal matrix. The symmetric term in a matrix is denoted by ∗.
Consider the following switched recurrent neural networks with interval time-varyingdelay:
x(t) = –Aγ (x(t))x(t) + Wγ (x(t))f(x(t))
+ Wγ (x(t))g(x(t – h(t)
))+ Bγ (x(t))u(t), t ≥ , (.)
x(t) = φ(t), t ∈ [–h, ],
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 3 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
where x(t) = [x(t), x(t), . . . , xn(t)]T ∈ Rn is the state of the neural, u(·) ∈ L([, t],Rm) is
the control; n is the number of neurons, and
f(x(t))
=[f(x(t)), f(x(t)
), . . . , fn
(xn(t)
)]T ,
g(x(t))
=[g(x(t)), g(x(t)
), . . . , gn
(xn(t)
)]T ,
are the activation functions; γ (·) : Rn → N := , , . . . , N is the switching rule, which is afunction depending on the state at each time and will be designed. A switching functionis a rule which determines a switching sequence for a given switching system. Moreover,γ (x(t)) = j implies that the system realization is chosen as the jth system, j = , , . . . , N . Itis seen that system (.) can be viewed as an autonomous switched system in which theeffective subsystem changes when the state x(t) hits predefined boundaries.
Aj = diag(aj, aj, . . . , anj), aij > , represents the self-feedback term; Bj ∈ Rn×m are con-trol input matrices; Wj, Wj denote the connection weights and the delayed connectionweights, respectively. The time-varying delay function h(t) satisfies the condition
≤ h ≤ h(t) ≤ h.
The initial functions φ(t) ∈ C([–h, ], Rn), with the norm
‖φ‖ = supt∈[–h,]
√∥∥φ(t)∥∥ +
∥∥φ(t)∥∥.
In this paper we consider various activation functions and assume that the activation func-tions f (·), g(·) are Lipschitzian with the Lipschitz constants fi, ei > :
∣∣fi(ξ) – fi(ξ)∣∣≤ fi|ξ – ξ|, i = , , . . . , n,∀ξ, ξ ∈R,∣∣gi(ξ) – gi(ξ)∣∣≤ ei|ξ – ξ|, i = , , . . . , n,∀ξ, ξ ∈R.
(.)
The performance index associated with system (.) is the following function:
J =∫ ∞
f (t, x(t), x
(t – h(t)
), u(t)
)dt, (.)
where f (t, x(t), x(t – h(t)), u(t)) : R+ × Rn × Rn × Rm → R+, is a nonlinear cost functionsatisfying
∃Q, Q, R : f (t, x, y, u) ≤ 〈Qx, x〉 + 〈Qy, y〉 + 〈Ru, u〉 (.)
for all (t, x, y, u) ∈ R+ × Rn × Rn × Rm and Q, Q ∈ Rn×n, R ∈ Rm×m, are given symmet-ric positive definite matrices. The objective of this paper is to design a memoryless statefeedback controller u(t) = Kx(t) for system (.) and the cost function (.) such that theresulting closed-loop system
x(t) = –(Aj – BjK)x(t) + Wjf(x(t))
+ Wjg(x(t – h(t)
))(.)
is exponentially stable and the closed-loop value of the cost function (.) is minimized.
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 4 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
Remark . It is worth noting that the time delay is a time-varying function belonging toa given interval, in which the lower bound of delay is not restricted to zero; therefore, thestability criteria proposed in [–, –, –, –] are not applicable to this system.
Remark . It is worth noting that the time delay is a time-varying function belonging to agiven interval, in which the delay function h(t) is non-differentiable; therefore, the stabilitycriteria proposed in [, , , –, –, –] are not applicable to this system.
Definition . Given α > . The zero solution of closed-loop system (.) is α-exponen-tially stabilizable if there exists a positive number N > such that every solution x(t,φ)satisfies the following condition:
∥∥x(t,φ)∥∥≤ Ne–αt‖φ‖, ∀t ≥ .
Definition . Consider control system (.). If there exist a memoryless state feedbackcontrol law u(t) = Kx(t) and a positive number J∗ such that the zero solution of closed-loop system (.) is exponentially stable and the cost function (.) satisfies J ≤ J∗, thenthe value J∗ is a guaranteed constant and u(t) is a guaranteed cost control law of the systemand its corresponding cost function.
We introduce the following technical well-known propositions, which will be used inthe proof of our results.
Proposition . (Schur complement lemma []) Given constant matrices X, Y , Z withappropriate dimensions satisfying X = XT , Y = Y T > . Then X + ZT Y –Z < if and only if
(X ZT
Z –Y
)< .
Proposition . (Integral matrix inequality []) For any symmetric positive definite ma-trix M > , scalar σ > and vector function ω : [,σ ] → R
n such that the integrationsconcerned are well defined, the following inequality holds:
(∫ σ
ω(s) ds
)T
M(∫ σ
ω(s) ds
)≤ σ
(∫ σ
ωT (s)Mω(s) ds
).
3 Design of guaranteed cost controllerIn this section, we give a design of memoryless guaranteed feedback cost control for neuralnetworks (.). Let us set
w = –[P + αI]Aj – ATj [P + αI] – BjBT
j + .BjRBTj +
∑i=
Gi,
w = P + AjP + .BjBTj ,
w = e–αh H + .BjBTj + AjP,
w = e–αh H + .BjBTj + AjP,
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 5 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
w = P.BjBTj + AjP,
w =∑
i=
WijDiW Tij +
∑i=
hi Hi + (h – h)U – P – BjBT
j ,
w = P, w = P, w = P,
w = –e–αh G – e–αh H – e–αh U +∑
i=
WijDiW Tij ,
w = , w = –αhU ,
w =∑
i=
WijDiW Tij – e–αh U – e–αh G – e–αh H, w = e–αh U ,
w = –e–αh U + WjDW Tj ,
E = diagei, i = , . . . , n, F = diagfi, i = , . . . , n,λ = λmin
(P–),
λ = λmax(P–) + hλmax
[P–
( ∑i=
Gi
)P–
]
+ hλmax
[P–
( ∑i=
Hi
)P–
]+ (h – h)λmax
(P–UP–).
Theorem . Consider control system (.) and the cost function (.). If there exist sym-metric positive definite matrices P, U , G, G, H, H and diagonal positive definite matricesDi, i = , , satisfying the following LMIs:
Ej =
⎡⎢⎢⎢⎢⎢⎢⎣
w w w w w
∗ w w w w
∗ ∗ w w w
∗ ∗ ∗ w w
∗ ∗ ∗ ∗ w
⎤⎥⎥⎥⎥⎥⎥⎦
< , j = , , . . . , N , (.)
Sj =
⎡⎢⎣
–PAj – ATj P –
∑i= e–αhi Hi PF PQ
∗ –D ∗ ∗ –Q–
⎤⎥⎦ < , j = , , . . . , N , (.)
Sj =
⎡⎢⎣
WjDW Tj – e–αh U PE PQ
∗ –D ∗ ∗ –Q–
⎤⎥⎦ < , j = , , . . . , N , (.)
then
uj(t) = –
BTj P–x(t), t ≥ , j = , , . . . , N , (.)
is a guaranteed cost control and the guaranteed cost value is given by
J∗ = λ‖φ‖.
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 6 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
The switching rule is chosen as γ (x(t)) = j. Moreover, the solution x(t,φ) of the systemsatisfies
∥∥x(t,φ)∥∥≤√
λ
λe–αt‖φ‖, ∀t ≥ .
Proof Let Y = P–, y(t) = Yx(t). Using the feedback control (.), we consider the followingLyapunov-Krasovskii functional:
V (t, xt) =∑
i=
Vi(t, xt),
V = xT (t)Yx(t),
V =∫ t
t–h
eα(s–t)xT (s)YGYx(s) ds,
V =∫ t
t–h
eα(s–t)xT (s)YGYx(s) ds,
V = h
∫
–h
∫ t
t+seα(τ–t)xT (τ )YHY x(τ ) dτ ds,
V = h
∫
–h
∫ t
t+seα(τ–t)xT (τ )YHY x(τ ) dτ ds,
V = (h – h)∫ t–h
t–h
∫ t
t+seα(τ–t)xT (τ )YUY x(τ ) dτ ds.
It is easy to check that
λ∥∥x(t)
∥∥ ≤ V (t, xt) ≤ λ‖xt‖, ∀t ≥ . (.)
Taking the derivative of V, we have
V = xT (t)Y x(t)
= yT (t)[–PAT
j – AjP]y(t) – yT (t)BjBT
j y(t)
+ yT (t)Wjf (·)y(t) + yT (t)Wjg(·)y(t)
V = yT (t)Gy(t) – e–αh yT (t – h)Gy(t – h) – αV;
V = yT (t)Gy(t) – e–αh yT (t – h)Gy(t – h) – αV;
V = hyT (t)Hy(t) – he–αh
∫ t
t–h
xT (s)Hx(s) ds – αV;
V = h yT (t)Hy(t) – he–αh
∫ t
t–h
yT (s)Hy(s) ds – αV;
V = (h – h)yT (t)Uy(t) – (h – h)e–αh
∫ t–h
t–h
yT (s)Uy(s) ds – αV.
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Applying Proposition . and the Leibniz-Newton formula
∫ t
sy(τ ) dτ = y(t) – y(s),
we have, for j = , , i = , ,
–hi
∫ t
t–hi
yT (s)Hjy(s) ds ≤ –[∫ t
t–hi
y(s) ds]T
Hj
[∫ t
t–hi
y(s) ds]
≤ –[y(t) – y
(t – h(t)
)]T Hj[y(t) – y
(t – h(t)
)]= –yT (t)Hiy(t) + xT (t)Hjy
(t – h(t)
)– yT (t – hi)Hjy(t – hi). (.)
Note that
∫ t–h
t–h
yT (s)Uy(s) ds =∫ t–h(t)
t–h
yT (s)Uy(s) ds +∫ t–h
t–h(t)yT (s)Uy(s) ds.
Applying Proposition . gives
[h – h(t)
] ∫ t–h(t)
t–h
yT (s)Uy(s) ds ≥[∫ t–h(t)
t–h
y(s) ds]T
U[∫ t–h(t)
t–h
y(s) ds]
≥ [y(t – h(t))
– y(t – h)]T U[y(t – h(t)
)– y(t – h)
].
Since h – h(t) ≤ h – h, we have
[h – h]∫ t–h(t)
t–h
yT (s)Uy(s) ds ≥ [y(t – h(t))
– y(t – h)]T U[y(t – h(t)
)– y(t – h)
],
then
–[h – h]∫ t–h(t)
t–h
yT (s)Uy(s) ds ≤ –[y(t – h(t)
)– y(t – h)
]T U[y(t – h(t)
)– y(t – h)
].
Similarly, we have
–(h – h)∫ t–h
t–h(t)yT (s)Uy(s) ds ≤ –
[y(t – h) – y
(t – h(t)
)]T U[y(t – h) – y
(t – h(t)
)].
Then we have
V (·) + αV (·) ≤ yT (t)[–PAT
j – AjP]y(t) – yT (t)BjBT
j y(t) + yT (t)Wjf (·)
+ yT (t)Wjg(·) + yT (t)
( ∑i=
Gi
)y(t) + α
⟨Py(t), y(t)
⟩
+ yT (t)
( ∑i=
hi Hi
)y(t) + (h – h)yT (t)Uy(t)
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 8 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
–∑
i=
e–αhi yT (t – hi)Giy(t – hi)
– e–αh[y(t) – y(t – h)
]T H[y(t) – y(t – h)
]– e–αh
[y(t) – y(t – h)
]T H[y(t) – y(t – h)
]– e–αh
[y(t – h(t)
)– y(t – h)
]T U[y(t – h(t)
)– y(t – h)
]– e–αh
[y(t – h) – y
(t – h(t)
)]T U[y(t – h) – y
(t – h(t)
)]. (.)
Using equation (.)
Py(t) + AjPy(t) – Wjf (·) – Wjg(·) + .BjBTj y(t) = ,
and multiplying both sides by [y(t), –y(t), y(t – h), y(t – h), y(t – h(t))]T , we have
yT (t)Py(t) + yT (t)AjPy(t) – yT (t)Wjf (·) – yT (t)Wjg(·)+ yT (t)BjBT
j y(t) = ,
–yT (t)Py(t) – yT (t)AjPy(t) + yT (t)Wjf (·)+ yT (t)Wjg(·) – yT (t)BjBT
j y(t) = ,
yT (t – h)Py(t) + yT (t – h)AjPy(t) – yT (t – h)Wjf (·)– yT (t – h)Wjg(·) + yT (t – h)BjBT
j y(t) = ,
yT (t – h)Py(t) + yT (t – h)AjPy(t) – yT (t – h)Wjf (·)– yT (t – h)Wjg(·) + yT (t – h)BjBT
j y(t) = ,
yT(t – h(t))Py(t) + yT(t – h(t)
)AjPy(t) – yT(t – h(t)
)Wjf (·)
– yT(t – h(t))Wjg(·) + yT(t – h(t)
)BjBT
j y(t) = .
(.)
Adding all the zero items of (.) and f (t, x(t), x(t – h(t)), u(t)) – f (t, x(t), x(t – h(t)), u(t)) =, respectively, into (.) and using the condition (.) for the following estimations:
f (t, x(t), x(t – h(t)
), u(t)
)≤ ⟨Qx(t), x(t)⟩+⟨Qx(t – h(t)
), x(t – h(t)
)⟩+⟨Ru(t), u(t)
⟩=⟨PQPy(t), y(t)
⟩+⟨PQPy
(t – h(t)
), y(t – h(t)
)⟩+ .
⟨BjRBT
j y(t), y(t)⟩,
⟨Wjf (x), y
⟩≤ ⟨WjDW Tj y, y
⟩+⟨D–
f (x), f (x)⟩,
⟨Wjg(z), y
⟩≤ ⟨WjDW Tj y, y
⟩+⟨D–
g(z), g(z)⟩,
⟨D–
f (x), f (x)⟩≤ ⟨FD–
Fx, x⟩,
⟨D–
g(z), g(z)⟩≤ ⟨ED–
Ez, z⟩,
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we obtain
V (·) + αV (·) ≤ ζ T (t)Ejζ (t) + yT (t)Sjy(t) + yT(t – h(t))Sjy(t – h(t)
)– f (t, x(t), x
(t – h(t)
), u(t)
), (.)
where ζ (t) = [y(t), y(t), y(t – h), y(t – h), y(t – h(t))], and
Ej =
⎡⎢⎢⎢⎢⎢⎢⎣
w w w w w
∗ w w w w
∗ ∗ w w w
∗ ∗ ∗ w w
∗ ∗ ∗ ∗ w
⎤⎥⎥⎥⎥⎥⎥⎦
,
Sj = –PAj – ATj P –
∑i=
e–αhi Hi + PFD– FP + PQP,
Sj = WjDW Tj – e–αh U + PED–
EP + PQP.
Note that by the Schur complement lemma, Proposition ., the conditions Sj < andSj < are equivalent to the conditions (.) and (.), respectively. Therefore, by condi-tions (.), (.), (.), we obtain from (.) that
V (t, xt) ≤ –αV (t, xt), ∀t ≥ . (.)
Integrating both sides of (.) from to t, we obtain
V (t, xt) ≤ V (φ)e–αt , ∀t ≥ .
Furthermore, taking condition (.) into account, we have
λ∥∥x(t,φ)
∥∥ ≤ V (xt) ≤ V (φ)e–αt ≤ λe–αt‖φ‖,
then
∥∥x(t,φ)∥∥≤√
λ
λe–αt‖φ‖, t ≥ ,
which concludes the exponential stability of closed-loop system (.). To prove the optimallevel of the cost function (.), we derive from (.) and (.)-(.) that
V (t, zt) ≤ –f (t, x(t), x(t – h(t)
), u(t)
), t ≥ . (.)
Integrating both sides of (.) from to t leads to
∫ t
f (t, x(t), x
(t – h(t)
), u(t)
)dt ≤ V (, z) – V (t, zt) ≤ V (, z),
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 10 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
due to V (t, zt) ≥ . Hence, letting t → +∞, we have
J =∫ ∞
f (t, x(t), x
(t – h(t)
), u(t)
)dt ≤ V (, z) ≤ λ‖φ‖ = J∗.
This completes the proof of the theorem.
Example . Consider the switched recurrent neural networks with interval time-varyingdelays (.), where
A =
[. .
], A =
[. .
], W =
[–. .. –.
],
W =
[–. .. –.
], W =
[–. .. –.
], W =
[–. .. –.
],
B =
[..
], B =
[..
], E =
[. .
], F =
[. .
],
Q =
[. .. .
], Q =
[. .. .
], R =
[. .. .
],
⎧⎨⎩h(t) = . + . sin t if t ∈ I =
⋃k≥[kπ , (k + )π ],
h(t) = if t ∈ R+ \ I .
Note that h(t) is non-differentiable, therefore, the stability criteria proposed in [–, –, –, –] are not applicable to this system. Given α = ., h = ., h = ., byusing the Matlab LMI toolbox, we can solve for P, U , G, G, H, H, D, and D whichsatisfy the conditions (.)-(.) in Theorem ..
A set of solutions is as follows:
P =
[. –.
–. .
], U =
[. –.
–. .
],
G =
[. .. .
], G =
[. .. .
],
H =
[. .. .
], H =
[. .. .
],
D =
[.
.
], D =
[.
.
].
Then
u(t) = .x(t) + .x(t), t ≥ ,
u(t) = .x(t) + .x(t), t ≥ ,
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 11 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
Figure 1 The simulation of the solutions x1(t) and x2(t) with the initial condition φ(t) = [10 5]T ,t ∈ [0, 10].
are a guaranteed cost control law and the cost given by
J∗ = .‖φ‖.
Moreover, the solution x(t,φ) of the system satisfies
∥∥x(t,φ)∥∥≤ .e–.t‖φ‖, ∀t ≥ .
The trajectories of solution of switched recurrent neural networks is shown in Figure ,respectively.
4 ConclusionsIn this paper, the problem of guaranteed cost control for Hopfield neural networks with in-terval non-differentiable time-varying delay has been studied. A nonlinear quadratic costfunction is considered as a performance measure for the closed-loop system. The stabiliz-ing controllers to be designed must satisfy some exponential stability constraints on theclosed-loop poles. By constructing a set of time-varying Lyapunov-Krasovskii functionals,a switching rule for the exponential stabilization for the system is designed via linear ma-trix inequalities. A memoryless state feedback guaranteed cost controller design has beenpresented and sufficient conditions for the existence of the guaranteed cost state-feedbackfor the system have been derived in terms of LMIs.
Competing interestsThe authors declare that they have no competing interests.
Authors’ contributionsThe authors contributed equally and significantly in writing this paper. The authors read and approved the finalmanuscript.
Niamsup et al. Journal of Inequalities and Applications 2013, 2013:292 Page 12 of 12http://www.journalofinequalitiesandapplications.com/content/2013/1/292
Author details1Deparment of Mathematics, Faculty of Science, Chiang Mai University, Chiangmai, 50000, Thailand. 2Division ofMathematics and Statistics, Faculty of Science, Maejo University, Chiangmai, 50290, Thailand.
AcknowledgementsThis work was supported by the Office of Agricultural Research and Extension Maejo University, the Thailand ResearchFund Grant, the Higher Education Commission and Faculty of Science, Maejo University, Thailand. The first author issupported by the Center of Excellence in Mathematics, Thailand, and Commission for Higher Education, Thailand. Theauthors thank anonymous reviewers for valuable comments and suggestions, which allowed us to improve the paper.
Received: 14 July 2012 Accepted: 11 May 2013 Published: 10 June 2013
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doi:10.1186/1029-242X-2013-292Cite this article as: Niamsup et al.: Guaranteed cost control for switched recurrent neural networks with intervaltime-varying delay. Journal of Inequalities and Applications 2013 2013:292.
DELAY-DEPENDENT ASYMPTOTICAL STABILIZATION CRITERION OF RECURRENT NEURAL NETWORKS
Grienggrai Rajchakit
Division of Mathematics, Faculty of Science, Maejo University, Chiang Mai 50290, Thailand
Keywords: Neural networks; Time-varying Delay; Stability; Quadratic Lyapunov functional approach.
Abstract. This paper deals with the problem of delay-dependent stability criterion of discrete-time
recurrent neural networks with time-varying delays. Based on quadratic Lyapunov functional
approach and free-weighting matrix approach, some linear matrix inequality criteria are found to
guarantee delay-dependent asymptotical stability of these systems. And one example illustrates the
exactness of the proposed criteria.
Introduction
A recurrent neural network (RNNs) is a very important tool for many application areas such as
associative memory, pattern recognition, signal processing, model identication and combinatorial
optimization. With the development of research on RNNs in theory and application, the model is
more and more complex. Parameter uncertainties and nonautonomous phenomena often exist in real
systems due to modeling inaccuracies [1, 2]. Particularly when we consider a longterm dynamical
behavior of the system and consider seasonality of the changing environment, the parameters of the
system usually will change with time [3, 4]. Simultaneously, in implementations of artificial neural
networks, time delay may occur due to finite switching speeds of the amplifiers and communication
time [5, 6]. In order to model those systems with neural networks, the neural networks with time-
varying delay appear in many papers [7, 8]. So in this paper we consider the stability of the
following discrete-time recurrent neural networks:
In this paper, we consider control discrete-time system of neural networks of the form
( 1) ( ) ( ( )) ( ( ( ))) ( )+ = + + − + +v k Cv k AS v k BS v k h k Du k f , (1)
where ( ) nv k ∈Ω⊆ R is the neuron state vector, 2 20 ( ) , 0,1, 2, ,< ≤ ≤ ∀ = …h h k h k
1 , , = … nC diag c c , 0≥ic , 1, 2,...,i n= is the n n× constant relaxation matrix, ,A B are the n n×
constant weight matrix, D is n m× constant matrix, ( ) mu k ∈R is the control
vector, 1( , , ) n
nf f f= ∈… R is the constant external input vector and 1 1( ) [ ( ), , ( )]Tn nS z s z s z= … with
[ ]1 , ( 1,1)is C∈ −R where is is the neuron activations and monotonically increasing for each
1, 2,...,i n= .
The asymptotic stability of the zero solution of the delay-differential system of Hopfield neural
networks has been developed during the past several years. Much less is known regarding the
asymptotic stability of the zero solution of the control discrete-time system of neural networks.
Therefore, the purpose of this paper is to establish sufficient condition for the asymptotic stability of
the zero solution of (1) in terms of certain matrix inequalities.
Preliminaries
The following notations will be used throughout the paper. +R denotes the set of all non-negative
real numbers; +Z denotes the set of all non-negative integers; n
R denotes the n-finite-dimensional
Euclidean space with the Euclidean norm . and the scalar product between x and y is defined by
;Tx y n m×R denotes the set of all ( )n m× -matrices; and TA denotes the transpose of the matrix A ;
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Matrix n nQ ×∈R is positive semidefinite ( 0)Q ≥ if 0,Tx Qx ≥ for all nx∈R . If 0( 0T Tx Qx x Qx> < ,
resp.) for any 0x ≠ , then Q is positive (negative, resp.) definite and denoted by 0, ( 0,Q Q> <
resp.). It is easy to verify that 0,Q > ( 0,Q < resp.) iff 0 :β∃ > 2
, ,T nx Qx x xβ≥ ∀ ∈R ( 0 :β∃ >
2, ,T nx Qx x xβ≤ − ∀ ∈R resp.).
Lemma 1. [1] The zero solution of difference system is asymptotic stability if there exists a positive
definite function ( ) : nV x +→R R such that 2
0 : ( ( )) ( ( 1)) ( ( )) ( ) ,V x k V x k V x k x kβ β∃ > ∆ = + − ≤ −
along the solution of the system. In case the above condition holds for all ( )x k Vδ∈ , we say that the
zero solution is asymptotically stable.
Main Results
In this section, we consider the sufficient condition for asymptotic stability of the zero solution v∗
of (1) in terms of certain matrix inequalities. Without loss of generality, we can assume that * 0, (0) 0v S= = and f =0 (for otherwise, we let *x v v= − and define * *( ) ( ) ( ))S x S x v S v= + − . The
new form of (1) is now given by
( 1) ( ) ( ( )) ( ( ( ))) ( )+ = + + − +x k Cx k AS x k BS x k h k Du k . (2)
This is a basic requirement for controller design. Now, we are interested designing a feedback
controller for the system (2) as ( ) ( )u k Kx k= , where K is n m× constant control gain matrix.
The new form of (2) is now given by
( 1) ( ) ( ( )) ( ( ( ))) ( )+ = + + − +x k Cx k AS x k BS x k h k DKx k . (3)
Throughout this paper we assume the neuron activationsi is x( ) , 1, 2, ,i n= … is bounded and
monotonically nondecreasing onR , and i is x( ) is Lipschitz continuous, that is, there exist constant
0 1 2, , , ,il i n> = … such that
1 2 1 2( ) ( ) ,i i is r s r l r r− ≤ −1 2
∀ ∈r r, R . (4)
By condition (4), i is x( ) satisfy
( ) ,i i i is x l x≤ 1, 2,...,i n= . (5)
Theorem 1. The zero solution of the control discrete-time system of neural networks (3) is
asymptotically stable if there exist symmetric positive definite matrices , , ,P G W R satisfying the
following matrix inequalities of the form
(1,1) 00
0 (2,2)ψ
= <
, (6)
where
(1,1)=
,∧
+ + + − + +
+ + + +
T T T T T T
T T T T T T
CPC CPDK K D PC K D PDK P CPAL L A PC
K D PAL L A PDK L A PAL hW
(1,2)= ,+ +T T T TCPBL K D PBL L A PBL (2,1)= ( ) ,+ +T T T T T TL B PC L B PDKx k L B PAL
(2,2)= ,∧
− −T TL B PBL G hR and 2 1 1.∧
= − +h h h
Proof. Consider the Lyapunov function candidate, where
1( ( )) ( ) ( )= TV x k x k Px k ,
1
2
( )
( ( )) ( ) ( ),−
= −
= ∑k
T
i k h k
V x k x i Gx i
1046 Materials Engineering and Automatic Control II
1
2
1
3
1
( ( )) ( ) ( ),− −
= − + =
= ∑ ∑k h k
T
j k h i j
V x k x i Wx i
1
4
( )
( ( )) ( ( ) ) ( ) ( ).−
= −
= − +∑k
T
i k h k
V x k h k k i x i Rx i
The Lyapunov difference of the system along trajectory of solution of (3) is given by
1 1 1( ( )) ( ( 1)) ( ( ))
[ ( ) ( ( )) ( ( ( ))) ( )]
[ ( ) ( ( )) ( ( ( ))) ( )]
( ) ( )
∆ = + −
= + + − +
× + + − +
−
T
T
V x k V x k V x k
Cx k AS x k BS x k h k Du k
P Cx k AS x k BS x k h k Du k
x k Px k
( )[ ] ( )
( ) ( ( )) ( ( )) ( )
= + + + −
+ +
T T T T T
T T T
x k CPC CPDK K D PC K D PDK P x k
x k CPAS x k S x k A PCx k
( ) ( ( ( ))) ( ( ( ))) ( ).T T Tx k CPBS x k h k S x k h k B PCx k+ − + −
As a result, we obtain
( )[
] ( )
( )[ ] ( ( ))
( ( ))[ ( ) ] ( )
( ( ))[ ] ( ( )),
∧
∧
∆ ≤ + + + −
+ + + + + +
+ + + −
+ − + +
+ − − − −
T T T T T
T T T T T T T T
T T T T T
T T T T T T T
T T T
V x k CPC CPDK K D PC K D PDK P
CPAL L A PC K D PAL L A PDK L A PAL hW x k
x k CPBL K D PBL L A PBL x k h k
x k h k L B PC L B PDKx k L B PAL x k
x k h k L B PBL G hR x k h k
( ) (1,1) (1, 2) ( )
( ( )) (2,1) (2,2) ( ( ))
( ) ( ),
T
T
x k x k
x k h k x k h k
y k y kψ
= − −
=
Where,
(1,1)=
,∧
+ + + −
+ + + + + +
T T T T
T T T T T T T T
CPC CPDK K D PC K D PDK P
CPAL L A PC K D PAL L A PDK L A PAL hW
(1,2)= ,+ +T T T TCPBL K D PBL L A PBL
(2,1)= ( ) ,+ +T T T T T TL B PC L B PDKx k L B PAL
(2,2)= ,∧
− −T TL B PBL G hR
( )( )
( ( ))
= −
x ky k
x k h k.
By the condition (6), ( ( ))V y k∆ is negative definite, namely there is a number 0β > such that 2
( ( )) ( ) ,V y k y kβ∆ ≤ − and hence, the asymptotic stability of the system immediately follows from
Lemma 1. This completes the proof.
Remark 1. Theorem 1 gives a sufficient condition for the asymptotic stability of control
discrete-time system of neural networks (3) via matrix inequalities. These conditions are described
in terms of certain diagonal matrix inequalities, which can be realized by using the linear matrix
inequality algorithm proposed. But [9, 10] these conditions are described in terms of certain
symmetric matrix inequalities, which can be realized by using the Schur complement lemma and
linear matrix inequality algorithm proposed.
Applied Mechanics and Materials Vol. 330 1047
Conclusions
This paper was dedicated to the delay-dependent stability of discrete-time recurrent neural networks
with time-varying delay. A less conservative LMI-based globally stability criterion is obtained with
quadratic Lyapunov functional approach and free-weighting matrix approach for periodic discrete-
time recurrent neural networks with a time-varying delay. One example illustrates the exactness of
the proposed criterion.
Ackhowledgment
This work was supported by The Office of Agricultural Research and Extension Maejo University
Chiangmai Thailand.
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Materials Engineering and Automatic Control II 10.4028/www.scientific.net/AMM.330 Delay-Dependent Asymptotical Stabilization Criterion of Recurrent Neural Networks 10.4028/www.scientific.net/AMM.330.1045
978-1-4799-3230-6/13/$31.00 ©2013 216
New design switching rule for the robust meansquare stability of uncertain stochastic discrete-time
hybrid systemsGrienggrai Rajchakit
Major of MathematicsMaejo University
Chiangmai, ThailandEmail: [email protected]
Abstract—This paper is concerned with robust mean squarestability of uncertain stochastic switched discrete time-delaysystems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varyingfunction and the lower bound is not restricted to zero. Basedon the discrete Lyapunov functional, a switching rule for therobust mean square stability for the uncertain stochastic discretetime-delay system is designed via linear matrix inequalities.
I. INTRODUCTION
Switched systems constitute an important class of hybridsystems. Such systems can be described by a family ofcontinuous-time subsystems (or discrete-time subsystems) anda rule that orchestrates the switching between them. It is wellknown that a wide class of physical systems in power systems,chemical process control systems, navigation systems, auto-mobile speed change system, and so forth may be appropri-ately described by the switched model [1-7]. In the study ofswitched systems, most works have been centralized on theproblem of stability. In the last two decades, there has beenincreasing interest in the stability analysis for such switchedsystems; see, for example, [8, 9] and the references citedtherein. Two important methods are used to construct theswitching law for the stability analysis of the switched sys-tems. One is the state-driven switching strategy [9]; the otheris the time-driven switching strategy [8]. A switched systemis a hybrid dynamical system consisting of a finite number ofsubsystems and a logical rule that manages switching betweenthese subsystems (see, e.g., [1–10] and the references therein).
The main approach for stability analysis relies on the use ofLyapunov-Krasovskii functional and linear matrix inequality(LMI) approach for constructing a common Lyapunov function[11, 12, 13]. Although many important results have beenobtained for switched linear continuous-time systems, thereare few results concerning the stability of switched lineardiscrete systems with time-varying delays. In [14, 15], a classof switching signals has been identified for the consideredswitched discrete-time delay systems to be stable under theaverage dwell time scheme.
This paper studies robust mean square stability problemfor uncertain stochastic switched linear discrete-time delay
with interval time-varying delays. Specifically, our goal is todevelop a constructive way to design switching rule to robustlymean square stable the uncertain stochastic linear discrete-time delay systems. By using improved Lyapunov-Krasovskiifunctional combined with LMIs technique, we propose newcriteria for the robust mean square stability of the uncertainstochastic linear discrete-time delay system. Compared to theexisting results, our result has its own advantages. First, thetime delay is assumed to be a time-varying function belongingto a given interval, which means that the lower and upperbounds for the time-varying delay are available, the delayfunction is bounded but not restricted to zero. Second, theapproach allows us to design the switching rule for robustmean square stability in terms of of LMIs.
The paper is organized as follows: Section II presents def-initions and some well-known technical propositions neededfor the proof of the main results. Switching rule for the robustmean square stability is presented in Section III.
II. PRELIMINARIES
The following notations will be used throughout this paper.𝑅+ denotes the set of all real non-negative numbers; 𝑅𝑛
denotes the 𝑛-dimensional space with the scalar product oftwo vectors ⟨𝑥, 𝑦⟩ or 𝑥𝑇 𝑦; 𝑅𝑛×𝑟 denotes the space of allmatrices of (𝑛 × 𝑟)− dimension. 𝑁+ denotes the set of allnon-negative integers; 𝐴𝑇 denotes the transpose of 𝐴; a matrix𝐴 is symmetric if 𝐴 = 𝐴𝑇 .Matrix 𝐴 is semi-positive definite (𝐴 ≥ 0) if ⟨𝐴𝑥, 𝑥⟩ ≥ 0, forall 𝑥 ∈ 𝑅𝑛;𝐴 is positive definite (𝐴 > 0) if ⟨𝐴𝑥, 𝑥⟩ > 0 forall 𝑥 ∕= 0; 𝐴 ≥ 𝐵 means 𝐴−𝐵 ≥ 0. 𝜆(𝐴) denotes the set ofall eigenvalues of 𝐴; 𝜆min(𝐴) = min𝑅𝑒𝜆 : 𝜆 ∈ 𝜆(𝐴).
Consider a uncertain stochastic discrete systems with inter-val time-varying delay of the form
𝑥(𝑘 + 1) = (𝐴𝛾 +Δ𝐴𝛾(𝑘))𝑥(𝑘) + (𝐵𝛾 +Δ𝐵𝛾(𝑘))𝑥(𝑘 − 𝑑(𝑘))
+ 𝜎𝛾(𝑥(𝑘), 𝑥(𝑘 − 𝑑(𝑘)), 𝑘)𝜔(𝑘),
𝑘 ∈ 𝑁+, 𝑥(𝑘) = 𝑣𝑘, 𝑘 = −𝑑2,−𝑑2 + 1, ..., 0,(1)
where 𝑥(𝑘) ∈ 𝑅𝑛 is the state, 𝛾(.) : 𝑅𝑛 → 𝒩 :=1, 2, . . . , 𝑁 is the switching rule, which is a function
2172013 Third World Congress on Information and Communication Technologies (WICT)
depending on the state at each time and will be designed.A switching function is a rule which determines a switchingsequence for a given switching system. Moreover, 𝛾(𝑥(𝑘)) = 𝑖implies that the system realization is chosen as the 𝑖𝑡ℎ system,𝑖 = 1, 2, ..., 𝑁. It is seen that the system (1) can be viewed asan autonomous switched system in which the effective subsys-tem changes when the state 𝑥(𝑘) hits predefined boundaries.𝐴𝑖, 𝐵𝑖, 𝑖 = 1, 2, ..., 𝑁 are given constant matrices and thetime-varying uncertain matrices Δ𝐴𝑖(𝑘) and Δ𝐵𝑖(𝑘) are de-fined by: Δ𝐴𝑖(𝑘) = 𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎,Δ𝐵𝑖(𝑘) = 𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏,where 𝐸𝑖𝑎, 𝐸𝑖𝑏, 𝐻𝑖𝑎, 𝐻𝑖𝑏 are known constant real matriceswith appropriate dimensions. 𝐹𝑖𝑎(𝑘), 𝐹𝑖𝑏(𝑘) are unknown un-certain matrices satisfying
𝐹𝑇𝑖𝑎(𝑘)𝐹𝑖𝑎(𝑘) ≤ 𝐼, 𝐹𝑇
𝑖𝑏 (𝑘)𝐹𝑖𝑏(𝑘) ≤ 𝐼, 𝑘 = 0, 1, 2, ...,(2)
where 𝐼 is the identity matrix of appropriate dimension, 𝜔(𝑘)is a scalar Wiener process (Brownian Motion) on (Ω,ℱ ,𝒫)with
𝐸[𝜔(𝑘)] = 0, 𝐸[𝜔2(𝑘)] = 1, 𝐸[𝜔(𝑖)𝜔(𝑗)] = 0(𝑖 ∕= 𝑗),(3)
and 𝜎𝑖: 𝑅𝑛 ×𝑅𝑛 ×𝑅 → 𝑅𝑛, 𝑖 = 1, 2, ..., 𝑁 is the continuousfunction, and is assumed to satisfy that
𝜎𝑇𝑖 (𝑥(𝑘), 𝑥(𝑘 − 𝑑(𝑘)), 𝑘)𝜎𝑖(𝑥(𝑘), 𝑥(𝑘 − 𝑑(𝑘)), 𝑘) ≤
𝜌𝑖1𝑥𝑇 (𝑘)𝑥(𝑘) + 𝜌𝑖2𝑥
𝑇 (𝑘 − 𝑑(𝑘))𝑥(𝑘 − 𝑑(𝑘),
𝑥(𝑘), 𝑥(𝑘 − 𝑑(𝑘) ∈ 𝑅𝑛,
(4)
where 𝜌𝑖1 > 0 and 𝜌𝑖2 > 0, 𝑖 = 1, 2, ..., 𝑁 are known constantscalars. The time-varying function 𝑑(𝑘) : 𝑁+ → 𝑁+ satisfiesthe following condition:
0 < 𝑑1 ≤ 𝑑(𝑘) ≤ 𝑑2, ∀𝑘 ∈ 𝑁+
Remark 2.1. It is worth noting that the time delay is atime-varying function belonging to a given interval, in whichthe lower bound of delay is not restricted to zero.
Definition 2.1. The uncertain stochastic switched system (1)is robustly stable if there exists a switching function 𝛾(.) suchthat the zero solution of the uncertain stochastic switchedsystem is robustly stable.
Definition 2.2. The system of matrices 𝐽𝑖, 𝑖 = 1, 2, . . . , 𝑁,is said to be strictly complete if for every 𝑥 ∈ 𝑅𝑛∖0 thereis 𝑖 ∈ 1, 2, . . . , 𝑁 such that 𝑥𝑇𝐽𝑖𝑥 < 0.
It is easy to see that the system 𝐽𝑖 is strictly complete ifand only if
𝑁∪𝑖=1
𝛼𝑖 = 𝑅𝑛∖0,
where
𝛼𝑖 = 𝑥 ∈ 𝑅𝑛 : 𝑥𝑇𝐽𝑖𝑥 < 0, 𝑖 = 1, 2, ..., 𝑁.
Definition 2.3. The discrete-time system (1) is robustly stable
in the mean square if there exists a positive definite scalarfunction 𝑉 (𝑘, 𝑥(𝑘) : 𝑅𝑛 ×𝑅𝑛 → 𝑅 such that
𝐸[Δ𝑉 (𝑘, 𝑥(𝑘))] = 𝐸[𝑉 (𝑘 + 1, 𝑥(𝑘 + 1))− 𝑉 (𝑘, 𝑥(𝑘))] < 0,
along any trajectory of solution of the system (1).
Proposition 2.1. [16] The system 𝐽𝑖, 𝑖 = 1, 2, . . . , 𝑁,is strictly complete if there exist 𝛿𝑖 ≥ 0, 𝑖 =1, 2, . . . , 𝑁,
∑𝑁𝑖=1 𝛿𝑖 > 0 such that
𝑁∑𝑖=1
𝛿𝑖𝐽𝑖 < 0.
If 𝑁 = 2 then the above condition is also necessary for thestrict completeness.
Proposition 2.2. (Cauchy inequality) For any symmetricpositive definite marix 𝑁 ∈ 𝑀𝑛×𝑛 and 𝑎, 𝑏 ∈ 𝑅𝑛 we have
+𝑎𝑇 𝑏 ≤ 𝑎𝑇𝑁𝑎+ 𝑏𝑇𝑁−1𝑏.
Proposition 2.3. [16] Let 𝐸,𝐻 and 𝐹 be any constantmatrices of appropriate dimensions and 𝐹𝑇𝐹 ≤ 𝐼. For any𝜖 > 0, we have
𝐸𝐹𝐻 +𝐻𝑇𝐹𝑇𝐸𝑇 ≤ 𝜖𝐸𝐸𝑇 + 𝜖−1𝐻𝑇𝐻.
III. MAIN RESULTS
Let us set
𝑊𝑖 =
⎡⎢⎣𝑊𝑖11 𝑊𝑖12 𝑊𝑖13
∗ 𝑊𝑖22 𝑊𝑖23
∗ ∗ 𝑊𝑖33
⎤⎥⎦ ,
where
𝑊𝑖11 = 𝑄− 𝑃,
𝑊𝑖12 = 𝑆1 − 𝑆1𝐴𝑖,
𝑊𝑖13 = −𝑆1𝐵𝑖,
𝑊𝑖22 = 𝑃 + 𝑆1 + 𝑆𝑇1 +𝐻𝑇
𝑖𝑎𝐻𝑖𝑎 + 𝑆1𝐸𝑖𝑏𝐸𝑇𝑖𝑏𝑆
𝑇1 ,
𝑊𝑖23 = −𝑆1𝐵𝑖,
𝑊𝑖33 = −𝑄+ 2𝐻𝑇𝑖𝑏𝐻𝑖𝑏 + 2𝜌𝑖2𝐼,
𝐽𝑖 = (𝑑2 − 𝑑1)𝑄− 𝑆1𝐴𝑖 −𝐴𝑇𝑖 𝑆
𝑇1 + 2𝑆1𝐸𝑖𝑎𝐸
𝑇𝑖𝑎𝑆
𝑇1
+ 𝑆1𝐸𝑖𝑏𝐸𝑇𝑖𝑏𝑆
𝑇1 +𝐻𝑇
𝑖𝑎𝐻𝑖𝑎 + 2𝜌𝑖1𝐼,
𝛼𝑖 = 𝑥 ∈ 𝑅𝑛 : 𝑥𝑇𝐽𝑖𝑥 < 0, 𝑖 = 1, 2, ..., 𝑁,
1 = 𝛼1, 𝑖 = 𝛼𝑖 ∖𝑖−1∪𝑗=1
𝑗 , 𝑖 = 2, 3, . . . , 𝑁.
(5)
The main result of this paper is summarized in the followingtheorem.
218 2013 Third World Congress on Information and Communication Technologies (WICT)
Theorem 1. The uncertain stochastic switched system(1) is robustly stable in the mean square if there existsymmetric positive definite matrices 𝑃 > 0, 𝑄 > 0 and matrix𝑆1 satisfying the following conditions
(i) ∃𝛿𝑖 ≥ 0, 𝑖 = 1, 2, . . . , 𝑁,∑𝑁
𝑖=1 𝛿𝑖 > 0 :∑𝑁
𝑖=1 𝛿𝑖𝐽𝑖 < 0.
(ii) 𝑊𝑖 < 0, 𝑖 = 1, 2, ..., 𝑁.
The switching rule is chosen as 𝛾(𝑥(𝑘)) = 𝑖, whenever𝑥(𝑘) ∈ 𝑖.
Proof. Consider the following Lyapunov-Krasovskii functionalfor any 𝑖th system (1)
𝑉 (𝑘) = 𝑉1(𝑘) + 𝑉2(𝑘) + 𝑉3(𝑘),
where
𝑉1(𝑘) = 𝑥𝑇 (𝑘)𝑃𝑥(𝑘), 𝑉2(𝑘) =
𝑘−1∑𝑖=𝑘−𝑑(𝑘)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖),
𝑉3(𝑘) =
−𝑑1+1∑𝑗=−𝑑2+2
𝑘−1∑𝑙=𝑘+𝑗+1
𝑥𝑇 (𝑙)𝑄𝑥(𝑙),
We can verify that
𝜆1∥𝑥(𝑘)∥2 ≤ 𝑉 (𝑘). (6)
Let us set 𝜉(𝑘) = [𝑥(𝑘)𝑥(𝑘 + 1)𝑥(𝑘 − 𝑑(𝑘))𝜔(𝑘)]𝑇 , and
𝐻 =
⎛⎜⎜⎜⎝
0 0 0 0
0 𝑃 0 0
0 0 0 0
0 0 0 0
⎞⎟⎟⎟⎠ , 𝐺 =
⎛⎜⎜⎜⎝
𝑃 0 0 0
𝐼 𝐼 0 0
0 0 𝐼 0
0 0 0 𝐼
⎞⎟⎟⎟⎠ .
Then, the difference of 𝑉1(𝑘) along the solution of the system(1) and taking the mathematical expectation, we obtained
𝐸[Δ𝑉1(𝑘)] = 𝐸[𝑥𝑇 (𝑘 + 1)𝑃𝑥(𝑘 + 1)− 𝑥𝑇 (𝑘)𝑃𝑥(𝑘)]
= 𝐸[𝜉𝑇 (𝑘)𝐻𝜉(𝑘)− 2𝜉𝑇 (𝑘)𝐺𝑇
⎛⎜⎜⎜⎝
0.5𝑥(𝑘)
0
0
0
⎞⎟⎟⎟⎠].
(7)
because of
𝜉𝑇 (𝑘)𝐻𝜉(𝑘) = 𝑥(𝑘 + 1)𝑃𝑥(𝑘 + 1),
2𝜉𝑇 (𝑘)𝐺𝑇
⎛⎜⎜⎜⎝
0.5𝑥(𝑘)
0
0
0
⎞⎟⎟⎟⎠ = 𝑥𝑇 (𝑘)𝑃𝑥(𝑘).
Using the expression of system (1)
0 = −𝑆1𝑥(𝑘 + 1) + 𝑆1(𝐴𝑖 + 𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎)𝑥(𝑘)
+𝑆1(𝐵𝑖 + 𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏)𝑥(𝑘 − 𝑑(𝑘)) + 𝑆1𝜎𝑖𝜔(𝑘),
0 = −𝜎𝑇𝑖 𝑥(𝑘 + 1) + 𝜎𝑇
𝑖 (𝐴𝑖 + 𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎)𝑥(𝑘)
+𝜎𝑇𝑖 (𝐵𝑖 + 𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏)𝑥(𝑘 − 𝑑(𝑘)) + 𝜎𝑇
𝑖 𝜎𝑖𝜔(𝑘),
we have
𝐸[−2𝜉𝑇 (𝑘)𝐺𝑇
×
⎛⎜⎜⎜⎜⎜⎜⎜⎜⎝
0.5𝑥(𝑘)
[−𝑆1𝑥(𝑘 + 1) + 𝑆1(𝐴𝑖 + 𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎)𝑥(𝑘)
+𝑆1(𝐵𝑖 + 𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏)𝑥(𝑘 − 𝑑(𝑘)) + 𝑆1𝜎𝑖𝜔(𝑘)]
0
[−𝜎𝑇𝑖 𝑥(𝑘 + 1) + 𝜎𝑇
𝑖 (𝐴𝑖 + 𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎)𝑥(𝑘)
+𝜎𝑇𝑖 (𝐵𝑖 + 𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏)𝑥(𝑘 − 𝑑(𝑘)) + 𝜎𝑇
𝑖 𝜎𝑖𝜔(𝑘)]
⎞⎟⎟⎟⎟⎟⎟⎟⎟⎠]
Therefore, from (7) it follows that
𝐸[Δ𝑉1(𝑘)] = 𝐸[𝑥𝑇 (𝑘)[−𝑃 − 𝑆1𝐴𝑖 − 𝑆1𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎
−𝐴𝑇𝑖 𝑆
𝑇1 −𝐻𝑇
𝑖𝑎𝐹𝑇𝑖𝑎(𝑘)𝐸𝑖𝑎𝑆
𝑇1 ]𝑥(𝑘)
+ 2𝑥𝑇 (𝑘)[𝑆1 − 𝑆1𝐴𝑖 − 𝑆1𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎]𝑥(𝑘 + 1)
+ 2𝑥𝑇 (𝑘)[−𝑆1𝐵𝑖 − 𝑆1𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏]𝑥(𝑘 − 𝑑(𝑘))
+ 2𝑥𝑇 (𝑘)[−𝑆1𝜎𝑖 − 𝜎𝑇𝑖 𝐴𝑖 − 𝜎𝑇
𝑖 𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎]𝜔(𝑘)
+ 𝑥(𝑘 + 1)[𝑆1 + 𝑆𝑇1 ]𝑥(𝑘 + 1)
+ 2𝑥(𝑘 + 1)[−𝑆1𝐵𝑖 − 𝑆1(𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏)]𝑥(𝑘 − 𝑑(𝑘))
+ 2𝑥(𝑘 + 1)[𝜎𝑇𝑖 − 𝑆1𝜎𝑖]𝜔(𝑘)
+ 𝑥𝑇 (𝑘 − 𝑑(𝑘))[−𝜎𝑇𝑖 𝐵𝑖 − 𝜎𝑇
𝑖 𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏]𝜔(𝑘)
+ 𝜔𝑇 (𝑘)[−2𝜎𝑇𝑖 𝜎𝑖]𝜔(𝑘)],
By asumption (3), we have
𝐸[Δ𝑉1(𝑘)] = 𝐸[𝑥𝑇 (𝑘)[−𝑃 − 𝑆1𝐴𝑖 − 𝑆1𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎
−𝐴𝑇𝑖 𝑆
𝑇1 −𝐻𝑇
𝑖𝑎𝐹𝑇𝑖𝑎(𝑘)𝐸𝑖𝑎𝑆
𝑇1 ]𝑥(𝑘)
+ 2𝑥𝑇 (𝑘)[𝑆1 − 𝑆1𝐴𝑖 − 𝑆1𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎]𝑥(𝑘 + 1)
+ 2𝑥𝑇 (𝑘)[−𝑆1𝐵𝑖 − 𝑆1𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏]𝑥(𝑘 − 𝑑(𝑘))
+ 𝑥(𝑘 + 1)[𝑆1 + 𝑆𝑇1 ]𝑥(𝑘 + 1)
+ 2𝑥(𝑘 + 1)[−𝑆1𝐵𝑖 − 𝑆1𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏]𝑥(𝑘 − 𝑑(𝑘))
− 2𝜎𝑇𝑖 𝜎𝑖],
Applying Proposition 2.2, Proposition 2.3, condition (2) andassumption (4), the following estimations hold
−𝑆1𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎−𝐻𝑇𝑖𝑎𝐹
𝑇𝑖𝑎(𝑘)𝐸
𝑇𝑖𝑎𝑆
𝑇1 ≤ 𝑆1𝐸𝑖𝑎𝐸
𝑇𝑖𝑎𝑆
𝑇1 +𝐻𝑇
𝑖𝑎𝐻𝑖𝑎,
−2𝑥𝑇 (𝑘)𝑆1𝐸𝑖𝑎𝐹𝑖𝑎(𝑘)𝐻𝑖𝑎𝑥(𝑘 + 1) ≤𝑥𝑇 (𝑘)𝑆1𝐸𝑖𝑎𝐸
𝑇𝑖𝑎𝑆
𝑇1 𝑥(𝑘) + 𝑥(𝑘 + 1)𝑇𝐻𝑇
𝑖𝑎𝐻𝑖𝑎𝑥(𝑘 + 1),
−2𝑥𝑇 (𝑘)𝑆1𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏𝑥(𝑘 − 𝑑(𝑘)) ≤𝑥𝑇 (𝑘)𝑆1𝐸𝑖𝑏𝐸
𝑇𝑖𝑏𝑆
𝑇1 𝑥(𝑘) + 𝑥(𝑘 − 𝑑(𝑘))𝑇𝐻𝑇
𝑖𝑏𝐻𝑖𝑏𝑥(𝑘 − 𝑑(𝑘)),
−2𝑥𝑇 (𝑘 + 1)𝑆1𝐸𝑖𝑏𝐹𝑖𝑏(𝑘)𝐻𝑖𝑏𝑥(𝑘 − 𝑑(𝑘)) ≤𝑥𝑇 (𝑘+1)𝑆1𝐸𝑖𝑏𝐸
𝑇𝑖𝑏𝑆
𝑇1 𝑥(𝑘+1)+𝑥(𝑘−𝑑(𝑘))𝑇𝐻𝑇
𝑖𝑏𝐻𝑖𝑏𝑥(𝑘−𝑑(𝑘)),
−𝜎𝑇𝑖 (𝑥(𝑘), 𝑥(𝑘 − 𝑑(𝑘)), 𝑘)𝜎𝑖(𝑥(𝑘), 𝑥(𝑘 − 𝑑(𝑘)), 𝑘) ≤
2192013 Third World Congress on Information and Communication Technologies (WICT)
𝜌𝑖1𝑥𝑇 (𝑘)𝑥(𝑘) + 𝜌𝑖2𝑥
𝑇 (𝑘 − 𝑑(𝑘))𝑥(𝑘 − 𝑑(𝑘).
Therefore, we have
𝐸[Δ𝑉1(𝑘)] = 𝐸[𝑥𝑇 (𝑘)[−𝑃 − 𝑆1𝐴𝑖 −𝐴𝑇𝑖 𝑆
𝑇1
+ 2𝑆1𝐸𝑖𝑎𝐸𝑇𝑖𝑎𝑆
𝑇1
+ 𝑆1𝐸𝑖𝑏𝐸𝑇𝑖𝑏𝑆
𝑇1 + 𝑆2𝐸𝑖𝑎𝐸
𝑇𝑖𝑎𝑆
𝑇2
+𝐻𝑇𝑖𝑎𝐻𝑖𝑎 + 2𝜌𝑖1𝐼]𝑥(𝑘)
+ 2𝑥𝑇 (𝑘)[𝑆1 − 𝑆1𝐴𝑖]𝑥(𝑘 + 1)
+ 2𝑥𝑇 (𝑘)[−𝑆1𝐵𝑖 − 𝑆2𝐴𝑖]𝑥(𝑘 − 𝑑(𝑘))
+ 𝑥(𝑘 + 1)[𝑆1 + 𝑆𝑇1 +𝐻𝑇
𝑖𝑎𝐻𝑖𝑎
+ 𝑆1𝐸𝑖𝑏𝐸𝑇𝑖𝑏𝑆
𝑇1 ]𝑥(𝑘 + 1)
+ 2𝑥(𝑘 + 1)[𝑆2 − 𝑆1𝐵𝑖]𝑥(𝑘 − 𝑑(𝑘))
+ 𝑥𝑇 (𝑘 − 𝑑(𝑘))[2𝐻𝑇𝑖𝑏𝐻𝑖𝑏
+ 2𝜌𝑖2𝐼]𝑥(𝑘 − 𝑑(𝑘))],
(8)
The difference of 𝑉2(𝑘) is given by
𝐸[Δ𝑉2(𝑘)] = 𝐸[
𝑘∑𝑖=𝑘+1−𝑑(𝑘+1)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)
−𝑘−1∑
𝑖=𝑘−𝑑(𝑘)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)]
= 𝐸[
𝑘−𝑑1∑𝑖=𝑘+1−𝑑(𝑘+1)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)
+ 𝑥𝑇 (𝑘)𝑄𝑥(𝑘)− 𝑥𝑇 (𝑘 − 𝑑(𝑘))𝑄𝑥(𝑘 − 𝑑(𝑘))
+
𝑘−1∑𝑖=𝑘+1−𝑑1
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)
−𝑘−1∑
𝑖=𝑘+1−𝑑(𝑘)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)].
(9)
Since 𝑑(𝑘) ≥ 𝑑1 we have
𝑘−1∑𝑖=𝑘+1−𝑑1
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)−𝑘−1∑
𝑖=𝑘+1−𝑑(𝑘)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖) ≤ 0,
and hence from (9) we have
𝐸[Δ𝑉2(𝑘)] ≤ 𝐸[
𝑘−𝑑1∑𝑖=𝑘+1−𝑑(𝑘+1)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)
+ 𝑥𝑇 (𝑘)𝑄𝑥(𝑘)− 𝑥𝑇 (𝑘 − 𝑑(𝑘))𝑄𝑥(𝑘 − 𝑑(𝑘))].(10)
The difference of 𝑉3(𝑘) is given by
𝐸[Δ𝑉3(𝑘)] = 𝐸[
−𝑑1+1∑𝑗=−𝑑2+2
𝑘∑𝑙=𝑘+𝑗
𝑥𝑇 (𝑙)𝑄𝑥(𝑙)
−−𝑑1+1∑
𝑗=−𝑑2+2
𝑘−1∑𝑙=𝑘+𝑗+1
𝑥𝑇 (𝑙)𝑄𝑥(𝑙)]
= 𝐸[
−𝑑1+1∑𝑗=−𝑑2+2
[𝑘−1∑
𝑙=𝑘+𝑗
𝑥𝑇 (𝑙)𝑄𝑥(𝑙) + 𝑥𝑇 (𝑘)𝑄(𝜉)𝑥(𝑘)
−𝑘−1∑
𝑙=𝑘+𝑗
𝑥𝑇 (𝑙)𝑄𝑥(𝑙)
− 𝑥𝑇 (𝑘 + 𝑗 − 1)𝑄𝑥(𝑘 + 𝑗 − 1)]]
= 𝐸[
−𝑑1+1∑𝑗=−𝑑2+2
[𝑥𝑇 (𝑘)𝑄𝑥(𝑘)
− 𝑥𝑇 (𝑘 + 𝑗 − 1)𝑄𝑥(𝑘 + 𝑗 − 1)]]
= 𝐸[(𝑑2 − 𝑑1)𝑥𝑇 (𝑘)𝑄𝑥(𝑘)
−𝑘−𝑑1∑
𝑗=𝑘+1−𝑑2
𝑥𝑇 (𝑗)𝑄𝑥(𝑗)].
(11)
Since 𝑑(𝑘) ≤ 𝑑2, and
𝑘−𝑑1∑𝑖=𝑘=1−𝑑(𝑘+1)
𝑥𝑇 (𝑖)𝑄𝑥(𝑖)−𝑘−𝑑1∑
𝑖=𝑘+1−𝑑2
𝑥𝑇 (𝑖)𝑄𝑥(𝑖) ≤ 0,
we obtain from (10) and (11) that
𝐸[Δ𝑉2(𝑘) + Δ𝑉3(𝑘)] ≤ 𝐸[(𝑑2 − 𝑑1 + 1)𝑥𝑇 (𝑘)𝑄𝑥(𝑘)
− 𝑥𝑇 (𝑘 − 𝑑(𝑘))𝑄𝑥(𝑘 − 𝑑(𝑘))].(12)
Therefore, combining the inequalities (8), (12) gives
𝐸[Δ𝑉 (𝑘)] ≤ 𝐸[𝑥𝑇 (𝑘)𝐽𝑖𝑥(𝑘) + 𝜓𝑇 (𝑘)𝑊𝑖𝜓(𝑘)], (13)
where
𝜓(𝑘) = [𝑥(𝑘)𝑥(𝑘 + 1)𝑥(𝑘 − 𝑑(𝑘))]𝑇 ,
𝑊𝑖 =
⎡⎢⎣𝑊𝑖11 𝑊𝑖12 𝑊𝑖13
∗ 𝑊𝑖22 𝑊𝑖23
∗ ∗ 𝑊𝑖33
⎤⎥⎦ ,
𝑊𝑖11 = 𝑄− 𝑃,
𝑊𝑖12 = 𝑆1 − 𝑆1𝐴𝑖,
𝑊𝑖13 = −𝑆1𝐵𝑖,
𝑊𝑖22 = 𝑃 + 𝑆1 + 𝑆𝑇1 +𝐻𝑇
𝑖𝑎𝐻𝑖𝑎 + 𝑆1𝐸𝑖𝑏𝐸𝑇𝑖𝑏𝑆
𝑇1 ,
𝑊𝑖23 = −𝑆1𝐵𝑖,
𝑊𝑖33 = −𝑄+ 2𝐻𝑇𝑖𝑏𝐻𝑖𝑏 + 2𝜌𝑖2𝐼,
and
𝐽𝑖 = (𝑑2−𝑑1)𝑄−𝑆1𝐴𝑖−𝐴𝑇𝑖 𝑆
𝑇1 +2𝑆1𝐸𝑖𝑎𝐸
𝑇𝑖𝑎𝑆
𝑇1 +𝑆1𝐸𝑖𝑏𝐸
𝑇𝑖𝑏𝑆
𝑇1
+𝐻𝑇𝑖𝑎𝐻𝑖𝑎 + 2𝜌𝑖1𝐼.
220 2013 Third World Congress on Information and Communication Technologies (WICT)
Therefore, we finally obtain from (13) and the condition (ii)that
𝐸[Δ𝑉 (𝑘)] < 𝐸[𝑥𝑇 (𝑘)𝐽𝑖𝑥(𝑘)], ∀𝑖 = 1, 2, ...., 𝑁,
𝑘 = 0, 1, 2, ....
We now apply the condition (i) and Proposition 2.1., thesystem 𝐽𝑖 is strictly complete, and the sets 𝛼𝑖 and 𝑖 by (5)are well defined such that
𝑁∪𝑖=1
𝛼𝑖 = 𝑅𝑛∖0,
𝑁∪𝑖=1
𝑖 = 𝑅𝑛∖0, 𝑖 ∩ 𝑗 = ∅, 𝑖 ∕= 𝑗.
Therefore, for any 𝑥(𝑘) ∈ 𝑅𝑛, 𝑘 = 1, 2, ..., there exists 𝑖 ∈1, 2, . . . , 𝑁 such that 𝑥(𝑘) ∈ 𝑖. By choosing switchingrule as 𝛾(𝑥(𝑘)) = 𝑖 whenever 𝑥(𝑘) ∈ 𝑖, from the condition(13) we have
𝐸[Δ𝑉 (𝑘)] ≤ 𝐸[𝑥𝑇 (𝑘)𝐽𝑖𝑥(𝑘)] < 0, 𝑘 = 1, 2, ...,
which, combining the condition (6), Definition 2.3 and theLyapunov stability theorem [16], concludes the proof of thetheorem in the mean square.
IV. CONCLUSION
This paper has proposed a switching design for the robuststability of uncertain stochastic switched discrete time-delaysystems with interval time-varying delays. Based on the dis-crete Lyapunov functional, a switching rule for the robuststability for the uncertain stochastic switched discrete time-delay system is designed via linear matrix inequalities.
ACKNOWLEDGEMENT
This work was supported by the Office of Agricultural Re-search and Extension Maejo University Chiangmai Thailand,the Thailand Research Fund Grant, the Higher Education Com-mission and Faculty of Science, Maejo University, Thailand.
REFERENCES
[1] D. Liberzon, A.S. Morse, Basic problems in stability and design ofswitched systems, IEEE Control Syst. Mag., 19(1999), 57-70.
[2] A.V. Savkin and R.J. Evans, Hybrid Dynamical Systems: Controller andSensor Switching Problems, Springer, New York, 2001.
[3] Z. Sun and S.S. Ge, Switched Linear Systems: Control and Design,Springer, London, 2005.
[4] VN. Phat, Y. Kongtham, and K. Ratchagit, LMI approach to exponentialstability of linear systems with interval time-varying delays, LinearAlgebra Appl., 436(2012), 243-251.
[5] VN. Phat, K. Ratchagit, Stability and stabilization of switched lineardiscrete-time systems with interval time-varying delay, Nonlinear Analy-sis: Hybrid Systems, 5(2011), 605-612.
[6] K. Ratchagit, VN. Phat, Stability criterion for discrete-time systems,Journal of Inequalities and Applications, 2010(2010), 1-6.
[7] K. Ratchagit, Asymptotic stability of nonlinear delay-difference systemvia matrix inequalities and application, International Journal of Compu-tational Methods, 6(2009), 389-397.
[8] F. Gao, S. Zhong and X. Gao, Delay-dependent stability of a type oflinear switching systems with discrete and distributed time delays, Appl.Math. Computation, 196(2008), 24-39.
[9] C.H. Lien, K.W. Yu, Y.J. Chung, Y.F. Lin, L.Y. Chung and J.D. Chen,Exponential stability analysis for uncertain switched neutral systems withinterval-time-varying state delay, Nonlinear Analysis: Hybrid systems,3(2009),334–342.
[10] G. Xie, L. Wang, Quadratic stability and stabilization of discrete-timeswitched systems with state delay, In: Proc. of the IEEE Conference onDecision and Control, Atlantics, December 2004, 3235-3240.
[11] S. Boyd, L.E. Ghaoui, E. Feron and V. Balakrishnan, Linear MatrixInequalities in System and Control Theory, SIAM, Philadelphia, 1994.
[12] D.H. Ji, J.H. Park, W.J. Yoo and S.C. Won, Robust memory state feed-back model predictive control for discrete-time uncertain state delayedsystems, Appl. Math. Computation, 215(2009), 2035-2044.
[13] G.S. Zhai, B. Hu, K. Yasuda, and A. Michel, Qualitative analysisof discrete- time switched systems. In: Proc. of the American ControlConference, 2002, 1880-1885.
[14] W.A. Zhang, Li Yu, Stability analysis for discrete-time switched time-delay systems, Automatica, 45(2009), 2265-2271.
[15] F. Uhlig, A recurring theorem about pairs of quadratic forms andextensions, Linear Algebra Appl., 25(1979), 219-237.
[16] R.P. Agarwal, Difference Equations and Inequalities, Second Edition,Marcel Dekker, New York, 2000.
978-1-4799-3230-6/13/$31.00 ©2013 232
New delay-dependent sufficient conditions for theexponential stability of linear hybrid systems with
interval time-varying delaysManlika Rajchakit and Grienggrai Rajchakit
Major of Mathematics and StatisticsMaejo University
Chiangmai, ThailandEmail: [email protected]
Abstract—This paper is concerned with exponential stabilityof switched linear systems with interval time-varying delays.The time delay is any continuous function belonging to a giveninterval, in which the lower bound of delay is not restricted tozero. By constructing a suitable augmented Lyapunov-Krasovskiifunctional combined with Leibniz-Newton’s formula, a switchingrule for the exponential stability of switched linear systems withinterval time-varying delays and new delay-dependent sufficientconditions for the exponential stability of the systems are firstestablished in terms of LMIs.
I. INTRODUCTION
Switched time-delay systems have been attracting consid-erable attention during the recent years [1-10], due to thesignificance both in theory development and practical appli-cations. However, it is worth noting that only the state timedelay is considered, and the time delay in the state derivativesis largely ignored in the existing literature. If each subsystemof a switched system has time delay in the state derivatives,then the switched system is called switched neutral system[10–14]. Switched neutral systems exist widely in engineeringand social systems, many physical plants can be modelled asswitched neutral systems, such as distributed networks andheat exchanges. For example, in [11–16], a switched neutraltype delay equation with nonlinear perturbations was exploitedto model the drilling system. Unlike other systems, the neutralhas time-delay in both the state and derivative. However, it iswell-known that time-delay in the system may be a source ofinstability or bad system performance. Thus many researcherstry to study them to find stability criteria for such systemwith time-delay to be stable.Most of the known results on thisproblem are derived assuming only that the time-varying delayℎ(𝑡) is a continuously differentiable function, satisfying someboundedness condition on its derivative: ℎ(𝑡) ≤ 𝛿 < 1. Thispaper gives the improved results for the exponential stabilityof switched linear systems with interval time-varying delay.The time delay is assumed to be a time-varying continuousfunction belonging to a given interval, but not necessary to bedifferentiable. Specifically, our goal is to develop a construc-tive way to design switching rule to the exponential stability
of switched linear systems with interval time-varying delay.By constructing argument Lyapunov functional combined withLMI technique, we propose new criteria for the exponentialstability of the switched linear system. The delay-dependentstability conditions are formulated in terms of LMIs.
The paper is organized as follows: Section II presents def-initions and some well-known technical propositions neededfor the proof of the main results. Delay-dependent exponentialstability conditions of the switched linear system are presentedin Section III.
II. PRELIMINARIES
The following notations will be used in this paper. 𝑅+
denotes the set of all real non-negative numbers; 𝑅𝑛 denotesthe 𝑛−dimensional space with the scalar product ⟨., .⟩ andthe vector norm ∥ . ∥; 𝑀𝑛×𝑟 denotes the space of allmatrices of (𝑛 × 𝑟)−dimensions; 𝐴𝑇 denotes the transposeof matrix 𝐴; 𝐴 is symmetric if 𝐴 = 𝐴𝑇 ; 𝐼 denotes theidentity matrix; 𝜆(𝐴) denotes the set of all eigenvalues of 𝐴;𝜆min/max(𝐴) = min/maxRe𝜆;𝜆 ∈ 𝜆(𝐴); 𝑥𝑡 := 𝑥(𝑡 + 𝑠) :𝑠 ∈ [−ℎ, 0], ∥𝑥𝑡∥ = sup𝑠∈[−ℎ,0] ∥ 𝑥(𝑡 + 𝑠) ∥; 𝐶([0, 𝑡], 𝑅𝑛)denotes the set of all 𝑅𝑛−valued continuous functions on[0, 𝑡]; Matrix 𝐴 is called semi-positive definite (𝐴 ≥ 0) if⟨𝐴𝑥, 𝑥⟩ ≥ 0, for all 𝑥 ∈ 𝑅𝑛;𝐴 is positive definite (𝐴 > 0)if ⟨𝐴𝑥, 𝑥⟩ > 0 for all 𝑥 ∕= 0;𝐴 > 𝐵 means 𝐴 − 𝐵 > 0. ∗denotes the symmetric term in a matrix.
Consider a linear system with interval time-varying delayof the form
(𝑡) = 𝐴𝛾𝑥(𝑡) +𝐷𝛾𝑥(𝑡− ℎ(𝑡)), 𝑡 ∈ 𝑅+,
𝑥(𝑡) = 𝜙(𝑡), 𝑡 ∈ [−ℎ2, 0],(1)
where 𝑥(𝑡) ∈ 𝑅𝑛 is the state; 𝛾(.) : 𝑅𝑛 → 𝒩 :=1, 2, . . . , 𝑁 is the switching rule, which is a functiondepending on the state at each time and will be designed.A switching function is a rule which determines a switchingsequence for a given switching system. Moreover, 𝛾(𝑥(𝑡)) = 𝑖implies that the system realization is chosen as the 𝑖𝑡ℎ system,𝑖 = 1, 2, ..., 𝑁. It is seen that the system (1) can be viewed as
2332013 Third World Congress on Information and Communication Technologies (WICT)
an autonomous switched system in which the effective subsys-tem changes when the state 𝑥(𝑡) hits predefined boundaries.𝐴𝑖, 𝐷𝑖 ∈ 𝑀𝑛×𝑛, 𝑖 = 1, 2, ..., 𝑁 are given constant matrices,and 𝜙(𝑡) ∈ 𝐶([−ℎ2, 0], 𝑅𝑛) is the initial function with thenorm∥ 𝜙 ∥= sup𝑠∈[−ℎ2,0]
∥ 𝜙(𝑠) ∥; The time-varying delayfunction ℎ(𝑡) satisfies
0 ≤ ℎ1 ≤ ℎ(𝑡) ≤ ℎ2, 𝑡 ∈ 𝑅+.
The stability problem for switched system (1) is to constructa switching rule that makes the system exponentially stable.
Remark 2.1. It is worth noting that the time delay is atime-varying function belonging to a given interval, in whichthe lower bound of delay is not restricted to zero.
Definition 2.1. Given 𝛼 > 0. The switched linear system (1)is 𝛼−exponentially stable if there exists a switching rule 𝛾(.)such that every solution 𝑥(𝑡, 𝜙) of the system satisfies thefollowing condition
∃𝑁 > 0 : ∥ 𝑥(𝑡, 𝜙) ∥≤ 𝑁𝑒−𝛼𝑡 ∥ 𝜙 ∥, ∀𝑡 ∈ 𝑅+.
We end this section with the following technical well-knownpropositions, which will be used in the proof of the mainresults.
Definition 2.2. The system of matrices 𝐽𝑖, 𝑖 = 1, 2, . . . , 𝑁,is said to be strictly complete if for every 𝑥 ∈ 𝑅𝑛∖0 thereis 𝑖 ∈ 1, 2, . . . , 𝑁 such that 𝑥𝑇𝐽𝑖𝑥 < 0.
It is easy to see that the system 𝐽𝑖 is strictly complete ifand only if
𝑁∪𝑖=1
𝛼𝑖 = 𝑅𝑛∖0,
where
𝛼𝑖 = 𝑥 ∈ 𝑅𝑛 : 𝑥𝑇𝐽𝑖𝑥 < 0, 𝑖 = 1, 2, ..., 𝑁.
We end this section with the following technical well-knownpropositions, which will be used in the proof of the mainresults.
Proposition 2.1. [17] The system 𝐽𝑖, 𝑖 = 1, 2, . . . , 𝑁,is strictly complete if there exist 𝛿𝑖 ≥ 0, 𝑖 =1, 2, . . . , 𝑁,
∑𝑁𝑖=1 𝛿𝑖 > 0 such that
𝑁∑𝑖=1
𝛿𝑖𝐽𝑖 < 0.
If 𝑁 = 2 then the above condition is also necessary for thestrict completeness.
Proposition 2.2. (Cauchy inequality) For any symmetricpositive definite marix 𝑁 ∈𝑀𝑛×𝑛 and 𝑎, 𝑏 ∈ 𝑅𝑛 we have
+𝑎𝑇 𝑏 ≤ 𝑎𝑇𝑁𝑎+ 𝑏𝑇𝑁−1𝑏.
Proposition 2.3. [18] For any symmetric positive definitematrix 𝑀 ∈ 𝑀𝑛×𝑛, scalar 𝛾 > 0 and vector function𝜔 : [0, 𝛾] → 𝑅𝑛 such that the integrations concerned arewell defined, the following inequality holds(∫ 𝛾
0
𝜔(𝑠) 𝑑𝑠
)𝑇
𝑀
(∫ 𝛾
0
𝜔(𝑠) 𝑑𝑠
)≤
𝛾
(∫ 𝛾
0
𝜔𝑇 (𝑠)𝑀𝜔(𝑠) 𝑑𝑠
).
Proposition 2.4. [19] Let 𝐸,𝐻 and 𝐹 be any constantmatrices of appropriate dimensions and 𝐹𝑇𝐹 ≤ 𝐼. For any𝜖 > 0, we have
𝐸𝐹𝐻 +𝐻𝑇𝐹𝑇𝐸𝑇 ≤ 𝜖𝐸𝐸𝑇 + 𝜖−1𝐻𝑇𝐻.
Proposition 2.5. (Schur complement lemma [20]). Given con-stant matrices 𝑋,𝑌, 𝑍 with appropriate dimensions satisfying𝑋 = 𝑋𝑇 , 𝑌 = 𝑌 𝑇 > 0. Then 𝑋 +𝑍𝑇𝑌 −1𝑍 < 0 if and onlyif (
𝑋 𝑍𝑇
𝑍 −𝑌
)< 0 or
(−𝑌 𝑍
𝑍𝑇 𝑋
)< 0.
III. MAIN RESULTS
Let us set
ℳ𝑖 =
⎡⎢⎢⎢⎢⎢⎢⎣
𝑀11 𝑀12 𝑀13 𝑀14 𝑀15
∗ 𝑀22 0 𝑀24 𝑆2
∗ ∗ 𝑀33 𝑀34 𝑆3
∗ ∗ ∗ 𝑀44 𝑀45
∗ ∗ ∗ ∗ 𝑀55
⎤⎥⎥⎥⎥⎥⎥⎦,
𝐽𝑖 = 𝑄− 𝑆1𝐴𝑖 −𝐴𝑇𝑖 𝑆
𝑇1 ,
𝛼𝑖 = 𝑥 ∈ 𝑅𝑛 : 𝑥𝑇𝐽𝑖𝑥 < 0, 𝑖 = 1, 2, ..., 𝑁,
1 = 𝛼1, 𝑖 = 𝛼𝑖 ∖𝑖−1∪𝑗=1
𝑗 , 𝑖 = 2, 3, . . . , 𝑁,
𝜆1 = 𝜆min(𝑃 ),
𝜆2 = 𝜆max(𝑃 ) + 2ℎ2𝜆max(𝑄),
(2)
𝑀11 = 𝐴𝑇𝑖 𝑃 + 𝑃𝐴𝑖 + 2𝛼𝑃 +𝑄,
𝑀12 = −𝑆2𝐴𝑖, 𝑀13 = −𝑆3𝐴𝑖,
𝑀14 = 𝑃𝐷𝑖 − 𝑆1𝐷𝑖 − 𝑆4𝐴𝑖, 𝑀15 = 𝑆1 − 𝑆5𝐴𝑖,
𝑀22 = −𝑒−2𝛼ℎ1𝑄, 𝑀24 = −𝑆2𝐷𝑖,
𝑀33 = −𝑒−2𝛼ℎ2𝑄, 𝑀34 = −𝑆3𝐷𝑖,
𝑀44 = −𝑆4𝐷𝑖, 𝑀45 = 𝑆4 − 𝑆5𝐷𝑖,
𝑀55 = 𝑆5 + 𝑆𝑇5 .
The main result of this paper is summarized in the followingtheorem.
234 2013 Third World Congress on Information and Communication Technologies (WICT)
Theorem 1. Given 𝛼 > 0. The zero solution of theswitched linear system (1) is 𝛼−exponentially stable if thereexist symmetric positive definite matrices 𝑃,𝑄, and matrices𝑆𝑖, 𝑖 = 1, 2, ..., 5 such that satisfying the following conditions
(i) ∃𝛿𝑖 ≥ 0, 𝑖 = 1, 2, . . . , 𝑁,∑𝑁
𝑖=1 𝛿𝑖 > 0 :∑𝑁
𝑖=1 𝛿𝑖𝐽𝑖 < 0.
(ii) ℳ𝑖 < 0, 𝑖 = 1, 2, ..., 𝑁.
Moreover, the solution 𝑥(𝑡, 𝜙) of the system satisfies
∥ 𝑥(𝑡, 𝜙) ∥≤√𝜆2𝜆1𝑒−𝛼𝑡 ∥ 𝜙 ∥, ∀𝑡 ∈ 𝑅+.
Proof. We consider the following Lyapunov-Krasovskii func-tional for the system (1)
𝑉 (𝑡, 𝑥𝑡) =3∑
𝑖=1
𝑉𝑖,
where
𝑉1 = 𝑥𝑇 (𝑡)𝑃𝑥(𝑡),
𝑉2 =
∫ 𝑡
𝑡−ℎ1
𝑒2𝛼(𝑠−𝑡)𝑥𝑇 (𝑠)𝑄𝑥(𝑠) 𝑑𝑠,
𝑉3 =
∫ 𝑡
𝑡−ℎ2
𝑒2𝛼(𝑠−𝑡)𝑥𝑇 (𝑠)𝑄𝑥(𝑠) 𝑑𝑠.
It easy to check that
𝜆1 ∥ 𝑥(𝑡) ∥2≤ 𝑉 (𝑡, 𝑥𝑡) ≤ 𝜆2 ∥ 𝑥𝑡 ∥2, ∀𝑡 ≥ 0, (3)
Taking the derivative of 𝑉1 along the solution of system (1)we have
𝑉1 =2𝑥𝑇 (𝑡)𝑃 (𝑡)
=2𝑥𝑇 (𝑡)[𝐴𝑇𝑖 𝑃 +𝐴𝑖𝑃 ]𝑥(𝑡) + 2𝑥𝑇 (𝑡)𝑃𝐷𝑖𝑥(𝑡− ℎ(𝑡));
𝑉2 =𝑥𝑇 (𝑡)𝑄𝑥(𝑡)− 𝑒−2𝛼ℎ1𝑥𝑇 (𝑡− ℎ1)𝑄𝑥(𝑡− ℎ1)− 2𝛼𝑉2;
𝑉3 =𝑥𝑇 (𝑡)𝑄𝑥(𝑡)− 𝑒−2𝛼ℎ2𝑥𝑇 (𝑡− ℎ2)𝑄𝑥(𝑡− ℎ2)− 2𝛼𝑉3.
Therefore, we have
(.) + 2𝛼𝑉 (.) ≤2𝑥𝑇 (𝑡)[𝐴𝑇𝑖 𝑃 +𝐴𝑖𝑃 + 2𝛼𝑃 + 2𝑄)]𝑥(𝑡)
+ 2𝑥𝑇 (𝑡)𝑃𝐷𝑖𝑥(𝑡− ℎ(𝑡))− 𝑒−2𝛼ℎ1𝑥𝑇 (𝑡− ℎ1)𝑄𝑥(𝑡− ℎ1)− 𝑒−2𝛼ℎ2𝑥𝑇 (𝑡− ℎ2)𝑄𝑥(𝑡− ℎ2).
(4)
By using the following identity relation
(𝑡)−𝐴𝑖𝑥(𝑡)−𝐷𝑖𝑥(𝑡− ℎ(𝑡)) = 0,
we have
2𝑥𝑇 (𝑡)𝑆1(𝑡)− 2𝑥𝑇 (𝑡)𝑆1𝐴𝑖𝑥(𝑡)
− 2𝑥𝑇 (𝑡)𝑆1𝐷𝑖𝑥(𝑡− ℎ(𝑡)) = 0
2𝑥𝑇 (𝑡− ℎ1)𝑆2(𝑡)− 2𝑥𝑇 (𝑡− ℎ1)𝑆2𝐴𝑖𝑥(𝑡)
− 2𝑥𝑇 (𝑡− ℎ1)𝑆2𝐷𝑖𝑥(𝑡− ℎ(𝑡)) = 0
2𝑥𝑇 (𝑡− ℎ2)𝑆3(𝑡)− 2𝑥𝑇 (𝑡− ℎ2)𝑆3𝐴𝑖𝑥(𝑡)
− 2𝑥𝑇 (𝑡− ℎ2)𝑆3𝐷𝑖𝑥(𝑡− ℎ(𝑡)) = 0
2𝑥𝑇 (𝑡− ℎ(𝑡))𝑆4(𝑡)− 2𝑥𝑇 (𝑡− ℎ(𝑡))𝑆4𝐴𝑖𝑥(𝑡)
− 2𝑥𝑇 (𝑡− ℎ(𝑡))𝑆4𝐷𝑖𝑥(𝑡− ℎ(𝑡)) = 0
2𝑇 (𝑡)𝑆5(𝑡)− 2𝑇 (𝑡)𝑆5𝐴𝑖𝑥(𝑡)
− 2𝑇 (𝑡)𝑆5𝐷𝑖𝑥(𝑡− ℎ(𝑡)) = 0
(5)
Adding all the zero items of (5) into (4), we obtain
(.) + 2𝛼𝑉 (.) ≤ 𝑥𝑇 (𝑡)[𝐴𝑇𝑖 𝑃 + 𝑃𝐴𝑖 + 2𝛼𝑃 − 𝑆1𝐴𝑖
−𝐴𝑇𝑖 𝑆
𝑇1 + 2𝑄]𝑥(𝑡)
+ 2𝑥𝑇 (𝑡)[𝑒−2𝛼ℎ1𝑅− 𝑆2𝐴𝑖]𝑥(𝑡− ℎ1)+ 2𝑥𝑇 (𝑡)[−𝑆3𝐴𝑖]𝑥(𝑡− ℎ2) + 2𝑥𝑇 (𝑡)[𝑃𝐷𝑖
− 𝑆1𝐷𝑖 − 𝑆4𝐴𝑖]𝑥(𝑡− ℎ(𝑡))+ 2𝑥𝑇 (𝑡)[𝑆1 − 𝑆5𝐴𝑖](𝑡)
+ 𝑥𝑇 (𝑡− ℎ1)[−𝑒−2𝛼ℎ1𝑄]𝑥(𝑡− ℎ1)+ 2𝑥𝑇 (𝑡− ℎ1)[−𝑆2𝐷𝑖]𝑥(𝑡− ℎ(𝑡))+ 2𝑥𝑇 (𝑡− ℎ1)𝑆2(𝑡)+ 𝑥𝑇 (𝑡− ℎ2)[−𝑒−2𝛼ℎ2𝑄]𝑥(𝑡− ℎ2)+ 𝑥𝑇 (𝑡− ℎ2)[−𝑆3𝐷𝑖]𝑥(𝑡− ℎ(𝑡))+ 2𝑥𝑇 (𝑡− ℎ2)𝑆3(𝑡)+ 𝑥𝑇 (𝑡− ℎ(𝑡))[−𝑆4𝐷𝑖]𝑥(𝑡− ℎ(𝑡))+ 2𝑥𝑇 (𝑡− ℎ(𝑡))[𝑆4 − 𝑆5𝐷𝑖](𝑡)
+ 𝑇 (𝑡)[𝑆5 + 𝑆𝑇5 ](𝑡)
= 𝑥𝑇 (𝑡)𝐽𝑖𝑥(𝑡) + 𝜁𝑇 (𝑡)ℳ𝑖𝜁(𝑡),
(6)
where
𝜁(𝑡) = [𝑥(𝑡), 𝑥(𝑡− ℎ1), 𝑥(𝑡− ℎ2), 𝑥(𝑡− ℎ(𝑡)), (𝑡)],
𝐽𝑖 = 𝑄− 𝑆1𝐴𝑖 −𝐴𝑇𝑖 𝑆
𝑇1 ,
2352013 Third World Congress on Information and Communication Technologies (WICT)
ℳ𝑖 =
⎡⎢⎢⎢⎢⎢⎢⎣
𝑀11 𝑀12 𝑀13 𝑀14 𝑀15
∗ 𝑀22 0 𝑀24 𝑆2
∗ ∗ 𝑀33 𝑀34 𝑆3
∗ ∗ ∗ 𝑀44 𝑀45
∗ ∗ ∗ ∗ 𝑀55
⎤⎥⎥⎥⎥⎥⎥⎦,
𝑀11 = 𝐴𝑇𝑖 𝑃 + 𝑃𝐴𝑖 + 2𝛼𝑃 +𝑄,
𝑀12 = −𝑆2𝐴𝑖, 𝑀13 = −𝑆3𝐴𝑖,
𝑀14 = 𝑃𝐷𝑖 − 𝑆1𝐷𝑖 − 𝑆4𝐴𝑖, 𝑀15 = 𝑆1 − 𝑆5𝐴𝑖,
𝑀22 = −𝑒−2𝛼ℎ1𝑄, 𝑀24 = −𝑆2𝐷𝑖,
𝑀33 = −𝑒−2𝛼ℎ2𝑄, 𝑀34 = −𝑆3𝐷𝑖,
𝑀44 = −𝑆4𝐷𝑖, 𝑀45 = 𝑆4 − 𝑆5𝐷𝑖,
𝑀55 = 𝑆5 + 𝑆𝑇5 .
Therefore, we finally obtain from (6) and the condition (ii)that
(.) + 2𝛼𝑉 (.) < 𝑥𝑇 (𝑡)𝐽𝑖𝑥(𝑡), ∀𝑖 = 1, 2, ...., 𝑁, 𝑡 ∈ 𝑅+.
We now apply the condition (i) and Proposition 2.1., thesystem 𝐽𝑖 is strictly complete, and the sets 𝛼𝑖 and 𝑖 by (2)are well defined such that
𝑁∪𝑖=1
𝛼𝑖 = 𝑅𝑛∖0,
𝑁∪𝑖=1
𝑖 = 𝑅𝑛∖0, 𝑖 ∩ 𝑗 = ∅, 𝑖 ∕= 𝑗.
Therefore, for any 𝑥(𝑡) ∈ 𝑅𝑛, 𝑡 ∈ 𝑅+, there exists 𝑖 ∈1, 2, . . . , 𝑁 such that 𝑥(𝑡) ∈ 𝑖. By choosing switchingrule as 𝛾(𝑥(𝑡)) = 𝑖 whenever 𝛾(𝑥(𝑡)) ∈ 𝑖, from (6) we have
(.) + 2𝛼𝑉 (.) ≤ 𝑥𝑇 (𝑡)𝐽𝑖𝑥(𝑡) < 0, 𝑡 ∈ 𝑅+,
and hence
(𝑡, 𝑥𝑡) ≤ −2𝛼𝑉 (𝑡, 𝑥𝑡), ∀𝑡 ∈ 𝑅+. (7)
Integrating both sides of (7) from 0 to 𝑡, we obtain
𝑉 (𝑡, 𝑥𝑡) ≤ 𝑉 (𝜙)𝑒−2𝛼𝑡, ∀𝑡 ∈ 𝑅+.
Furthermore, taking condition (3) into account, we have
𝜆1 ∥ 𝑥(𝑡, 𝜙) ∥2≤ 𝑉 (𝑥𝑡) ≤ 𝑉 (𝜙)𝑒−2𝛼𝑡 ≤ 𝜆2𝑒−2𝛼𝑡 ∥ 𝜙 ∥2,
then
∥ 𝑥(𝑡, 𝜙) ∥≤√𝜆2𝜆1𝑒−𝛼𝑡 ∥ 𝜙 ∥, 𝑡 ∈ 𝑅+,
which concludes the proof by the Lyapunov stability theorem[21].
IV. CONCLUSION
This paper has proposed a switching design for the expo-nential stability of switched linear systems with interval time-varying delays. Based on the improved Lyapunov-Krasovskiifunctional, a switching rule for the exponential stability forthe system is designed via linear matrix inequalities.
ACKNOWLEDGMENT
This work was supported by the Office of Agricultural Re-search and Extension Maejo University Chiangmai Thailand,the Thailand Research Fund Grant, the Higher Education Com-mission and Faculty of Science, Maejo University, Thailand.
REFERENCES
[1] M. C. de Oliveira, J. C. Geromel, Liu Hsu, LMI characterization ofstructural and robust stability: the discrete-time case, Linear Algebra andits Applications, 296(1999), 27-38.
[2] V.N. Phat and P.T. Nam (2007), Exponential stability and stabilizationof uncertain linear time-varying systems using parameter dependentLyapunov function. Int. J. of Control, 80, 1333-1341.
[3] V.N. Phat and P. Niamsup, Stability analysis for a class of functional dif-ferential equations and applications. Nonlinear Analysis: Theory, Methods& Applications 71(2009), 6265-6275.
[4] V.N. Phat, T. Bormat and P. Niamsup, Switching design for exponentialstability of a class of nonlinear hybrid time-delay systems, NonlinearAnalysis: Hybrid Systems, 3(2009), 1-10.
[5] Y.J. Sun, Global stabilizability of uncertain systems with time-varyingdelays via dynamic observer-based output feedback, Linear Algebra andits Applications, 353(2002), 91-105.
[6] O.M. Kwon and J.H. Park, Delay-range-dependent stabilization of uncer-tain dynamic systems with interval time-varying delays, Applied Math.Conputation, 208(2009), 58-68.
[7] H. Shao, New delay-dependent stability criteria for systems with intervaldelay, Automatica, 45(2009), 744-749.
[8] J. Sun, G.P. Liu, J. Chen and D. Rees, Improved delay-range-dependentstability criteria for linear systems with time-varying delays, Automatica,46(2010), 466-470.
[9] W. Zhang, X. Cai and Z. Han, Robust stability criteria for systems withinterval time-varying delay and nonlinear perturbations, J. Comput. Appl.Math., 234 (2010), 174-180.
[10] V.N. Phat, Robust stability and stabilization of uncertain linear hybridsystems with state delays, IEEE Trans. CAS II, 52(2005), 94-98.
[11] V.N. Phat and P.T. Nam (2007), Exponential stability and stabilizationof uncertain linear time-varying systems using parameter dependentLyapunov function. Int. J. of Control, 80, 1333-1341.
[12] V.N. Phat and P. Niamsup, Stability analysis for a class of functional dif-ferential equations and applications. Nonlinear Analysis: Theory, Methods& Applications 71(2009), 6265-6275.
[13] V.N. Phat and P.T. Nam (2007), Exponential stability and stabilizationof uncertain linear time-varying systems using parameter dependentLyapunov function. Int. J. of Control, 80, 1333-1341.
[14] V.N. Phat and P. Niamsup, Stability analysis for a class of functional dif-ferential equations and applications. Nonlinear Analysis: Theory, Methods& Applications 71(2009), 6265-6275.
[15] V.N. Phat, Y. Khongtham, and K. Ratchagit, LMI approach to exponen-tial stability of linear systems with interval time-varying delays. LinearAlgebra and its Applications 436(2012), 243-251.
[16] K. Ratchagit and V.N. Phat, Stability criterion for discrete-time systems,J. Ineq. Appl., 2010(2010), 1-6.
[17] F. Uhlig, A recurring theorem about pairs of quadratic forms andextensions, Linear Algebra Appl., 25(1979), 219-237.
[18] K. Gu, An integral inequality in the stability problem of time delaysystems, in: IEEE Control Systems Society and Proceedings of IEEEConference on Decision and Control, IEEE Publisher, New York, 2000.
[19] Y. Wang, L. Xie and C.E. de SOUZA, Robust control of a class ofuncertain nonlinear systems. Syst. Control Lett., 1991992), 139–149.
[20] S. Boyd, L.El Ghaoui, E. Feron and V. Balakrishnan, Linear MatrixInequalities in System and Control Theory, SIAM, Philadelphia, 1994.
[21] J.K. Hale and S.M. Verduyn Lunel, Introduction to Functional Differ-ential Equations, Springer-Verlag, New York, 1993.
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Design of guaranteed cost controller
Guaranteed cost control for Hopfield neural networks withinterval time-varying delay
Grienggrai Rajchakit
Maejo University
Thailand
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
Guaranteed cost control for Hopfield neural networks withinterval time-varying delay
♠ Introduction♠ Main Results♠ Conclusion♠ Acknowledgment♠ References
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
Introduction
In this paper, we investigate the guaranteed cost control forHopfield delayed neural networks problem. The novel features hereare that the delayed neural network under consideration is withvarious globally Lipschitz continuous activation functions, and thetime-varying delay function is interval, non-differentiable. Anonlinear cost function is considered as a performance measure forthe closed-loop system. The stabilizing controllers to be designedmust satisfy some exponential stability constraints on theclosed-loop poles. Based on constructing a set of augmentedLyapunov-Krasovskii functionals combined with Newton-Leibnizformula, new delay-dependent criteria for guaraneed cost controlvia memoryless feedback control is established in terms of LMIs,which allow simultaneous computation of two bounds thatcharacterize the exponential stability rate of the solution and canbe easily determined by utilizing MATLABs LMI Control Toolbox.
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Consider the following Hopfield neural networks with intervaltime-varying delay:
x(t) =− Aγ(t)x(t) +W0γ(t)f (x(t)) +W1γ(t)g(x(t − h(t)))
+ Bγ(t)u(t), t ≥ 0,
x(t) = ϕ(t), t ∈ [−h1, 0],
(1)
where x(t) = [x1(t), x2(t), . . . , xn(t)]T ∈ Rn is the state of the
neural, u(.) ∈ L2([0, t],Rm) is the control; n is the number ofneurals, and
f (x(t)) = [f1(x1(t)), f2(x2(t)), . . . , fn(xn(t))]T ,
g(x(t)) = [g1(x1(t)), g2(x2(t)), . . . , gn(xn(t))]T ,
are the activation functions;
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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A = diag(a1, a2, . . . , an), ai > 0 represents the self-feedback term;B ∈ Rn×m is control input matrix; W0,W1 denote the connectionweights, the discretely delayed connection weights and thedistributively delayed connection weight, respectively; Thetime-varying delay function h(t) satisfies the condition
0 ≤ h0 ≤ h(t) ≤ h1,
The initial functions ϕ(t) ∈ C 1([−h1, 0],Rn), with the norm
∥ϕ∥ = supt∈[−h1,0]
√∥ϕ(t)∥2 + ∥ϕ(t)∥2.
In this paper we consider various activation functions and assumethat the activation functions f (.), g(.) are Lipschitzian with theLipschitz constants fi , ei > 0 :
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
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|fi (ξ1)− fi (ξ2)| ≤ fi |ξ1 − ξ2|, i = 1, 2, . . . , n, ∀ξ1, ξ2 ∈ R,|gi (ξ1)− gi (ξ2)| ≤ ei |ξ1 − ξ2|, i = 1, 2, . . . , n, ∀ξ1, ξ2 ∈ R,
(2)
The performance index associate with the system (1) is thefollowing function
J =
∫ ∞
0f 0(t, x(t), x(t − h(t)), u(t))dt, (3)
where f 0(t, x(t), x(t − h(t)), u(t)) : R+ ×Rn ×Rn ×Rm → R+, isa nonlinear cost function satisfies
∃Q1,Q2,R : f 0(t, x , y , u) ≤ Q1x , x + Q2y , y + Ru, u, (4)
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
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for all (t, x , u) ∈ R+ × Rn × Rm and Q1,Q2 ∈ Rn×n,R ∈ Rm×m,are given symmetric positive definite matrices. The objective ofthis paper is to design a memoryless state feedback controlleru(t) = Kx(t) for system (1) and the cost function (3) such thatthe resulting closed-loop system
x(t) = (A+ BK )x(t) +W0f (x(t)) +W1g(x(t − h(t))), (5)
is exponentially stable and the closed-loop value of the costfunction (3) is minimized.Definition 1 Given α > 0. The zero solution of closed-loop system(5) is α−exponentially stabilizable if there exist a positive numberN > 0 such that every solution x(t, ϕ) satisfies the followingcondition:
∥ x(t, ϕ) ∥≤ Ne−αt ∥ ϕ ∥, ∀t ≥ 0.
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
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Definition 2 Consider the control system (1). If there exist amemoryless state feedback control law u∗(t) = Kx(t) and apositive number J∗ such that the zero solution of the closed-loopsystem (5) is exponentially stable and the cost function (3) satisfiesJ ≤ J∗, then the value J∗ is a guaranteed costant and u∗(t) is aguaranteed cost control law of the system and its correspondingcost function.We introduce the following technical well-knownpropositions, which will be used in the proof of our results.Proposition 1(Schur complement lemma [17]). Given constantmatrices X ,Y ,Z with appropriate dimensions satisfyingX = XT ,Y = Y T > 0. Then X + ZTY−1Z < 0 if and only if(
X ZT
Z −Y
)< 0.
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Proposition 2(Integral matrix inequality [18]). For any symmetricpositive definite matrix M > 0, scalar γ > 0 and vector functionω : [0, γ] → Rn such that the integrations concerned are welldefined, the following inequality holds(∫ γ
0ω(s) ds
)T
M
(∫ γ
0ω(s) ds
)≤ γ
(∫ γ
0ωT (s)Mω(s) ds
)In this section, we give a design of memoryless guaranteedfeedback cost control for neural networks (1). Let us set
W11 = −[P + αI ]A− AT [P + αI ]− 2BBT + 0.25BRBT +1∑
i=0
Gi ,
W12 = P + AP + 0.5BBT ,
W13 = e−2αh0H0 + 0.5BBT + AP,
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W14 = 2e−2αh1H1 + 0.5BBT + AP,
W15 = P0.5BBT + AP,
W22 =1∑
i=0
WiDiWTi +
1∑i=0
h2i Hi + (h1 − h0)U − 2P − BBT ,
W23 = P , W24 = P, W25 = P ,
W33 = −e−2αh0G0 − e−2αh0H0 − e−2αh1U +1∑
i=0
WiDiWTi ,
W34 = 0, W35 = −2αh1U,
W44 =1∑
i=0
WiDiWTi − e−2αh1U − e−2αh1G1 − e−2αh1H1,
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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W45 = e−2αh1U,
W55 = −e−2αh1U +W0D0WT0 ,
E = diagei , i = 1, . . . , n, F = diagfi , i = 1, . . . , n,λ1 = λmin(P
−1),
λ2 = λmax(P−1) + h0λmax[P
−1(1∑
i=0
Gi )P−1]
+ h21λmax[P−1(
1∑i=0
Hi )P−1] + (h1 − h0)λmax(P
−1UP−1).
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Theorem 1 Consider control system (1) and the cost function (3).If there exist symmetric positive definite matricesP,U,G0,G1,H0,H1, and diagonal positive definite matricesDi , i = 0, 1 satisfying the following LMIs
W11 W12 W13 W14 W15
∗ W22 W23 W24 W25
∗ ∗ W33 W34 W35
∗ ∗ ∗ W44 W45
∗ ∗ ∗ ∗ W55
< 0, (6)
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−PA− ATP −∑1
i=0 e−2αhiHi 2PF PQ1
∗ −D0 0
∗ ∗ −Q−11
< 0, (7)
W1D1WT1 − e−2αh1U 2PE PQ2
∗ −D1 0
∗ ∗ −Q−12
< 0, (8)
then
u(t) = −1
2BTP−1x(t), t ≥ 0. (9)
is a guaranteed cost control and the guaranteed cost value is givenby
J∗ = λ2∥ϕ∥2.
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Moreover, the solution x(t, ϕ) of the system satisfies
∥ x(t, ϕ) ∥≤√
λ1
λ2e−αt ∥ ϕ ∥, ∀t ≥ 0.
Proof. Let Y = P−1, y(t) = Yx(t). Using the feddback control (5)we consider the following Lyapunov-Krasovskii functional
V (t, xt) =6∑
i=1
Vi (t, xt),
V1 = xT (t)Yx(t),
V2 =
∫ t
t−h0
e2α(s−t)xT (s)YG0Yx(s) ds,
V3 =
∫ t
t−h1
e2α(s−t)xT (s)YG1Yx(s) ds,
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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V4 = h0
∫ 0
−h0
∫ t
t+se2α(τ−t)xT (τ)YH0Y x(τ) dτ ds,
V5 = h1
∫ 0
−h1
∫ t
t+se2α(τ−t)xT (τ)YH1Y x(τ) dτ ds,
V6 = (h1 − h0)
∫ t−h0
t−h1
∫ t
t+se2α(τ−t)xT (τ)YUY x(τ) dτ ds.
It easy to check that
λ1 ∥ x(t) ∥2≤ V (t, xt) ≤ λ2 ∥ xt ∥2, ∀t ≥ 0, (10)
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Taking the derivative of Vi , 1, 2, ..., 6, we have
V1 =2xT (t)Y x(t)
=yT (t)[−PAT − AP]y(t)− yT (t)BBT y(t)
+ 2yT (t)W0f (.)y(t) + 2yT (t)W1g(.)y(t)
V2 =yT (t)G0y(t)− e−2αh0yT (t − h0)G0y(t − h0)− 2αV2;
V3 =yT (t)G1y(t)− e−2αh1yT (t − h1)G1y(t − h1)− 2αV3;
V4 =h20yT (t)H0y(t)− h1e
−2αh0
∫ t
t−h0
xT (s)H0x(s) ds − 2αV4;
V5 =h21yT (t)H1y(t)− h1e
−2αh1
∫ t
t−h1
yT (s)H1y(s) ds − 2αV5;
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V6 =(h1 − h0)2yT (t)Uy(t)
− (h1 − h0)e−2αh1
∫ t−h0
t−h1
yT (s)Uy(s) ds − 2αV6.
we obtain
V (.) + 2αV (.) ≤ζT (t)Eζ(t) + yT (t)S1y(t)
+ yT (t − h(t))S2y(t − h(t))
− f 0(t, x(t), x(t − h(t)), u(t))
(11)
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whereζ(t) = [y(t), y(t), y(t − h0), y(t − h1), y(t − h(t)), f (.), g(.)], and
E =
W11 W12 W13 W14 W15
∗ W22 W23 W24 W25
∗ ∗ W33 W34 W35
∗ ∗ ∗ W44 W45
∗ ∗ ∗ ∗ W55
S1 = −PA− ATP −1∑
i=0
e−2αhiHi + 4PFD−10 FP + PQ1P,
S2 = W1D1WT1 − e−2αh2U + 4PED−1
1 EP + PQ2P.
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Note that by the Schur complement lemma, Proposition 1, theconditions S1 < 0 and S2 < 0 are equivalent to the conditions (7)and (8), respectively. Therefore, by condition (6), (7), (8), weobtain from (11) that
V (t, xt) ≤ −2αV (t, xt), ∀t ≥ 0. (12)
Integrating both sides of (12 ) from 0 to t, we obtain
V (t, xt) ≤ V (ϕ)e−2αt , ∀t ≥ 0.
Furthermore, taking condition (10) into account, we have
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λ1 ∥ x(t, ϕ) ∥2≤ V (xt) ≤ V (ϕ)e−2αt ≤ λ2e−2αt ∥ ϕ ∥2,
then
∥ x(t, ϕ) ∥≤√
λ2
λ1e−αt ∥ ϕ ∥, t ≥ 0,
which concludes the exponential stability of the closed-loop system(5). To prove the optimal level of the cost function (3), we derivefrom (11) and (6) - (8) that
V (t, zt) ≤ −f 0(t, x(t), x(t − h(t)), u(t)), t ≥ 0. (13)
Integrating both sides of (13) from 0 to t leads to
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∫ t
0f 0(t, x(t), x(t−h(t)), u(t))dt ≤ V (0, z0)−V (t, zt) ≤ V (0, z0),
dute to V (t, zt) ≥ 0. Hence, letting t → +∞, we have
J =
∫ ∞
0f 0(t, x(t), x(t−h(t)), u(t))dt ≤ V (0, z0) ≤ λ2∥ϕ∥2 = J∗.
This completes the proof of the theorem.
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Example 1 Consider the neural networks with interval time-varyingdelays (1), where
A =
[0.1 00 0.3
],W0 =
[−0.1 0.20.3 −0.3
],W1 =
[−0.2 0.10.2 −0.4
],B =
[0.10.2
],
E =
[0.3 00 0.4
],F =
[0.2 00 0.3
],Q1 =
[0.2 0.10.1 0.4
],Q2 =
[0.3 0.20.2 0.5
],
R =
[0.1 0.10.1 0.3
],
h(t) = 0.1 + 1.1 sin2 t if t ∈ I = ∪k≥0[2kπ, (2k + 1)π]
h(t) = 0 if t ∈ R+ \ I,
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Design of guaranteed cost controller
Main Results
Note that h(t) is non-differentiable, therefore, the stability criteriaproposed in [5, 6, 7, 12, 15] are not applicable to this system.Given α = 0.3, h0 = 0.1, h1 = 1.2, by using the Matlab LMItoolbox, we can solve for P,U,G0,G1,H0,H1,D0, and D1 whichsatisfy the conditions (3.1)-(3.3) in Theorem 1 A set of solutionsare
P =
[2.4272 −0.2546−0.2546 1.3172
], U =
[7.3269 −0.1820−0.1820 7.6681
],
G0 =
[4.4596 0.03970.0397 4.2369
], G1 =
[5.2694 0.01140.0114 5.0125
],
H0 =
[4.6455 0.04520.0452 4.5104
], H1 =
[5.3005 0.02330.0233 5.2306
],
D0 =
[6.0011 0
0 6.0011
], D1 =
[5.7809 0
0 5.7809
].
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
Main Results
Thenu(t) = −0.0292x1(t)− 0.0816x2(t), t ≥ 0
is a guaranteed cost control law and the cost given by
J∗ = 15.4631 ∥ϕ∥2 .
Moreover, the solution x(t, ϕ) of the system satisfies
∥x(t, ϕ)∥ ≤ 0.1614e−0.3t ∥ϕ∥ , ∀t ≥ 0.
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
Conclusions
In this paper, the problem of guaranteed cost control for Hopfieldneural networks with interval nondifferentiable time-varying delayhas been studied. A nonlinear quadratic cost function is consideredas a performance measure for the closed-loop system. Thestabilizing controllers to be designed must satisfy some exponentialstability constraints on the closed-loop poles. By constructing a setof time-varying Lyapunov-Krasovskii functional combined withNewton-Leibniz formula, a memoryless state feedback guaranteedcost controller design has been presented and sufficient conditionsfor the existence of the guaranteed cost state-feedback for thesystem have been derived in terms of LMIs.
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
Acknowledgements
This work was supported by the Office of Agricultural Researchand Extension Maejo University, the Thailand Research FundGrant, the Higher Education Commission and Faculty of Science,Maejo University, Thailand. The authors thank anonymousreviewers for valuable comments and suggestions, which allowed usto improve the paper.
Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
References
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Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
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Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay
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Design of guaranteed cost controller
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Grienggrai Rajchakit Guaranteed cost control for Hopfield neural networks with interval time-varying delay