“…In general, the neural networks display a characteristics of network modes jumps and such jumps are commonly considered to be determined by a time homogeneous Markov chain. With the aid of analysis and synthesis methodologies in the area of Markov jump linear systems (MJLSs) (Oliveira, Vargas, DoVal, & Peres, 2014;Xia, Sun, Teng, & Zhang, 2014), the resulting Markov jump neural networks (MJNNs) attract widely research interests, and a great number of literature are carried out for MJNNs, for more details, see Stoica and Yaesh (2008), Zhang, Zhu, Shi, and Zhao (2015), Zhuang, Ma, Xia, and Zhang (2016), Ren, Liu, Zhu, Zhong, and Shi (2017). Moreover, the filtering problems for neural networks are extensively studied by many researchers via various methodologies (Bao & Cao, 2011;Huang, Huang, & Chen, 2015).…”