Abstract
This paper investigates the consensus problem for linear multi-agent systems with the heterogeneous disturbances generated by the Brown motion. Its main contribution is that a control scheme is designed to achieve the dynamic consensus for the multi-agent systems in directed topology interfered by stochastic noise. In traditional ways, the coupling weights depending on the communication structure are static. A new distributed controller is designed based on Riccati inequalities, while updating the coupling weights associated with the gain matrix by state errors between adjacent agents. By introducing time-varying coupling weights into this novel control law, the state errors between leader and followers asymptotically converge to the minimum value utilizing the local interaction. Through the Lyapunov directed method and Itô formula, the stability of the closed-loop system with the proposed control law is analyzed. Two simulation results conducted by the new and traditional schemes are presented to demonstrate the effectiveness and advantage of the developed control method.
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