Consensus of stochastic multi-agent systems with time-delay and Markov jump

Abstract

In this paper, the H ∞ consensus problem of stochastic nonlinear multi-agent systems with time-delay, Markov jump and ( x , u , v ) -dependent noises is studied. Firstly, the H ∞ consensus problem is transformed into a standard H ∞ control problem by model transformation. Then, a dynamic output feedback control protocol is constructed by solving a set of linear matrix inequalities to ensure that the closed-loop system achieves the mean square consensus and meets the specified H ∞ performance level. After that, both delay-independent and delay-dependent stochastic bounded real lemmas are established by taking advantage of the Lyapunov–Krasovskii function method and the generalised It o ^ formula. Finally, we illustrate the validity of the developed method with numerical simulations.