Consensus seeking in multi-agent systems with multiplicative measurement noises

Abstract In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure their neighbors’ states, are modeled to be multiplicative. By multiplication of the noises, here, the noise intensities are proportional to the absolute value of the relative states of an agent and its neighbor. By using known distributed protocols for integrator agent systems, the closed-loop system is described in the vector form by a singular stochastic differential equation. For the fixed and switching network topology cases, constant consensus gains are properly selected, such that mean square consensus and strong consensus can be achieved. Especially, exponential mean square convergence of agents’ states to the common value is derived for the fixed topology case. In addition, asymptotic unbiased mean square average consensus and asymptotic unbiased strong average consensus are also studied. Simulations shed light on the effectiveness of the proposed theoretical results.

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