Stochastic consensus of linear multi-agent systems with multiplicative measurement noises

In this work, stochastic consensus of linear multi-agent systems with multiplicative measurement noises is investigated under undirected graphs. Based on the algebraic graph theory and the matrix theory, the consensus problem is converted into the stochastic stability problem of stochastic differential equations (SDEs) driven by multiplicative noises. Then by stochastic stability theorem for SDEs, the stochastic consensus conditions are given for the multi-agent systems. For the general linear multi-agent systems, the sufficient conditions for the mean square and the almost sure consensus are obtained based on the solution to an algebraic Riccati equation, where the consentability condition on the algebraic connectivity and the channel uncertainties is revealed. For the case of second-order integrator dynamics, by choosing some appropriate Lyapunov functions, the sufficient conditions for the mean square and the almost sure consensus, and the necessary conditions for the mean square consensus are derived. Moreover, it is shown that for any bounded noise intensities, the mean square and the almost sure consensus can be achieved by carefully choosing the control gain.