This paper focuses on discrete-time stochastic multi-agent systems, in which the stochastic noise can influence not only the states and the external disturbances but also the control inputs. Based on this model, the finitehorizon H∞ consensus control problem is analyzed to alleviate the effects of the disturbances and reach consensus simultaneously. By completing squares method, sufficient conditions for H∞ control protocols are established via a series of coupled Riccati difference equations. Finally, an algorithm is supplied and a numerical example is given to show the validity of our results.
This paper focuses on discrete-time stochastic multi-agent systems, in which the stochastic noise can influence not only the states and the external disturbances but also the control inputs. Based on this model, the finitehorizon H∞ consensus control problem is analyzed to alleviate the effects of the disturbances and reach consensus simultaneously. By completing squares method, sufficient conditions for H∞ control protocols are established via a series of coupled Riccati difference equations. Finally, an algorithm is supplied and a numerical example is given to show the validity of our results.