Suboptimal Linear Distributed Control-Estimation Synthesis for Stochastic Multi-Agent System

This paper considers the distributed cooperative control problem for a linear stochastic multi-agent system (MAS). The optimal cooperative control design for each agent is challenging due to the limited neighboring information, contingent upon the MAS network topology. A synthesized distributed control-estimation framework is proposed to address the computationally tractable suboptimal solution. In particular, a distributed estimator extends MAS information beyond neighboring agents, allowing interactions with non-neighboring agents. The proposed control-estimation law is theoretically verified and further validated using numerical simulations.