Distributed consensus of discrete-time multi-agent systems with multiplicative noises

In this paper, we consider the consensus problem of discrete-time multi-agent systems with multiplicative communication noises. Each agent can only receive information corrupted by noises from its neighbors and/or a reference node. The intensities of these noises are dependent on the relative states of agents. Under some mild assumptions of the noises and the structure of network, consensus is analyzed under a fixed topology, dynamically switching topologies and randomly switching topologies, respectively. By combining algebraic graph theory and martingale convergence theorem, sufficient conditions for mean square and almost sure consensus are given. Further, when the consensus is achieved without a reference, it is shown that the consensus point is a random variable with its expectation being the average of the initial states of the agents and its variance being bounded. If the multi-agent system has access to the state of the reference, the state of each agent can asymptotically converge to the reference. Numerical examples are given to illustrate the effectiveness of our results. Copyright (c) 2014 John Wiley & Sons, Ltd.