\(H_{\infty}\) Type Control for Multi-Agent Systems Subject to Stochastic State Dependent Noise
Adrian‐Mihail Stoica · SIAM Journal on Control and Optimization · 2023
Abstract. The paper presents an [Formula: see text] state feedback control problem for multi-agent systems whose members are modeled by identical linear stochastic models with state dependent noise. A solution for the centralized [Formula: see text] controller is firstly derived in terms of the stabilizing solutions of two algebraic Riccati equations. Further, a distributed state feedback controller is determined aiming to ensure the exponential stability in mean square of the multi-agent system and to reduce the [Formula: see text] performance degradation with respect to the centralized controller. The theoretical results are illustrated by two numerical examples.