Consensus error of the linear multi-agent systems with both system noises and measurement noises

As is well known to all, the multi-agent systems (MASs) are not able to reach consensus with any protocol if the MASs contains system noise. The problem of consensus error calculation for MASs with both system and measurement noises is considered. The contributions of the paper are two aspects. The first one is to design a novel protocol based on the Kalman filtering and information fusion, so that the consensus error is bounded. The second one is to characterize the consensus error based on the solution to a Lyapunov equation. The presented results are different from previous works [16]-[17] where robust consensus is considered for a class of special MASs with bounded noise.