Distributed cooperative formation of stochastic multi-agent systems in finite horizon

The paper addresses the distributed cooperative formation control problem for a class of general stochastic multi-agent systems subject to time-varying dynamics. A type of novel modified distributed state observer is constructed, whose estimation information is used to design the (Formula presented.) control scheme for guaranteeing the mean-square formation maintenance in finite-horizon. Furthermore, the observer and controller parameters are obtained iteratively through solving a set of constrained recursive matrix equations. Finally, the proposed scheme has been validated by a simulation study.