This paper studies the mean-square consensus problem of discrete-time
multi-agent systems, where the state information is received with
different uncertainty of dropout which leads to the heterogeneous
observation. Different from previous consensus studies without
considering measurement packet dropout, the main difficulties
encountered in this paper are the controller design for each agent with
different dynamics and the state estimator design of stochastic systems
with multiplicative noises. First of all, the optimal estimator is
designed based on the measurement to estimate the agent’s state
information, and a distributed dynamic output feedback control protocol
is presented based on the obtained estimator. Secondly, applying the
distributed feedforward control method and constructing the stochastic
Lyapunov-Krasovskii functional, the sufficient solvability conditions
for heterogeneous multi-agent systems achieving mean-square consensus is
derived for the first time. Moreover, the stability of the error
covariance matrices related with the optimal estimator is studied.
Finally, a numerical example is provided to illustrate the effectiveness
of the proposed algorithm.