Dynamic Event-Triggered Consensus Control for Markovian Switched Multi-Agent Systems: A Hybrid Neuroadaptive Method

Xue Luo, Jingyi Wang (), Jianwen Feng, Jiayi Cai and Yi Zhao
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Xue Luo: School of Mathematics and Statistics, Shenzhen University, Shenzhen 518060, China
Jingyi Wang: School of Mathematics and Statistics, Shenzhen University, Shenzhen 518060, China
Jianwen Feng: School of Mathematics and Statistics, Shenzhen University, Shenzhen 518060, China
Jiayi Cai: School of Mathematics and Statistics, Shenzhen University, Shenzhen 518060, China
Yi Zhao: School of Mathematics and Statistics, Shenzhen University, Shenzhen 518060, China

Mathematics, 2023, vol. 11, issue 9, 1-16

Abstract: This paper presents a solution to the consensus problem for a particular category of uncertain switched multi-agent systems (MASs). In these systems, the communication topologies between agents and the system dynamics are governed by a time-homogeneous Markovian chain in a stochastic manner. To address this issue, we propose a novel neuroadaptive distributed dynamic event-triggered control (DETC) strategy. By leveraging stochastic Lyapunov theory and matrix inequality methodology, we establish sufficient conditions for practical ultimate mean square consensus (UMSBC) of MASs using a combination of neural networks (NNs) adaptive control strategy and DETC method. Our approach employs a distributed adaptive NNs DETC mechanism in MASs with unknown nonlinear dynamics and upgrades it at the moment of event sampling in an aperiodic manner, resulting in significant savings in computation and resources. We also exclude the Zeno phenomenon. Finally, we provide numerical examples to demonstrate the feasibility of our proposed approach, which outperforms existing approaches.

Keywords: neuroadaptive control; dynamic event-triggered; consensus; Markovian switched; multi-agent systems (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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