This paper investigates the distributed consensus problem for linear continuous-time multi-agent systems subject to additive process noises. Due to the existence of noises, the asymptotic consensus cannot be achieved. Hence, a distributed consensus protocol is proposed such that all the agents can achieve consensus to some degree. Furthermore, based on Lyapunov theory, we characterize the consensus error under undirected and directed topologies. Numerical examples are presented to verify the effectiveness of two results.
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