In this article, we focus on the cooperative state estimation problem of a multi-agent system. Each agent is equipped with absolute and relative measurements. The purpose of this research is to make each agent generate its own state estimation with only local measurement information and local communication with neighborhood agents using Set Membership Filter(SMF). To handle this problem, we analyzed centralized SMF framework as a benchmark of distributed SMF and propose a finite-horizon method called OIT-Inspired centralized constrained zonotopic algorithm. Moreover, we put forward a distributed Set Membership Filtering(SMFing) framework and develop a distributed constained zonotopic algorithm. Finally, simulation verified our theoretical results, that our proposed algorithms can effectively estimate the state of each agent.

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