The distributed leader-follower control of multi-agent systems is discussed. Each agent is expressed in a discrete-time and non-linear dynamic model with an unknown parameter and can be affected by its neighbors’ history information. For each agent, to identify the parameter, one switching set of the parameter estimates is constructed and the optimal parameter estimate is chosen based on the index switching function. Using the given desired reference signal, the leader agent’s control law is designed, and relying on the neighbors’ history information, each follower agent’s local control law is designed. With the designed distributed tracking adaptive control laws, the whole system tracks the given desired reference signal, and in the face of strong couplings the closed-loop system ultimately reaches an agreement. Finally, by comparing simulations of the control strategy with a normal projection algorithm, the results indicate that the adaptive control method with a switching set of the parameter estimates is effective in improving the control performance.