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This paper studies the multi‐tracking control for high‐order heterogeneous multi‐agent systems under a directed acyclic graph. The authors first convert the multi‐tracking control problem for multi‐agent systems into the zero steady‐state error control problem of some independent subsystems. Based on final‐value theorem and Mason's rule, a sufficient condition for achieving the multi‐tracking control is proposed. It explicitly reveals how the system dynamic and desired object dynamic jointly affect the multi‐tracking control of heterogeneous multi‐agent systems. Meanwhile, a new result on the steady‐state error for multi‐subnetworks is established. Moreover, the multi‐tracking control for heterogeneous multi‐agent systems with time delay is discussed. Some simulations are performed to illustrate the effectiveness of the theoretical results. [ABSTRACT FROM AUTHOR]