The paper presents a cooperative scheme for controlling arbitrary formations of low speed experimental UAVs based on a distributed LQR design methodology. Each UAV acts as an independent agent in the formation and its dynamics are described by a 6-DOF (degrees of freedom) nonlinear model. This is linearized for control design purposes around an operating point corresponding to straight flight conditions and simulated only for longitudinal motion. It is shown that the proposed controller stabilizes the overall formation and can control effectively the nonlinear multi-agent system. Also, it is shown via numerous simulations that the system provides reference tracking and that is robust to environmental disturbances such as nonuniform wind gusts acting on a formation of four UAVs and to the loss of communication between two neighbouring UAVs.