Reliable LQG controller design via the sequential measurement update

This paper considers the problem of designing the reliable LQG controller of discrete-time systems with sensor outages. A sequential gain computing algorithm is formulated for LQG optimal control by using the conventional sequential measurement update equations. With this new gain computing scheme, the reliable control design problem in the case of sensor outages is reviewed and solved by using a special case of this new result. In additions, the bounds of gain margins for the reliable Kalman gain are also presented. A numerical example is given to show the effectiveness of the obtained results.