LQG Control for Networked Control Systems with Unknown Packet Dropouts and Input Delay

This paper investigates the linear quadratic Gaussian (LQG) problem for networked control systems (NCSs) with input delay and packet dropouts. In NCSs, packet dropouts occur in both the control-actuator channel and the sensor-estimator channel, and input delay happens in the control-actuator channel. It is noted that there is no acknowledgment of successful delivery of control packets, i.e., the user datagram protocol (UDP) case. Therefore, the famous separation principle fails. The contributions of this paper are two-folds: Firstly, an approximate estimation Kalman filter algorithm is proposed to estimate the state of the system. Secondly, based on the approximate estimation of the state , explicit expression of the optimal controller is given by solving the delayed backward and forward difference equations.