LQG control for networked control systems with packet dropouts and input delay: UDP case

Abstract This article investigates the linear quadratic Gaussian problem for networked control systems (NCSs) with input delay and unknown packet dropouts. In NCSs, packet dropouts occur in both the control‐actuator channel and the sensor‐estimator channel. Meanwhile, the input delay happens in the control‐actuator channel. It is noted that there is no acknowledgment of successful delivery of control packets, that is, the user datagram protocol case. Therefore, the famous separation principle fails. The contributions of this article are two‐folds: first, based on the intermittent standard observations, an approximate estimation Kalman filter algorithm is proposed to estimate the state. Second, in virtue of the obtained estimator and dynamic programming method, an explicit expression of the optimal controller is given the delayed backward and forward difference equations.