Optimal Control for Discrete-time NCSs with Input Delay and Markovian Packet Losses: Hold-Input Case

This paper is concerned with the linear–quadratic optimal control problem for networked systems simultaneously with input delay and Markovian packet losses under hold-input compensation strategy, which is different from the literature. Necessary and sufficient conditions for the solvability of optimal control problem over a finite horizon are given by coupled difference Riccati-type equations. Moreover, the networked control system is mean-square stability if and only if coupled algebraic Riccati-type equations have a particular solution. Due to input delay and Markovian packet dropout, it leads to the failure of the separation principle, which is a fundamental obstacle. The key technique in this paper is to tackle forward and backward difference equations by decoupling.