Optimal computer control via communication channels with irregular transmission times

We study a linear discrete-time partially observed system perturbed by white noises. The observations are transmitted to the controller via communication channels with random transmission times. Various measurement signals may incur independent delays, be lost or corrupted. Under certain assumptions, a recursive minimum variance state estimator is proposed. A finite horizon linear-quadratic optimal control problem is solved. We also find a solution for the problem of minimizing the average cost per unit time over the infinite planning horizon.