LQG control over unreliable channels-Full Proof

In this paper LQG control over unreliable communication links is derived. That is to say, the communication channels between the controller and the actuators and between the sensors and the controller are unreliable. Previous solutions to finite horizon discrete time hold-input LQG control for this case do not fully utilize the available information. Here a new solution is presented which resolves this limitation. The focus is to derive and present a full mathematical proof to derive the optimal control sequence.