Time-delay embedding is a technique that uses snapshots of state history over time to build a linear state space model of a nonlinear smooth system. We demonstrate that periodic non-smooth or hybrid system can also be modeled as a linear state space system using this approach as long as its behavior is consistent in modes and timings. We extend time-delay embeddings to generate a linear model of two periodic hybrid systems: the bouncing pendulum and the simplest walker with control inputs. This leads to a state history augmented linear quadratic regulator (LQR) which uses current and past state history for feedback control. Example code can be found at https://github.com/Chun-MingYang/koopman-timeDelay-lqr.git