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An iterative algorithm to solve Algebraic Riccati Equations with an indefinite quadratic term is proposed. The global convergence and local quadratic rate of convergence of the algorithm are guaranteed and a proof is given. Numerical examples are also provided to demonstrate the superior effectiveness of the proposed algorithm when compared with methods(More)
In this paper, an iterative algorithm to solve Algebraic Riccati Equations (ARE) arising from, for example, a standard H∞ control problem is proposed. By constructing two sequences of positive semidefinite matrices, we reduce an ARE with an indefinite quadratic term to a series of AREs with a negative semidefinite quadratic term which can be solved more(More)
An iterative algorithm to solve periodic Riccati differential equations (PRDE) with an indefinite quadratic term is proposed. In our algorithm, we replace the problem of solving a PRDE with an indefinite quadratic term by the problem of solving a sequence of PRDEs with a negative semidefinite quadratic term which can be solved by existing methods. The(More)
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