A low-rank solution method for Riccati equations with indefinite quadratic terms

@article{Benner2021ALS,
  title={A low-rank solution method for Riccati equations with indefinite quadratic terms},
  author={Peter Benner and Jan Heiland and Steffen W. R. Werner},
  journal={Numerical Algorithms},
  year={2021},
  volume={92},
  pages={1083 - 1103}
}
Algebraic Riccati equations with indefinite quadratic terms play an important role in applications related to robust controller design. While there are many established approaches to solve these in case of small-scale dense coefficients, there is no approach available to compute solutions in the large-scale sparse setting. In this paper, we develop an iterative method to compute low-rank approximations of stabilizing solutions of large-scale sparse continuous-time algebraic Riccati equations… 

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