@inproceedings{4822ad547c624ad6aac9d6cda1063272,

title = "An iterative algorithm to solve periodic Riccati differential equations with an indefinite quadratic term",

abstract = "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 global convergence is guaranteed and a proof is given.",

author = "Yantao Feng and Anderson, {Brian D.O.}",

year = "2008",

doi = "10.1109/CDC.2008.4738777",

language = "English",

isbn = "9781424431243",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "339--344",

booktitle = "Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008",

address = "United States",

note = "47th IEEE Conference on Decision and Control, CDC 2008 ; Conference date: 09-12-2008 Through 11-12-2008",

}