@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",
}