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

Algebraic Riccati equations with indefinite quadratic terms play an important role in applications related to robust controller design. While there are many established approaches solve these case of small-scale dense coefficients, is no approach available compute solutions the large-scale sparse setting. In this paper, we develop iterative method low-rank approximations stabilizing continuous-time algebraic terms. We test developed for examples comparison other matrix equation solvers, and investigate applicability performance examples.