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The document proposes numerically reliable algorithms to compute periodic non-negative definite stabilizing solutions of the periodic differential Riccati equation and discrete-time periodic Riccati equation. For the periodic differential Riccati equation, a new multiple shooting-type algorithm is developed to compute periodic solutions at multiple time points within a period. For the discrete-time periodic Riccati equation, three methods are discussed, two extending an existing method to non-square systems

Author

Karad Karadias

Language

EN