Asymptotic expansions and a new numerical algorithm of the algebraic Riccati equation for multiparameter singularly perturbed systems (Q5961162)

A continuous-time multiparameter algebraic Riccati equation (MARE) with an indefinite sign for the quadratic term is studied. The existence of a unique and bounded solution to the MARE is established. It is shown that the Kleinman algorithm can be used to solve such sign indefinite MARE. The proof of the convergence and the existence of the unique solution to the Kleinman algorithm is done by using the Newton-Kantorovich theorem. New algorithms for solving the generalized multiparameter algebraic Lyapunov equation via the fixed point algorithm are provided.