Feng, YangtaoAndras, VargaAnderson, BrianLovera, Marco2015-12-100018-9286http://hdl.handle.net/1885/68362An 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 and the local quadratic rate of convergence are both established. A numerical example is given to illustrate our algorithm.Keywords: Existing method; Global convergence; Indefinite quadratic term; Iterative algorithm; Negative semi-definite; Numerical example; Quadratic rates; Riccati differential equation; Algorithms; Approximation theory; Convergence of numerical methods; Riccati equ Periodic Riccati differential equations (PRDE)201110.1109/TAC.2010.21017102016-02-24