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A bilinear switched system, the Lagrangian method and nonlinear filtering

This paper addresses the problem of design of approximate nonlinear filter for a special class of switched electrical stochastic bilinear systems, namely the boost power converter. In contrast to the well known deterministic framework, the approximate nonlinear filter Second Order Gaussian filter is developed based on the stochastic bilinear framework. The simulation results obtained using numerical simulations are included to illustrate the efficacy of the stochastic bilinear filter so developed for the system under investigation.