text: abstract
  the paper provides simple formulas of bayesian filtering for the exact recursive computation of state conditional probability density
  functions given quantized innovations signal measurements of a linear stochastic system. this is a topic of current interest because the
  innovations signal should be white and therefore efficient in its use of channel capacity and in the design and optimization of the quantizer.
  earlier approaches, which we reexamine and characterize here, have relied on assumptions concerning densities or approximations to yield
  recursive solutions, which include the sign-of-innovations kalman filter and a particle filtering technique. our approach uses the kalman
  filter innovations at the transmitter side and provides a point of comparison for the other methods, since it is based on the bayesian filter.
  computational examples are provided.