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Statistics conditioned on quantized measurements are considered in the general case. These results are specialized to Gaussian parameters and then extended to discrete-time linear systems. The conditional mean of the system's state vector may be found by passing the conditional mean of the measurement history through the Kalman filter that would be used had the measurements been linear. Repetitive use of Bayes' rule is not required. Because the implementation of this result requires lengthy numerical quadrature, two approximations are considered: the first is a power-series expansion of the probablity-density function; the second is a discrete-time version of a previously proposed algorithm that assumes the conditional distribution is normal. Both algorithms may be used with any memory length on stationary or nonstationary data. The two algorithms are applied to the noiseless-channel versions of the PCM, predictive quantization, and predictive-comparison data compression systems; ensemble-average performance estimates of the nonlinear filters are derived. Simulation results show that the performance estimates are quite accurate for most of the cases tested.