Posterior Cramer-Rao Bounds for State Estimation with Quantized Measurement

Under the assmuption that the components of the measurement noise vector are uncorrelated with each other, the posterior Cramer-Rao lower bound (PCRLB) for state estimation with quantized measurements is given in this paper. A typical aircraft altitude tracking scenario in the air traffic control (ATC) field is studied through Monte-Carlo simulation, which illustrates the usefulness of the proposed PCRLB to evaluate the performance of the widely used Sheppard´s correction method for state estimation with quantized measurement.