MMSE recursive estimation of high phase-noise that is Wiener non-stationary

To estimate Wiener phase noise of arbitrarily large magnitude (relative to the symbol duration), this work pioneers a linear minimum-mean-square error (LMMSE) discrete-time estimator. This proposed estimator may be pre-set to any arbitrary number of taps and any arbitrary latency. The coefficients of this linear estimator depend only on the values of the signalto-(additive)-noise ratio and the phase-noise variance. Moreover, rigorous analysis here (1) proves that this sequence of LMMSE-weights are unimodal when plotted against the weight-index, (2) derives an upper bound and a lower bound, in closed forms, for the LMMSE-weights, and (3) proves that this sequence of LMMSE-weights converges to be Laplacian when plotted against the weight-index, as the number of taps approaches infinity.