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This study employed the coherent phase modulation (PM) detection method to characterize the phase noise of a Sampled-Grating Distributed Bragg Reflector (SGDBR) laser via delayed self-heterodyne (DSH) measurements. We derived the formula for phase-error variance from the FM noise spectrum of the laser and performed measurements on the Distributed Feedback (DFB) and SGDBR lasers. The results confirmed that the DFB laser phase noise is well described by white FM noise while the SGDBR laser has additional frequency fluctuations below 400 MHz. The measurement and simulation results also demonstrated that the low frequency excess noise significantly broadens the linewidth of SGDBR lasers and can degrade the performance of coherent optical communication systems.