Linear MMSE Estimation of Large-Magnitude Symmetric Levy-Process Phase-Noise

The linear minimum-mean-square error (LMMSE) estimator is herein derived to estimate phase-noise of Levy statistics (including Wiener phase-noise) and of arbitrarily large magnitude. This estimator may be pre-set to any latency and any number of tabs. This estimator depends only on the signal-to-(additive)-noise ratio and the phase-noise variance, but requires no matrix-inversion.